CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 22-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2023 |
22-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0889 |
1.0911 |
0.0022 |
0.2% |
1.0967 |
| High |
1.0929 |
1.0945 |
0.0016 |
0.1% |
1.0978 |
| Low |
1.0884 |
1.0847 |
-0.0038 |
-0.3% |
1.0860 |
| Close |
1.0913 |
1.0866 |
-0.0047 |
-0.4% |
1.0893 |
| Range |
0.0045 |
0.0098 |
0.0053 |
117.8% |
0.0119 |
| ATR |
0.0070 |
0.0072 |
0.0002 |
2.8% |
0.0000 |
| Volume |
120,744 |
195,338 |
74,594 |
61.8% |
795,530 |
|
| Daily Pivots for day following 22-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1180 |
1.1121 |
1.0920 |
|
| R3 |
1.1082 |
1.1023 |
1.0893 |
|
| R2 |
1.0984 |
1.0984 |
1.0884 |
|
| R1 |
1.0925 |
1.0925 |
1.0875 |
1.0905 |
| PP |
1.0886 |
1.0886 |
1.0886 |
1.0876 |
| S1 |
1.0827 |
1.0827 |
1.0857 |
1.0807 |
| S2 |
1.0788 |
1.0788 |
1.0848 |
|
| S3 |
1.0690 |
1.0729 |
1.0839 |
|
| S4 |
1.0592 |
1.0631 |
1.0812 |
|
|
| 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 |
1.0951 |
1.0847 |
0.0105 |
1.0% |
0.0064 |
0.6% |
19% |
False |
True |
150,521 |
| 10 |
1.1085 |
1.0847 |
0.0239 |
2.2% |
0.0067 |
0.6% |
8% |
False |
True |
159,494 |
| 20 |
1.1177 |
1.0847 |
0.0331 |
3.0% |
0.0076 |
0.7% |
6% |
False |
True |
177,528 |
| 40 |
1.1311 |
1.0847 |
0.0464 |
4.3% |
0.0075 |
0.7% |
4% |
False |
True |
182,588 |
| 60 |
1.1311 |
1.0703 |
0.0608 |
5.6% |
0.0075 |
0.7% |
27% |
False |
False |
161,810 |
| 80 |
1.1311 |
1.0703 |
0.0608 |
5.6% |
0.0073 |
0.7% |
27% |
False |
False |
121,783 |
| 100 |
1.1311 |
1.0703 |
0.0608 |
5.6% |
0.0073 |
0.7% |
27% |
False |
False |
97,622 |
| 120 |
1.1311 |
1.0624 |
0.0687 |
6.3% |
0.0075 |
0.7% |
35% |
False |
False |
81,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1361 |
|
2.618 |
1.1201 |
|
1.618 |
1.1103 |
|
1.000 |
1.1043 |
|
0.618 |
1.1005 |
|
HIGH |
1.0945 |
|
0.618 |
1.0907 |
|
0.500 |
1.0896 |
|
0.382 |
1.0884 |
|
LOW |
1.0847 |
|
0.618 |
1.0786 |
|
1.000 |
1.0749 |
|
1.618 |
1.0688 |
|
2.618 |
1.0590 |
|
4.250 |
1.0430 |
|
|
| Fisher Pivots for day following 22-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0896 |
1.0896 |
| PP |
1.0886 |
1.0886 |
| S1 |
1.0876 |
1.0876 |
|