CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 25-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2023 |
25-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0926 |
1.0871 |
-0.0056 |
-0.5% |
1.0937 |
| High |
1.0936 |
1.0902 |
-0.0035 |
-0.3% |
1.0992 |
| Low |
1.0867 |
1.0827 |
-0.0040 |
-0.4% |
1.0827 |
| Close |
1.0870 |
1.0868 |
-0.0002 |
0.0% |
1.0868 |
| Range |
0.0070 |
0.0075 |
0.0006 |
7.9% |
0.0166 |
| ATR |
0.0068 |
0.0069 |
0.0000 |
0.7% |
0.0000 |
| Volume |
1,969 |
2,442 |
473 |
24.0% |
10,436 |
|
| Daily Pivots for day following 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1090 |
1.1054 |
1.0909 |
|
| R3 |
1.1015 |
1.0979 |
1.0888 |
|
| R2 |
1.0940 |
1.0940 |
1.0881 |
|
| R1 |
1.0904 |
1.0904 |
1.0874 |
1.0885 |
| PP |
1.0865 |
1.0865 |
1.0865 |
1.0856 |
| S1 |
1.0829 |
1.0829 |
1.0861 |
1.0810 |
| S2 |
1.0790 |
1.0790 |
1.0854 |
|
| S3 |
1.0715 |
1.0754 |
1.0847 |
|
| S4 |
1.0640 |
1.0679 |
1.0826 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1392 |
1.1295 |
1.0959 |
|
| R3 |
1.1226 |
1.1130 |
1.0913 |
|
| R2 |
1.1061 |
1.1061 |
1.0898 |
|
| R1 |
1.0964 |
1.0964 |
1.0883 |
1.0930 |
| PP |
1.0895 |
1.0895 |
1.0895 |
1.0878 |
| S1 |
1.0799 |
1.0799 |
1.0852 |
1.0764 |
| S2 |
1.0730 |
1.0730 |
1.0837 |
|
| S3 |
1.0564 |
1.0633 |
1.0822 |
|
| S4 |
1.0399 |
1.0468 |
1.0776 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0992 |
1.0827 |
0.0166 |
1.5% |
0.0070 |
0.6% |
25% |
False |
True |
2,087 |
| 10 |
1.1026 |
1.0827 |
0.0199 |
1.8% |
0.0065 |
0.6% |
21% |
False |
True |
1,706 |
| 20 |
1.1128 |
1.0827 |
0.0302 |
2.8% |
0.0065 |
0.6% |
14% |
False |
True |
1,443 |
| 40 |
1.1357 |
1.0827 |
0.0530 |
4.9% |
0.0071 |
0.7% |
8% |
False |
True |
1,366 |
| 60 |
1.1357 |
1.0784 |
0.0573 |
5.3% |
0.0069 |
0.6% |
15% |
False |
False |
1,137 |
| 80 |
1.1357 |
1.0758 |
0.0599 |
5.5% |
0.0062 |
0.6% |
18% |
False |
False |
904 |
| 100 |
1.1357 |
1.0758 |
0.0599 |
5.5% |
0.0059 |
0.5% |
18% |
False |
False |
740 |
| 120 |
1.1357 |
1.0661 |
0.0696 |
6.4% |
0.0060 |
0.5% |
30% |
False |
False |
627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1220 |
|
2.618 |
1.1098 |
|
1.618 |
1.1023 |
|
1.000 |
1.0977 |
|
0.618 |
1.0948 |
|
HIGH |
1.0902 |
|
0.618 |
1.0873 |
|
0.500 |
1.0864 |
|
0.382 |
1.0855 |
|
LOW |
1.0827 |
|
0.618 |
1.0780 |
|
1.000 |
1.0752 |
|
1.618 |
1.0705 |
|
2.618 |
1.0630 |
|
4.250 |
1.0508 |
|
|
| Fisher Pivots for day following 25-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0866 |
1.0881 |
| PP |
1.0865 |
1.0877 |
| S1 |
1.0864 |
1.0872 |
|