CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 23-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2023 |
23-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0960 |
1.0910 |
-0.0050 |
-0.5% |
1.1015 |
| High |
1.0992 |
1.0932 |
-0.0061 |
-0.6% |
1.1026 |
| Low |
1.0895 |
1.0864 |
-0.0031 |
-0.3% |
1.0908 |
| Close |
1.0914 |
1.0921 |
0.0007 |
0.1% |
1.0941 |
| Range |
0.0098 |
0.0068 |
-0.0030 |
-30.8% |
0.0118 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
1,701 |
3,156 |
1,455 |
85.5% |
6,627 |
|
| Daily Pivots for day following 23-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1108 |
1.1082 |
1.0958 |
|
| R3 |
1.1040 |
1.1014 |
1.0939 |
|
| R2 |
1.0973 |
1.0973 |
1.0933 |
|
| R1 |
1.0947 |
1.0947 |
1.0927 |
1.0960 |
| PP |
1.0905 |
1.0905 |
1.0905 |
1.0912 |
| S1 |
1.0879 |
1.0879 |
1.0914 |
1.0892 |
| S2 |
1.0838 |
1.0838 |
1.0908 |
|
| S3 |
1.0770 |
1.0812 |
1.0902 |
|
| S4 |
1.0703 |
1.0744 |
1.0883 |
|
|
| 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 |
1.0992 |
1.0864 |
0.0128 |
1.2% |
0.0063 |
0.6% |
44% |
False |
True |
1,824 |
| 10 |
1.1128 |
1.0864 |
0.0264 |
2.4% |
0.0066 |
0.6% |
21% |
False |
True |
1,618 |
| 20 |
1.1225 |
1.0864 |
0.0361 |
3.3% |
0.0072 |
0.7% |
16% |
False |
True |
1,472 |
| 40 |
1.1357 |
1.0864 |
0.0493 |
4.5% |
0.0071 |
0.6% |
11% |
False |
True |
1,279 |
| 60 |
1.1357 |
1.0758 |
0.0599 |
5.5% |
0.0068 |
0.6% |
27% |
False |
False |
1,077 |
| 80 |
1.1357 |
1.0758 |
0.0599 |
5.5% |
0.0061 |
0.6% |
27% |
False |
False |
853 |
| 100 |
1.1357 |
1.0758 |
0.0599 |
5.5% |
0.0060 |
0.5% |
27% |
False |
False |
697 |
| 120 |
1.1357 |
1.0661 |
0.0696 |
6.4% |
0.0059 |
0.5% |
37% |
False |
False |
593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1218 |
|
2.618 |
1.1108 |
|
1.618 |
1.1041 |
|
1.000 |
1.0999 |
|
0.618 |
1.0973 |
|
HIGH |
1.0932 |
|
0.618 |
1.0906 |
|
0.500 |
1.0898 |
|
0.382 |
1.0890 |
|
LOW |
1.0864 |
|
0.618 |
1.0822 |
|
1.000 |
1.0797 |
|
1.618 |
1.0755 |
|
2.618 |
1.0687 |
|
4.250 |
1.0577 |
|
|
| Fisher Pivots for day following 23-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0913 |
1.0928 |
| PP |
1.0905 |
1.0926 |
| S1 |
1.0898 |
1.0923 |
|