CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 21-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2023 |
21-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0934 |
1.0937 |
0.0003 |
0.0% |
1.1015 |
| High |
1.0955 |
1.0974 |
0.0019 |
0.2% |
1.1026 |
| Low |
1.0908 |
1.0934 |
0.0026 |
0.2% |
1.0908 |
| Close |
1.0941 |
1.0961 |
0.0020 |
0.2% |
1.0941 |
| Range |
0.0047 |
0.0040 |
-0.0007 |
-14.9% |
0.0118 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
1,466 |
1,168 |
-298 |
-20.3% |
6,627 |
|
| Daily Pivots for day following 21-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1076 |
1.1058 |
1.0983 |
|
| R3 |
1.1036 |
1.1018 |
1.0972 |
|
| R2 |
1.0996 |
1.0996 |
1.0968 |
|
| R1 |
1.0978 |
1.0978 |
1.0964 |
1.0987 |
| PP |
1.0956 |
1.0956 |
1.0956 |
1.0960 |
| S1 |
1.0938 |
1.0938 |
1.0957 |
1.0947 |
| S2 |
1.0916 |
1.0916 |
1.0953 |
|
| S3 |
1.0876 |
1.0898 |
1.0950 |
|
| S4 |
1.0836 |
1.0858 |
1.0939 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1311 |
1.1243 |
1.1005 |
|
| R3 |
1.1193 |
1.1126 |
1.0973 |
|
| R2 |
1.1076 |
1.1076 |
1.0962 |
|
| R1 |
1.1008 |
1.1008 |
1.0951 |
1.0983 |
| PP |
1.0958 |
1.0958 |
1.0958 |
1.0946 |
| S1 |
1.0891 |
1.0891 |
1.0930 |
1.0866 |
| S2 |
1.0841 |
1.0841 |
1.0919 |
|
| S3 |
1.0723 |
1.0773 |
1.0908 |
|
| S4 |
1.0606 |
1.0656 |
1.0876 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1017 |
1.0908 |
0.0109 |
1.0% |
0.0052 |
0.5% |
48% |
False |
False |
1,199 |
| 10 |
1.1128 |
1.0908 |
0.0220 |
2.0% |
0.0061 |
0.6% |
24% |
False |
False |
1,276 |
| 20 |
1.1225 |
1.0908 |
0.0317 |
2.9% |
0.0070 |
0.6% |
17% |
False |
False |
1,314 |
| 40 |
1.1357 |
1.0908 |
0.0449 |
4.1% |
0.0069 |
0.6% |
12% |
False |
False |
1,181 |
| 60 |
1.1357 |
1.0758 |
0.0599 |
5.5% |
0.0066 |
0.6% |
34% |
False |
False |
1,002 |
| 80 |
1.1357 |
1.0758 |
0.0599 |
5.5% |
0.0060 |
0.6% |
34% |
False |
False |
797 |
| 100 |
1.1357 |
1.0758 |
0.0599 |
5.5% |
0.0060 |
0.5% |
34% |
False |
False |
649 |
| 120 |
1.1357 |
1.0661 |
0.0696 |
6.3% |
0.0058 |
0.5% |
43% |
False |
False |
554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1144 |
|
2.618 |
1.1078 |
|
1.618 |
1.1038 |
|
1.000 |
1.1014 |
|
0.618 |
1.0998 |
|
HIGH |
1.0974 |
|
0.618 |
1.0958 |
|
0.500 |
1.0954 |
|
0.382 |
1.0949 |
|
LOW |
1.0934 |
|
0.618 |
1.0909 |
|
1.000 |
1.0894 |
|
1.618 |
1.0869 |
|
2.618 |
1.0829 |
|
4.250 |
1.0764 |
|
|
| Fisher Pivots for day following 21-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0958 |
1.0955 |
| PP |
1.0956 |
1.0949 |
| S1 |
1.0954 |
1.0944 |
|