CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 30-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2023 |
30-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0880 |
1.0938 |
0.0058 |
0.5% |
1.0937 |
| High |
1.0950 |
1.1003 |
0.0053 |
0.5% |
1.0992 |
| Low |
1.0844 |
1.0914 |
0.0071 |
0.7% |
1.0827 |
| Close |
1.0930 |
1.0981 |
0.0051 |
0.5% |
1.0868 |
| Range |
0.0107 |
0.0089 |
-0.0018 |
-16.9% |
0.0166 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
2.1% |
0.0000 |
| Volume |
4,833 |
8,397 |
3,564 |
73.7% |
10,436 |
|
| Daily Pivots for day following 30-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1231 |
1.1195 |
1.1030 |
|
| R3 |
1.1143 |
1.1106 |
1.1005 |
|
| R2 |
1.1054 |
1.1054 |
1.0997 |
|
| R1 |
1.1018 |
1.1018 |
1.0989 |
1.1036 |
| PP |
1.0966 |
1.0966 |
1.0966 |
1.0975 |
| S1 |
1.0929 |
1.0929 |
1.0973 |
1.0948 |
| S2 |
1.0877 |
1.0877 |
1.0965 |
|
| S3 |
1.0789 |
1.0841 |
1.0957 |
|
| S4 |
1.0700 |
1.0752 |
1.0932 |
|
|
| 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 |
1.1003 |
1.0827 |
0.0176 |
1.6% |
0.0074 |
0.7% |
88% |
True |
False |
3,833 |
| 10 |
1.1003 |
1.0827 |
0.0176 |
1.6% |
0.0068 |
0.6% |
88% |
True |
False |
2,829 |
| 20 |
1.1128 |
1.0827 |
0.0302 |
2.7% |
0.0067 |
0.6% |
51% |
False |
False |
2,023 |
| 40 |
1.1357 |
1.0827 |
0.0530 |
4.8% |
0.0072 |
0.7% |
29% |
False |
False |
1,687 |
| 60 |
1.1357 |
1.0784 |
0.0573 |
5.2% |
0.0069 |
0.6% |
34% |
False |
False |
1,375 |
| 80 |
1.1357 |
1.0758 |
0.0599 |
5.5% |
0.0063 |
0.6% |
37% |
False |
False |
1,078 |
| 100 |
1.1357 |
1.0758 |
0.0599 |
5.5% |
0.0060 |
0.6% |
37% |
False |
False |
887 |
| 120 |
1.1357 |
1.0661 |
0.0696 |
6.3% |
0.0060 |
0.6% |
46% |
False |
False |
747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1379 |
|
2.618 |
1.1234 |
|
1.618 |
1.1146 |
|
1.000 |
1.1091 |
|
0.618 |
1.1057 |
|
HIGH |
1.1003 |
|
0.618 |
1.0969 |
|
0.500 |
1.0958 |
|
0.382 |
1.0948 |
|
LOW |
1.0914 |
|
0.618 |
1.0859 |
|
1.000 |
1.0826 |
|
1.618 |
1.0771 |
|
2.618 |
1.0682 |
|
4.250 |
1.0538 |
|
|
| Fisher Pivots for day following 30-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0973 |
1.0962 |
| PP |
1.0966 |
1.0942 |
| S1 |
1.0958 |
1.0923 |
|