CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 07-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2023 |
07-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1020 |
1.1084 |
0.0064 |
0.6% |
1.1100 |
| High |
1.1114 |
1.1084 |
-0.0030 |
-0.3% |
1.1117 |
| Low |
1.1007 |
1.1038 |
0.0031 |
0.3% |
1.0986 |
| Close |
1.1081 |
1.1078 |
-0.0003 |
0.0% |
1.1081 |
| Range |
0.0107 |
0.0046 |
-0.0061 |
-57.3% |
0.0131 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
2,008 |
735 |
-1,273 |
-63.4% |
6,098 |
|
| Daily Pivots for day following 07-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1203 |
1.1186 |
1.1103 |
|
| R3 |
1.1158 |
1.1141 |
1.1091 |
|
| R2 |
1.1112 |
1.1112 |
1.1086 |
|
| R1 |
1.1095 |
1.1095 |
1.1082 |
1.1081 |
| PP |
1.1067 |
1.1067 |
1.1067 |
1.1059 |
| S1 |
1.1050 |
1.1050 |
1.1074 |
1.1035 |
| S2 |
1.1021 |
1.1021 |
1.1070 |
|
| S3 |
1.0976 |
1.1004 |
1.1065 |
|
| S4 |
1.0930 |
1.0959 |
1.1053 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1454 |
1.1399 |
1.1153 |
|
| R3 |
1.1323 |
1.1268 |
1.1117 |
|
| R2 |
1.1192 |
1.1192 |
1.1105 |
|
| R1 |
1.1137 |
1.1137 |
1.1093 |
1.1099 |
| PP |
1.1061 |
1.1061 |
1.1061 |
1.1043 |
| S1 |
1.1006 |
1.1006 |
1.1069 |
1.0968 |
| S2 |
1.0930 |
1.0930 |
1.1057 |
|
| S3 |
1.0799 |
1.0875 |
1.1045 |
|
| S4 |
1.0668 |
1.0744 |
1.1009 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1114 |
1.0986 |
0.0128 |
1.2% |
0.0068 |
0.6% |
72% |
False |
False |
1,113 |
| 10 |
1.1225 |
1.0986 |
0.0239 |
2.2% |
0.0080 |
0.7% |
38% |
False |
False |
1,352 |
| 20 |
1.1357 |
1.0986 |
0.0371 |
3.3% |
0.0075 |
0.7% |
25% |
False |
False |
1,429 |
| 40 |
1.1357 |
1.0842 |
0.0515 |
4.6% |
0.0071 |
0.6% |
46% |
False |
False |
1,135 |
| 60 |
1.1357 |
1.0758 |
0.0599 |
5.4% |
0.0063 |
0.6% |
54% |
False |
False |
817 |
| 80 |
1.1357 |
1.0758 |
0.0599 |
5.4% |
0.0060 |
0.5% |
54% |
False |
False |
645 |
| 100 |
1.1357 |
1.0712 |
0.0645 |
5.8% |
0.0059 |
0.5% |
57% |
False |
False |
525 |
| 120 |
1.1357 |
1.0661 |
0.0696 |
6.3% |
0.0056 |
0.5% |
60% |
False |
False |
453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1277 |
|
2.618 |
1.1203 |
|
1.618 |
1.1157 |
|
1.000 |
1.1129 |
|
0.618 |
1.1112 |
|
HIGH |
1.1084 |
|
0.618 |
1.1066 |
|
0.500 |
1.1061 |
|
0.382 |
1.1055 |
|
LOW |
1.1038 |
|
0.618 |
1.1010 |
|
1.000 |
1.0993 |
|
1.618 |
1.0964 |
|
2.618 |
1.0919 |
|
4.250 |
1.0845 |
|
|
| Fisher Pivots for day following 07-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1072 |
1.1069 |
| PP |
1.1067 |
1.1059 |
| S1 |
1.1061 |
1.1050 |
|