CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 12-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0718 |
1.0755 |
0.0038 |
0.3% |
1.0782 |
| High |
1.0763 |
1.0773 |
0.0010 |
0.1% |
1.0816 |
| Low |
1.0711 |
1.0709 |
-0.0003 |
0.0% |
1.0691 |
| Close |
1.0749 |
1.0736 |
-0.0013 |
-0.1% |
1.0702 |
| Range |
0.0052 |
0.0064 |
0.0012 |
23.1% |
0.0125 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
223,922 |
332,730 |
108,808 |
48.6% |
912,043 |
|
| Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0931 |
1.0897 |
1.0771 |
|
| R3 |
1.0867 |
1.0833 |
1.0753 |
|
| R2 |
1.0803 |
1.0803 |
1.0747 |
|
| R1 |
1.0769 |
1.0769 |
1.0741 |
1.0754 |
| PP |
1.0739 |
1.0739 |
1.0739 |
1.0731 |
| S1 |
1.0705 |
1.0705 |
1.0730 |
1.0690 |
| S2 |
1.0675 |
1.0675 |
1.0724 |
|
| S3 |
1.0611 |
1.0641 |
1.0718 |
|
| S4 |
1.0547 |
1.0577 |
1.0700 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1111 |
1.1031 |
1.0770 |
|
| R3 |
1.0986 |
1.0906 |
1.0736 |
|
| R2 |
1.0861 |
1.0861 |
1.0724 |
|
| R1 |
1.0781 |
1.0781 |
1.0713 |
1.0759 |
| PP |
1.0736 |
1.0736 |
1.0736 |
1.0725 |
| S1 |
1.0656 |
1.0656 |
1.0690 |
1.0634 |
| S2 |
1.0611 |
1.0611 |
1.0679 |
|
| S3 |
1.0486 |
1.0531 |
1.0667 |
|
| S4 |
1.0361 |
1.0406 |
1.0633 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0773 |
1.0691 |
0.0082 |
0.8% |
0.0052 |
0.5% |
55% |
True |
False |
236,252 |
| 10 |
1.0956 |
1.0691 |
0.0265 |
2.5% |
0.0078 |
0.7% |
17% |
False |
False |
241,861 |
| 20 |
1.0971 |
1.0691 |
0.0280 |
2.6% |
0.0070 |
0.7% |
16% |
False |
False |
203,389 |
| 40 |
1.1311 |
1.0691 |
0.0620 |
5.8% |
0.0075 |
0.7% |
7% |
False |
False |
194,190 |
| 60 |
1.1311 |
1.0691 |
0.0620 |
5.8% |
0.0074 |
0.7% |
7% |
False |
False |
191,324 |
| 80 |
1.1311 |
1.0691 |
0.0620 |
5.8% |
0.0073 |
0.7% |
7% |
False |
False |
160,697 |
| 100 |
1.1311 |
1.0691 |
0.0620 |
5.8% |
0.0073 |
0.7% |
7% |
False |
False |
128,826 |
| 120 |
1.1311 |
1.0691 |
0.0620 |
5.8% |
0.0073 |
0.7% |
7% |
False |
False |
107,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1045 |
|
2.618 |
1.0940 |
|
1.618 |
1.0876 |
|
1.000 |
1.0837 |
|
0.618 |
1.0812 |
|
HIGH |
1.0773 |
|
0.618 |
1.0748 |
|
0.500 |
1.0741 |
|
0.382 |
1.0733 |
|
LOW |
1.0709 |
|
0.618 |
1.0669 |
|
1.000 |
1.0645 |
|
1.618 |
1.0605 |
|
2.618 |
1.0541 |
|
4.250 |
1.0437 |
|
|
| Fisher Pivots for day following 12-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0741 |
1.0735 |
| PP |
1.0739 |
1.0735 |
| S1 |
1.0737 |
1.0735 |
|