CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 15-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2023 |
15-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1015 |
1.0973 |
-0.0042 |
-0.4% |
1.1084 |
| High |
1.1026 |
1.1017 |
-0.0009 |
-0.1% |
1.1128 |
| Low |
1.0942 |
1.0962 |
0.0021 |
0.2% |
1.1000 |
| Close |
1.0970 |
1.0970 |
-0.0001 |
0.0% |
1.1018 |
| Range |
0.0084 |
0.0055 |
-0.0030 |
-35.1% |
0.0128 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
1,799 |
1,008 |
-791 |
-44.0% |
5,708 |
|
| Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1146 |
1.1112 |
1.0999 |
|
| R3 |
1.1092 |
1.1058 |
1.0984 |
|
| R2 |
1.1037 |
1.1037 |
1.0979 |
|
| R1 |
1.1003 |
1.1003 |
1.0974 |
1.0993 |
| PP |
1.0983 |
1.0983 |
1.0983 |
1.0978 |
| S1 |
1.0949 |
1.0949 |
1.0965 |
1.0939 |
| S2 |
1.0928 |
1.0928 |
1.0960 |
|
| S3 |
1.0874 |
1.0894 |
1.0955 |
|
| S4 |
1.0819 |
1.0840 |
1.0940 |
|
|
| 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% |
0.0065 |
0.6% |
15% |
False |
False |
1,448 |
| 10 |
1.1128 |
1.0942 |
0.0187 |
1.7% |
0.0070 |
0.6% |
15% |
False |
False |
1,255 |
| 20 |
1.1321 |
1.0942 |
0.0380 |
3.5% |
0.0074 |
0.7% |
7% |
False |
False |
1,411 |
| 40 |
1.1357 |
1.0920 |
0.0437 |
4.0% |
0.0072 |
0.7% |
11% |
False |
False |
1,114 |
| 60 |
1.1357 |
1.0758 |
0.0599 |
5.5% |
0.0065 |
0.6% |
35% |
False |
False |
919 |
| 80 |
1.1357 |
1.0758 |
0.0599 |
5.5% |
0.0061 |
0.6% |
35% |
False |
False |
738 |
| 100 |
1.1357 |
1.0758 |
0.0599 |
5.5% |
0.0060 |
0.5% |
35% |
False |
False |
600 |
| 120 |
1.1357 |
1.0661 |
0.0696 |
6.3% |
0.0058 |
0.5% |
44% |
False |
False |
514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1248 |
|
2.618 |
1.1159 |
|
1.618 |
1.1105 |
|
1.000 |
1.1071 |
|
0.618 |
1.1050 |
|
HIGH |
1.1017 |
|
0.618 |
1.0996 |
|
0.500 |
1.0989 |
|
0.382 |
1.0983 |
|
LOW |
1.0962 |
|
0.618 |
1.0928 |
|
1.000 |
1.0908 |
|
1.618 |
1.0874 |
|
2.618 |
1.0819 |
|
4.250 |
1.0730 |
|
|
| Fisher Pivots for day following 15-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0989 |
1.1007 |
| PP |
1.0983 |
1.0994 |
| S1 |
1.0976 |
1.0982 |
|