CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 06-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2023 |
06-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0782 |
1.0729 |
-0.0053 |
-0.5% |
1.0809 |
| High |
1.0816 |
1.0755 |
-0.0061 |
-0.6% |
1.0956 |
| Low |
1.0713 |
1.0709 |
-0.0004 |
0.0% |
1.0779 |
| Close |
1.0728 |
1.0732 |
0.0004 |
0.0% |
1.0786 |
| Range |
0.0103 |
0.0047 |
-0.0057 |
-54.9% |
0.0177 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
287,431 |
220,167 |
-67,264 |
-23.4% |
1,062,533 |
|
| Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0871 |
1.0848 |
1.0757 |
|
| R3 |
1.0825 |
1.0801 |
1.0744 |
|
| R2 |
1.0778 |
1.0778 |
1.0740 |
|
| R1 |
1.0755 |
1.0755 |
1.0736 |
1.0767 |
| PP |
1.0732 |
1.0732 |
1.0732 |
1.0738 |
| S1 |
1.0708 |
1.0708 |
1.0727 |
1.0720 |
| S2 |
1.0685 |
1.0685 |
1.0723 |
|
| S3 |
1.0639 |
1.0662 |
1.0719 |
|
| S4 |
1.0592 |
1.0615 |
1.0706 |
|
|
| 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 |
1.0709 |
0.0247 |
2.3% |
0.0091 |
0.8% |
9% |
False |
True |
243,591 |
| 10 |
1.0956 |
1.0709 |
0.0247 |
2.3% |
0.0081 |
0.8% |
9% |
False |
True |
216,900 |
| 20 |
1.1085 |
1.0709 |
0.0377 |
3.5% |
0.0074 |
0.7% |
6% |
False |
True |
188,197 |
| 40 |
1.1311 |
1.0709 |
0.0602 |
5.6% |
0.0077 |
0.7% |
4% |
False |
True |
190,449 |
| 60 |
1.1311 |
1.0709 |
0.0602 |
5.6% |
0.0077 |
0.7% |
4% |
False |
True |
193,427 |
| 80 |
1.1311 |
1.0703 |
0.0608 |
5.7% |
0.0074 |
0.7% |
5% |
False |
False |
148,720 |
| 100 |
1.1311 |
1.0703 |
0.0608 |
5.7% |
0.0074 |
0.7% |
5% |
False |
False |
119,248 |
| 120 |
1.1311 |
1.0703 |
0.0608 |
5.7% |
0.0075 |
0.7% |
5% |
False |
False |
99,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0953 |
|
2.618 |
1.0877 |
|
1.618 |
1.0830 |
|
1.000 |
1.0802 |
|
0.618 |
1.0784 |
|
HIGH |
1.0755 |
|
0.618 |
1.0737 |
|
0.500 |
1.0732 |
|
0.382 |
1.0726 |
|
LOW |
1.0709 |
|
0.618 |
1.0680 |
|
1.000 |
1.0662 |
|
1.618 |
1.0633 |
|
2.618 |
1.0587 |
|
4.250 |
1.0511 |
|
|
| Fisher Pivots for day following 06-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0732 |
1.0799 |
| PP |
1.0732 |
1.0777 |
| S1 |
1.0732 |
1.0754 |
|