CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 18-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2023 |
18-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0896 |
1.0888 |
-0.0008 |
-0.1% |
1.0967 |
| High |
1.0935 |
1.0909 |
-0.0026 |
-0.2% |
1.0978 |
| Low |
1.0872 |
1.0860 |
-0.0012 |
-0.1% |
1.0860 |
| Close |
1.0873 |
1.0893 |
0.0021 |
0.2% |
1.0893 |
| Range |
0.0063 |
0.0050 |
-0.0014 |
-21.4% |
0.0119 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
156,866 |
144,221 |
-12,645 |
-8.1% |
795,530 |
|
| Daily Pivots for day following 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1036 |
1.1014 |
1.0920 |
|
| R3 |
1.0986 |
1.0964 |
1.0907 |
|
| R2 |
1.0937 |
1.0937 |
1.0902 |
|
| R1 |
1.0915 |
1.0915 |
1.0898 |
1.0926 |
| PP |
1.0887 |
1.0887 |
1.0887 |
1.0893 |
| S1 |
1.0865 |
1.0865 |
1.0888 |
1.0876 |
| S2 |
1.0838 |
1.0838 |
1.0884 |
|
| S3 |
1.0788 |
1.0816 |
1.0879 |
|
| S4 |
1.0739 |
1.0766 |
1.0866 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1266 |
1.1198 |
1.0958 |
|
| R3 |
1.1147 |
1.1079 |
1.0926 |
|
| R2 |
1.1029 |
1.1029 |
1.0915 |
|
| R1 |
1.0961 |
1.0961 |
1.0904 |
1.0936 |
| PP |
1.0910 |
1.0910 |
1.0910 |
1.0898 |
| S1 |
1.0842 |
1.0842 |
1.0882 |
1.0817 |
| S2 |
1.0792 |
1.0792 |
1.0871 |
|
| S3 |
1.0673 |
1.0724 |
1.0860 |
|
| S4 |
1.0555 |
1.0605 |
1.0828 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0978 |
1.0860 |
0.0119 |
1.1% |
0.0064 |
0.6% |
28% |
False |
True |
159,106 |
| 10 |
1.1085 |
1.0860 |
0.0226 |
2.1% |
0.0065 |
0.6% |
15% |
False |
True |
159,988 |
| 20 |
1.1178 |
1.0860 |
0.0318 |
2.9% |
0.0077 |
0.7% |
11% |
False |
True |
180,746 |
| 40 |
1.1311 |
1.0860 |
0.0451 |
4.1% |
0.0076 |
0.7% |
7% |
False |
True |
183,104 |
| 60 |
1.1311 |
1.0703 |
0.0608 |
5.6% |
0.0074 |
0.7% |
31% |
False |
False |
156,647 |
| 80 |
1.1311 |
1.0703 |
0.0608 |
5.6% |
0.0073 |
0.7% |
31% |
False |
False |
117,927 |
| 100 |
1.1311 |
1.0703 |
0.0608 |
5.6% |
0.0073 |
0.7% |
31% |
False |
False |
94,466 |
| 120 |
1.1311 |
1.0624 |
0.0687 |
6.3% |
0.0075 |
0.7% |
39% |
False |
False |
78,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1119 |
|
2.618 |
1.1039 |
|
1.618 |
1.0989 |
|
1.000 |
1.0959 |
|
0.618 |
1.0940 |
|
HIGH |
1.0909 |
|
0.618 |
1.0890 |
|
0.500 |
1.0884 |
|
0.382 |
1.0878 |
|
LOW |
1.0860 |
|
0.618 |
1.0829 |
|
1.000 |
1.0810 |
|
1.618 |
1.0779 |
|
2.618 |
1.0730 |
|
4.250 |
1.0649 |
|
|
| Fisher Pivots for day following 18-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0890 |
1.0905 |
| PP |
1.0887 |
1.0901 |
| S1 |
1.0884 |
1.0897 |
|