CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 29-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2023 |
29-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0809 |
1.0830 |
0.0022 |
0.2% |
1.0889 |
| High |
1.0833 |
1.0902 |
0.0070 |
0.6% |
1.0945 |
| Low |
1.0804 |
1.0792 |
-0.0012 |
-0.1% |
1.0777 |
| Close |
1.0822 |
1.0882 |
0.0060 |
0.6% |
1.0819 |
| Range |
0.0029 |
0.0110 |
0.0082 |
286.0% |
0.0168 |
| ATR |
0.0069 |
0.0072 |
0.0003 |
4.2% |
0.0000 |
| Volume |
112,616 |
239,560 |
126,944 |
112.7% |
914,953 |
|
| Daily Pivots for day following 29-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1189 |
1.1145 |
1.0943 |
|
| R3 |
1.1079 |
1.1035 |
1.0912 |
|
| R2 |
1.0969 |
1.0969 |
1.0902 |
|
| R1 |
1.0925 |
1.0925 |
1.0892 |
1.0947 |
| PP |
1.0859 |
1.0859 |
1.0859 |
1.0870 |
| S1 |
1.0815 |
1.0815 |
1.0872 |
1.0837 |
| S2 |
1.0749 |
1.0749 |
1.0862 |
|
| S3 |
1.0639 |
1.0705 |
1.0852 |
|
| S4 |
1.0529 |
1.0595 |
1.0822 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1351 |
1.1253 |
1.0911 |
|
| R3 |
1.1183 |
1.1085 |
1.0865 |
|
| R2 |
1.1015 |
1.1015 |
1.0849 |
|
| R1 |
1.0917 |
1.0917 |
1.0834 |
1.0882 |
| PP |
1.0847 |
1.0847 |
1.0847 |
1.0829 |
| S1 |
1.0749 |
1.0749 |
1.0803 |
1.0714 |
| S2 |
1.0679 |
1.0679 |
1.0788 |
|
| S3 |
1.0511 |
1.0581 |
1.0772 |
|
| S4 |
1.0343 |
1.0413 |
1.0726 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0902 |
1.0777 |
0.0126 |
1.2% |
0.0071 |
0.7% |
84% |
True |
False |
190,209 |
| 10 |
1.0951 |
1.0777 |
0.0175 |
1.6% |
0.0067 |
0.6% |
60% |
False |
False |
170,365 |
| 20 |
1.1085 |
1.0777 |
0.0309 |
2.8% |
0.0071 |
0.7% |
34% |
False |
False |
172,094 |
| 40 |
1.1311 |
1.0777 |
0.0534 |
4.9% |
0.0075 |
0.7% |
20% |
False |
False |
184,419 |
| 60 |
1.1311 |
1.0729 |
0.0582 |
5.3% |
0.0074 |
0.7% |
26% |
False |
False |
177,180 |
| 80 |
1.1311 |
1.0703 |
0.0608 |
5.6% |
0.0072 |
0.7% |
30% |
False |
False |
133,573 |
| 100 |
1.1311 |
1.0703 |
0.0608 |
5.6% |
0.0073 |
0.7% |
30% |
False |
False |
107,091 |
| 120 |
1.1311 |
1.0624 |
0.0687 |
6.3% |
0.0076 |
0.7% |
38% |
False |
False |
89,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1370 |
|
2.618 |
1.1190 |
|
1.618 |
1.1080 |
|
1.000 |
1.1012 |
|
0.618 |
1.0970 |
|
HIGH |
1.0902 |
|
0.618 |
1.0860 |
|
0.500 |
1.0847 |
|
0.382 |
1.0834 |
|
LOW |
1.0792 |
|
0.618 |
1.0724 |
|
1.000 |
1.0682 |
|
1.618 |
1.0614 |
|
2.618 |
1.0504 |
|
4.250 |
1.0325 |
|
|
| Fisher Pivots for day following 29-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0870 |
1.0868 |
| PP |
1.0859 |
1.0854 |
| S1 |
1.0847 |
1.0839 |
|