CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 17-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2023 |
17-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0964 |
1.0943 |
-0.0021 |
-0.2% |
1.1084 |
| High |
1.0995 |
1.0979 |
-0.0016 |
-0.1% |
1.1128 |
| Low |
1.0936 |
1.0919 |
-0.0018 |
-0.2% |
1.1000 |
| Close |
1.0945 |
1.0920 |
-0.0025 |
-0.2% |
1.1018 |
| Range |
0.0059 |
0.0061 |
0.0002 |
2.5% |
0.0128 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
721 |
1,633 |
912 |
126.5% |
5,708 |
|
| Daily Pivots for day following 17-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1121 |
1.1081 |
1.0953 |
|
| R3 |
1.1060 |
1.1020 |
1.0936 |
|
| R2 |
1.1000 |
1.1000 |
1.0931 |
|
| R1 |
1.0960 |
1.0960 |
1.0925 |
1.0949 |
| PP |
1.0939 |
1.0939 |
1.0939 |
1.0934 |
| S1 |
1.0899 |
1.0899 |
1.0914 |
1.0889 |
| S2 |
1.0879 |
1.0879 |
1.0908 |
|
| S3 |
1.0818 |
1.0839 |
1.0903 |
|
| S4 |
1.0758 |
1.0778 |
1.0886 |
|
|
| 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 |
1.1072 |
1.0919 |
0.0153 |
1.4% |
0.0064 |
0.6% |
1% |
False |
True |
1,410 |
| 10 |
1.1128 |
1.0919 |
0.0210 |
1.9% |
0.0067 |
0.6% |
0% |
False |
True |
1,287 |
| 20 |
1.1225 |
1.0919 |
0.0307 |
2.8% |
0.0072 |
0.7% |
0% |
False |
True |
1,315 |
| 40 |
1.1357 |
1.0919 |
0.0438 |
4.0% |
0.0071 |
0.7% |
0% |
False |
True |
1,152 |
| 60 |
1.1357 |
1.0758 |
0.0599 |
5.5% |
0.0065 |
0.6% |
27% |
False |
False |
958 |
| 80 |
1.1357 |
1.0758 |
0.0599 |
5.5% |
0.0061 |
0.6% |
27% |
False |
False |
764 |
| 100 |
1.1357 |
1.0758 |
0.0599 |
5.5% |
0.0059 |
0.5% |
27% |
False |
False |
623 |
| 120 |
1.1357 |
1.0661 |
0.0696 |
6.4% |
0.0058 |
0.5% |
37% |
False |
False |
533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1236 |
|
2.618 |
1.1137 |
|
1.618 |
1.1077 |
|
1.000 |
1.1040 |
|
0.618 |
1.1016 |
|
HIGH |
1.0979 |
|
0.618 |
1.0956 |
|
0.500 |
1.0949 |
|
0.382 |
1.0942 |
|
LOW |
1.0919 |
|
0.618 |
1.0881 |
|
1.000 |
1.0858 |
|
1.618 |
1.0821 |
|
2.618 |
1.0760 |
|
4.250 |
1.0661 |
|
|
| Fisher Pivots for day following 17-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0949 |
1.0968 |
| PP |
1.0939 |
1.0952 |
| S1 |
1.0929 |
1.0936 |
|