CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 14-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2023 |
14-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1049 |
1.1015 |
-0.0035 |
-0.3% |
1.1084 |
| High |
1.1072 |
1.1026 |
-0.0046 |
-0.4% |
1.1128 |
| Low |
1.1010 |
1.0942 |
-0.0069 |
-0.6% |
1.1000 |
| Close |
1.1018 |
1.0970 |
-0.0048 |
-0.4% |
1.1018 |
| Range |
0.0062 |
0.0084 |
0.0023 |
36.6% |
0.0128 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
1.3% |
0.0000 |
| Volume |
1,890 |
1,799 |
-91 |
-4.8% |
5,708 |
|
| Daily Pivots for day following 14-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1231 |
1.1185 |
1.1016 |
|
| R3 |
1.1147 |
1.1101 |
1.0993 |
|
| R2 |
1.1063 |
1.1063 |
1.0985 |
|
| R1 |
1.1017 |
1.1017 |
1.0978 |
1.0998 |
| PP |
1.0979 |
1.0979 |
1.0979 |
1.0970 |
| S1 |
1.0933 |
1.0933 |
1.0962 |
1.0914 |
| S2 |
1.0895 |
1.0895 |
1.0955 |
|
| S3 |
1.0811 |
1.0849 |
1.0947 |
|
| S4 |
1.0727 |
1.0765 |
1.0924 |
|
|
| 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 |
1.0942 |
0.0187 |
1.7% |
0.0070 |
0.6% |
15% |
False |
True |
1,354 |
| 10 |
1.1128 |
1.0942 |
0.0187 |
1.7% |
0.0069 |
0.6% |
15% |
False |
True |
1,234 |
| 20 |
1.1357 |
1.0942 |
0.0415 |
3.8% |
0.0075 |
0.7% |
7% |
False |
True |
1,409 |
| 40 |
1.1357 |
1.0920 |
0.0437 |
4.0% |
0.0071 |
0.7% |
11% |
False |
False |
1,104 |
| 60 |
1.1357 |
1.0758 |
0.0599 |
5.5% |
0.0065 |
0.6% |
35% |
False |
False |
903 |
| 80 |
1.1357 |
1.0758 |
0.0599 |
5.5% |
0.0061 |
0.6% |
35% |
False |
False |
726 |
| 100 |
1.1357 |
1.0758 |
0.0599 |
5.5% |
0.0060 |
0.5% |
35% |
False |
False |
590 |
| 120 |
1.1357 |
1.0661 |
0.0696 |
6.3% |
0.0058 |
0.5% |
44% |
False |
False |
507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1383 |
|
2.618 |
1.1245 |
|
1.618 |
1.1161 |
|
1.000 |
1.1110 |
|
0.618 |
1.1077 |
|
HIGH |
1.1026 |
|
0.618 |
1.0993 |
|
0.500 |
1.0984 |
|
0.382 |
1.0974 |
|
LOW |
1.0942 |
|
0.618 |
1.0890 |
|
1.000 |
1.0858 |
|
1.618 |
1.0806 |
|
2.618 |
1.0722 |
|
4.250 |
1.0585 |
|
|
| Fisher Pivots for day following 14-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0984 |
1.1035 |
| PP |
1.0979 |
1.1013 |
| S1 |
1.0975 |
1.0992 |
|