CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 10-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2023 |
10-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1029 |
1.1043 |
0.0014 |
0.1% |
1.1100 |
| High |
1.1063 |
1.1128 |
0.0065 |
0.6% |
1.1117 |
| Low |
1.1025 |
1.1043 |
0.0018 |
0.2% |
1.0986 |
| Close |
1.1045 |
1.1058 |
0.0014 |
0.1% |
1.1081 |
| Range |
0.0038 |
0.0086 |
0.0048 |
125.0% |
0.0131 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
1.4% |
0.0000 |
| Volume |
904 |
1,642 |
738 |
81.6% |
6,098 |
|
| Daily Pivots for day following 10-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1333 |
1.1281 |
1.1105 |
|
| R3 |
1.1247 |
1.1195 |
1.1082 |
|
| R2 |
1.1162 |
1.1162 |
1.1074 |
|
| R1 |
1.1110 |
1.1110 |
1.1066 |
1.1136 |
| PP |
1.1076 |
1.1076 |
1.1076 |
1.1089 |
| S1 |
1.1024 |
1.1024 |
1.1050 |
1.1050 |
| S2 |
1.0991 |
1.0991 |
1.1042 |
|
| S3 |
1.0905 |
1.0939 |
1.1034 |
|
| S4 |
1.0820 |
1.0853 |
1.1011 |
|
|
| 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 |
1.1128 |
1.1000 |
0.0128 |
1.2% |
0.0071 |
0.6% |
45% |
True |
False |
1,165 |
| 10 |
1.1128 |
1.0986 |
0.0142 |
1.3% |
0.0069 |
0.6% |
51% |
True |
False |
1,368 |
| 20 |
1.1357 |
1.0986 |
0.0371 |
3.4% |
0.0072 |
0.6% |
19% |
False |
False |
1,328 |
| 40 |
1.1357 |
1.0884 |
0.0473 |
4.3% |
0.0073 |
0.7% |
37% |
False |
False |
1,143 |
| 60 |
1.1357 |
1.0758 |
0.0599 |
5.4% |
0.0063 |
0.6% |
50% |
False |
False |
849 |
| 80 |
1.1357 |
1.0758 |
0.0599 |
5.4% |
0.0060 |
0.5% |
50% |
False |
False |
681 |
| 100 |
1.1357 |
1.0758 |
0.0599 |
5.4% |
0.0059 |
0.5% |
50% |
False |
False |
553 |
| 120 |
1.1357 |
1.0661 |
0.0696 |
6.3% |
0.0056 |
0.5% |
57% |
False |
False |
477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1491 |
|
2.618 |
1.1352 |
|
1.618 |
1.1266 |
|
1.000 |
1.1214 |
|
0.618 |
1.1181 |
|
HIGH |
1.1128 |
|
0.618 |
1.1095 |
|
0.500 |
1.1085 |
|
0.382 |
1.1075 |
|
LOW |
1.1043 |
|
0.618 |
1.0990 |
|
1.000 |
1.0957 |
|
1.618 |
1.0904 |
|
2.618 |
1.0819 |
|
4.250 |
1.0679 |
|
|
| Fisher Pivots for day following 10-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1085 |
1.1064 |
| PP |
1.1076 |
1.1062 |
| S1 |
1.1067 |
1.1060 |
|