CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 31-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2023 |
31-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0889 |
1.0937 |
0.0049 |
0.4% |
1.0889 |
| High |
1.0956 |
1.0948 |
-0.0008 |
-0.1% |
1.0945 |
| Low |
1.0865 |
1.0843 |
-0.0022 |
-0.2% |
1.0777 |
| Close |
1.0934 |
1.0853 |
-0.0081 |
-0.7% |
1.0819 |
| Range |
0.0091 |
0.0105 |
0.0014 |
15.4% |
0.0168 |
| ATR |
0.0074 |
0.0076 |
0.0002 |
3.1% |
0.0000 |
| Volume |
234,282 |
253,955 |
19,673 |
8.4% |
914,953 |
|
| Daily Pivots for day following 31-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1196 |
1.1129 |
1.0910 |
|
| R3 |
1.1091 |
1.1024 |
1.0881 |
|
| R2 |
1.0986 |
1.0986 |
1.0872 |
|
| R1 |
1.0919 |
1.0919 |
1.0862 |
1.0900 |
| PP |
1.0881 |
1.0881 |
1.0881 |
1.0871 |
| S1 |
1.0814 |
1.0814 |
1.0843 |
1.0795 |
| S2 |
1.0776 |
1.0776 |
1.0833 |
|
| S3 |
1.0671 |
1.0709 |
1.0824 |
|
| S4 |
1.0566 |
1.0604 |
1.0795 |
|
|
| 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 |
1.0956 |
1.0777 |
0.0179 |
1.6% |
0.0082 |
0.8% |
42% |
False |
False |
214,379 |
| 10 |
1.0956 |
1.0777 |
0.0179 |
1.6% |
0.0075 |
0.7% |
42% |
False |
False |
189,958 |
| 20 |
1.1085 |
1.0777 |
0.0309 |
2.8% |
0.0073 |
0.7% |
25% |
False |
False |
178,179 |
| 40 |
1.1311 |
1.0777 |
0.0534 |
4.9% |
0.0076 |
0.7% |
14% |
False |
False |
184,852 |
| 60 |
1.1311 |
1.0730 |
0.0581 |
5.3% |
0.0076 |
0.7% |
21% |
False |
False |
184,544 |
| 80 |
1.1311 |
1.0703 |
0.0608 |
5.6% |
0.0073 |
0.7% |
25% |
False |
False |
139,638 |
| 100 |
1.1311 |
1.0703 |
0.0608 |
5.6% |
0.0074 |
0.7% |
25% |
False |
False |
111,971 |
| 120 |
1.1311 |
1.0624 |
0.0687 |
6.3% |
0.0075 |
0.7% |
33% |
False |
False |
93,511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1394 |
|
2.618 |
1.1222 |
|
1.618 |
1.1117 |
|
1.000 |
1.1053 |
|
0.618 |
1.1012 |
|
HIGH |
1.0948 |
|
0.618 |
1.0907 |
|
0.500 |
1.0895 |
|
0.382 |
1.0883 |
|
LOW |
1.0843 |
|
0.618 |
1.0778 |
|
1.000 |
1.0738 |
|
1.618 |
1.0673 |
|
2.618 |
1.0568 |
|
4.250 |
1.0396 |
|
|
| Fisher Pivots for day following 31-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0895 |
1.0874 |
| PP |
1.0881 |
1.0867 |
| S1 |
1.0867 |
1.0860 |
|