CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 23-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2023 |
23-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0911 |
1.0858 |
-0.0054 |
-0.5% |
1.0967 |
| High |
1.0945 |
1.0885 |
-0.0060 |
-0.5% |
1.0978 |
| Low |
1.0847 |
1.0816 |
-0.0031 |
-0.3% |
1.0860 |
| Close |
1.0866 |
1.0873 |
0.0007 |
0.1% |
1.0893 |
| Range |
0.0098 |
0.0070 |
-0.0029 |
-29.1% |
0.0119 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
195,338 |
212,948 |
17,610 |
9.0% |
795,530 |
|
| Daily Pivots for day following 23-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1066 |
1.1039 |
1.0911 |
|
| R3 |
1.0997 |
1.0969 |
1.0892 |
|
| R2 |
1.0927 |
1.0927 |
1.0885 |
|
| R1 |
1.0900 |
1.0900 |
1.0879 |
1.0914 |
| PP |
1.0858 |
1.0858 |
1.0858 |
1.0865 |
| S1 |
1.0830 |
1.0830 |
1.0866 |
1.0844 |
| S2 |
1.0788 |
1.0788 |
1.0860 |
|
| S3 |
1.0719 |
1.0761 |
1.0853 |
|
| S4 |
1.0649 |
1.0691 |
1.0834 |
|
|
| 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 |
1.0945 |
1.0816 |
0.0129 |
1.2% |
0.0065 |
0.6% |
44% |
False |
True |
166,023 |
| 10 |
1.1085 |
1.0816 |
0.0270 |
2.5% |
0.0069 |
0.6% |
21% |
False |
True |
168,698 |
| 20 |
1.1177 |
1.0816 |
0.0362 |
3.3% |
0.0076 |
0.7% |
16% |
False |
True |
179,429 |
| 40 |
1.1311 |
1.0816 |
0.0495 |
4.6% |
0.0075 |
0.7% |
12% |
False |
True |
184,315 |
| 60 |
1.1311 |
1.0703 |
0.0608 |
5.6% |
0.0075 |
0.7% |
28% |
False |
False |
165,304 |
| 80 |
1.1311 |
1.0703 |
0.0608 |
5.6% |
0.0072 |
0.7% |
28% |
False |
False |
124,434 |
| 100 |
1.1311 |
1.0703 |
0.0608 |
5.6% |
0.0073 |
0.7% |
28% |
False |
False |
99,748 |
| 120 |
1.1311 |
1.0624 |
0.0687 |
6.3% |
0.0075 |
0.7% |
36% |
False |
False |
83,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1180 |
|
2.618 |
1.1067 |
|
1.618 |
1.0997 |
|
1.000 |
1.0955 |
|
0.618 |
1.0928 |
|
HIGH |
1.0885 |
|
0.618 |
1.0858 |
|
0.500 |
1.0850 |
|
0.382 |
1.0842 |
|
LOW |
1.0816 |
|
0.618 |
1.0773 |
|
1.000 |
1.0746 |
|
1.618 |
1.0703 |
|
2.618 |
1.0634 |
|
4.250 |
1.0520 |
|
|
| Fisher Pivots for day following 23-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0865 |
1.0880 |
| PP |
1.0858 |
1.0878 |
| S1 |
1.0850 |
1.0875 |
|