CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 11-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2023 |
11-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1043 |
1.1049 |
0.0007 |
0.1% |
1.1084 |
| High |
1.1128 |
1.1072 |
-0.0057 |
-0.5% |
1.1128 |
| Low |
1.1043 |
1.1010 |
-0.0033 |
-0.3% |
1.1000 |
| Close |
1.1058 |
1.1018 |
-0.0041 |
-0.4% |
1.1018 |
| Range |
0.0086 |
0.0062 |
-0.0024 |
-28.1% |
0.0128 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
1,642 |
1,890 |
248 |
15.1% |
5,708 |
|
| Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1218 |
1.1179 |
1.1051 |
|
| R3 |
1.1156 |
1.1118 |
1.1034 |
|
| R2 |
1.1095 |
1.1095 |
1.1029 |
|
| R1 |
1.1056 |
1.1056 |
1.1023 |
1.1045 |
| PP |
1.1033 |
1.1033 |
1.1033 |
1.1027 |
| S1 |
1.0995 |
1.0995 |
1.1012 |
1.0983 |
| S2 |
1.0972 |
1.0972 |
1.1006 |
|
| S3 |
1.0910 |
1.0933 |
1.1001 |
|
| S4 |
1.0849 |
1.0872 |
1.0984 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1433 |
1.1353 |
1.1088 |
|
| R3 |
1.1305 |
1.1225 |
1.1053 |
|
| R2 |
1.1177 |
1.1177 |
1.1041 |
|
| R1 |
1.1097 |
1.1097 |
1.1029 |
1.1073 |
| PP |
1.1049 |
1.1049 |
1.1049 |
1.1036 |
| S1 |
1.0969 |
1.0969 |
1.1006 |
1.0945 |
| S2 |
1.0921 |
1.0921 |
1.0994 |
|
| S3 |
1.0793 |
1.0841 |
1.0982 |
|
| S4 |
1.0665 |
1.0713 |
1.0947 |
|
|
| 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% |
0.0062 |
0.6% |
14% |
False |
False |
1,141 |
| 10 |
1.1128 |
1.0986 |
0.0142 |
1.3% |
0.0065 |
0.6% |
22% |
False |
False |
1,180 |
| 20 |
1.1357 |
1.0986 |
0.0371 |
3.4% |
0.0073 |
0.7% |
9% |
False |
False |
1,369 |
| 40 |
1.1357 |
1.0914 |
0.0443 |
4.0% |
0.0073 |
0.7% |
23% |
False |
False |
1,123 |
| 60 |
1.1357 |
1.0758 |
0.0599 |
5.4% |
0.0064 |
0.6% |
43% |
False |
False |
874 |
| 80 |
1.1357 |
1.0758 |
0.0599 |
5.4% |
0.0061 |
0.6% |
43% |
False |
False |
704 |
| 100 |
1.1357 |
1.0758 |
0.0599 |
5.4% |
0.0060 |
0.5% |
43% |
False |
False |
572 |
| 120 |
1.1357 |
1.0661 |
0.0696 |
6.3% |
0.0057 |
0.5% |
51% |
False |
False |
492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1333 |
|
2.618 |
1.1233 |
|
1.618 |
1.1171 |
|
1.000 |
1.1133 |
|
0.618 |
1.1110 |
|
HIGH |
1.1072 |
|
0.618 |
1.1048 |
|
0.500 |
1.1041 |
|
0.382 |
1.1033 |
|
LOW |
1.1010 |
|
0.618 |
1.0972 |
|
1.000 |
1.0949 |
|
1.618 |
1.0910 |
|
2.618 |
1.0849 |
|
4.250 |
1.0749 |
|
|
| Fisher Pivots for day following 11-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1041 |
1.1069 |
| PP |
1.1033 |
1.1052 |
| S1 |
1.1025 |
1.1035 |
|