CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 05-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2023 |
05-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0851 |
1.0782 |
-0.0069 |
-0.6% |
1.0809 |
| High |
1.0890 |
1.0816 |
-0.0074 |
-0.7% |
1.0956 |
| Low |
1.0779 |
1.0713 |
-0.0067 |
-0.6% |
1.0779 |
| Close |
1.0786 |
1.0728 |
-0.0058 |
-0.5% |
1.0786 |
| Range |
0.0111 |
0.0103 |
-0.0008 |
-6.8% |
0.0177 |
| ATR |
0.0078 |
0.0080 |
0.0002 |
2.3% |
0.0000 |
| Volume |
222,120 |
287,431 |
65,311 |
29.4% |
1,062,533 |
|
| Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1061 |
1.0998 |
1.0785 |
|
| R3 |
1.0958 |
1.0895 |
1.0756 |
|
| R2 |
1.0855 |
1.0855 |
1.0747 |
|
| R1 |
1.0792 |
1.0792 |
1.0737 |
1.0772 |
| PP |
1.0752 |
1.0752 |
1.0752 |
1.0742 |
| S1 |
1.0689 |
1.0689 |
1.0719 |
1.0669 |
| S2 |
1.0649 |
1.0649 |
1.0709 |
|
| S3 |
1.0546 |
1.0586 |
1.0700 |
|
| S4 |
1.0443 |
1.0483 |
1.0671 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1370 |
1.1254 |
1.0883 |
|
| R3 |
1.1193 |
1.1078 |
1.0835 |
|
| R2 |
1.1017 |
1.1017 |
1.0818 |
|
| R1 |
1.0901 |
1.0901 |
1.0802 |
1.0871 |
| PP |
1.0840 |
1.0840 |
1.0840 |
1.0825 |
| S1 |
1.0725 |
1.0725 |
1.0770 |
1.0694 |
| S2 |
1.0664 |
1.0664 |
1.0754 |
|
| S3 |
1.0487 |
1.0548 |
1.0737 |
|
| S4 |
1.0311 |
1.0372 |
1.0689 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0956 |
1.0713 |
0.0243 |
2.3% |
0.0104 |
1.0% |
6% |
False |
True |
247,469 |
| 10 |
1.0956 |
1.0713 |
0.0243 |
2.3% |
0.0086 |
0.8% |
6% |
False |
True |
214,417 |
| 20 |
1.1085 |
1.0713 |
0.0373 |
3.5% |
0.0076 |
0.7% |
4% |
False |
True |
185,553 |
| 40 |
1.1311 |
1.0713 |
0.0598 |
5.6% |
0.0077 |
0.7% |
3% |
False |
True |
188,751 |
| 60 |
1.1311 |
1.0713 |
0.0598 |
5.6% |
0.0076 |
0.7% |
3% |
False |
True |
191,008 |
| 80 |
1.1311 |
1.0703 |
0.0608 |
5.7% |
0.0074 |
0.7% |
4% |
False |
False |
145,981 |
| 100 |
1.1311 |
1.0703 |
0.0608 |
5.7% |
0.0074 |
0.7% |
4% |
False |
False |
117,053 |
| 120 |
1.1311 |
1.0678 |
0.0633 |
5.9% |
0.0075 |
0.7% |
8% |
False |
False |
97,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1253 |
|
2.618 |
1.1085 |
|
1.618 |
1.0982 |
|
1.000 |
1.0919 |
|
0.618 |
1.0879 |
|
HIGH |
1.0816 |
|
0.618 |
1.0776 |
|
0.500 |
1.0764 |
|
0.382 |
1.0752 |
|
LOW |
1.0713 |
|
0.618 |
1.0649 |
|
1.000 |
1.0610 |
|
1.618 |
1.0546 |
|
2.618 |
1.0443 |
|
4.250 |
1.0275 |
|
|
| Fisher Pivots for day following 05-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0764 |
1.0830 |
| PP |
1.0752 |
1.0796 |
| S1 |
1.0740 |
1.0762 |
|