CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 24-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2023 |
24-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0858 |
1.0877 |
0.0019 |
0.2% |
1.0967 |
| High |
1.0885 |
1.0889 |
0.0004 |
0.0% |
1.0978 |
| Low |
1.0816 |
1.0817 |
0.0001 |
0.0% |
1.0860 |
| Close |
1.0873 |
1.0821 |
-0.0052 |
-0.5% |
1.0893 |
| Range |
0.0070 |
0.0072 |
0.0003 |
3.6% |
0.0119 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
0.0% |
0.0000 |
| Volume |
212,948 |
154,437 |
-58,511 |
-27.5% |
795,530 |
|
| Daily Pivots for day following 24-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1058 |
1.1011 |
1.0860 |
|
| R3 |
1.0986 |
1.0939 |
1.0840 |
|
| R2 |
1.0914 |
1.0914 |
1.0834 |
|
| R1 |
1.0867 |
1.0867 |
1.0827 |
1.0855 |
| PP |
1.0842 |
1.0842 |
1.0842 |
1.0836 |
| S1 |
1.0795 |
1.0795 |
1.0814 |
1.0783 |
| S2 |
1.0770 |
1.0770 |
1.0807 |
|
| S3 |
1.0698 |
1.0723 |
1.0801 |
|
| S4 |
1.0626 |
1.0651 |
1.0781 |
|
|
| 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% |
0.0067 |
0.6% |
4% |
False |
False |
165,537 |
| 10 |
1.1025 |
1.0816 |
0.0209 |
1.9% |
0.0067 |
0.6% |
2% |
False |
False |
163,486 |
| 20 |
1.1085 |
1.0816 |
0.0270 |
2.5% |
0.0071 |
0.7% |
2% |
False |
False |
170,629 |
| 40 |
1.1311 |
1.0816 |
0.0495 |
4.6% |
0.0075 |
0.7% |
1% |
False |
False |
183,241 |
| 60 |
1.1311 |
1.0703 |
0.0608 |
5.6% |
0.0075 |
0.7% |
19% |
False |
False |
167,817 |
| 80 |
1.1311 |
1.0703 |
0.0608 |
5.6% |
0.0072 |
0.7% |
19% |
False |
False |
126,360 |
| 100 |
1.1311 |
1.0703 |
0.0608 |
5.6% |
0.0073 |
0.7% |
19% |
False |
False |
101,279 |
| 120 |
1.1311 |
1.0624 |
0.0687 |
6.3% |
0.0075 |
0.7% |
29% |
False |
False |
84,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1195 |
|
2.618 |
1.1077 |
|
1.618 |
1.1005 |
|
1.000 |
1.0961 |
|
0.618 |
1.0933 |
|
HIGH |
1.0889 |
|
0.618 |
1.0861 |
|
0.500 |
1.0853 |
|
0.382 |
1.0844 |
|
LOW |
1.0817 |
|
0.618 |
1.0772 |
|
1.000 |
1.0745 |
|
1.618 |
1.0700 |
|
2.618 |
1.0628 |
|
4.250 |
1.0511 |
|
|
| Fisher Pivots for day following 24-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0853 |
1.0880 |
| PP |
1.0842 |
1.0860 |
| S1 |
1.0831 |
1.0840 |
|