CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 05-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2023 |
05-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0899 |
1.0830 |
-0.0070 |
-0.6% |
1.0852 |
| High |
1.0938 |
1.0864 |
-0.0074 |
-0.7% |
1.1003 |
| Low |
1.0828 |
1.0761 |
-0.0068 |
-0.6% |
1.0828 |
| Close |
1.0834 |
1.0776 |
-0.0058 |
-0.5% |
1.0834 |
| Range |
0.0110 |
0.0103 |
-0.0007 |
-5.9% |
0.0175 |
| ATR |
0.0075 |
0.0077 |
0.0002 |
2.7% |
0.0000 |
| Volume |
5,460 |
20,486 |
15,026 |
275.2% |
28,232 |
|
| Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1109 |
1.1046 |
1.0833 |
|
| R3 |
1.1006 |
1.0943 |
1.0804 |
|
| R2 |
1.0903 |
1.0903 |
1.0795 |
|
| R1 |
1.0840 |
1.0840 |
1.0785 |
1.0820 |
| PP |
1.0800 |
1.0800 |
1.0800 |
1.0790 |
| S1 |
1.0737 |
1.0737 |
1.0767 |
1.0717 |
| S2 |
1.0697 |
1.0697 |
1.0757 |
|
| S3 |
1.0594 |
1.0634 |
1.0748 |
|
| S4 |
1.0491 |
1.0531 |
1.0719 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1412 |
1.1297 |
1.0930 |
|
| R3 |
1.1237 |
1.1123 |
1.0882 |
|
| R2 |
1.1063 |
1.1063 |
1.0866 |
|
| R1 |
1.0948 |
1.0948 |
1.0850 |
1.0918 |
| PP |
1.0888 |
1.0888 |
1.0888 |
1.0873 |
| S1 |
1.0774 |
1.0774 |
1.0818 |
1.0744 |
| S2 |
1.0714 |
1.0714 |
1.0802 |
|
| S3 |
1.0539 |
1.0599 |
1.0786 |
|
| S4 |
1.0365 |
1.0425 |
1.0738 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1003 |
1.0761 |
0.0242 |
2.2% |
0.0102 |
0.9% |
6% |
False |
True |
9,438 |
| 10 |
1.1003 |
1.0761 |
0.0242 |
2.2% |
0.0085 |
0.8% |
6% |
False |
True |
5,798 |
| 20 |
1.1128 |
1.0761 |
0.0368 |
3.4% |
0.0073 |
0.7% |
4% |
False |
True |
3,537 |
| 40 |
1.1357 |
1.0761 |
0.0596 |
5.5% |
0.0074 |
0.7% |
3% |
False |
True |
2,483 |
| 60 |
1.1357 |
1.0761 |
0.0596 |
5.5% |
0.0072 |
0.7% |
3% |
False |
True |
1,936 |
| 80 |
1.1357 |
1.0758 |
0.0599 |
5.6% |
0.0065 |
0.6% |
3% |
False |
False |
1,497 |
| 100 |
1.1357 |
1.0758 |
0.0599 |
5.6% |
0.0063 |
0.6% |
3% |
False |
False |
1,224 |
| 120 |
1.1357 |
1.0712 |
0.0645 |
6.0% |
0.0061 |
0.6% |
10% |
False |
False |
1,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1301 |
|
2.618 |
1.1133 |
|
1.618 |
1.1030 |
|
1.000 |
1.0967 |
|
0.618 |
1.0927 |
|
HIGH |
1.0864 |
|
0.618 |
1.0824 |
|
0.500 |
1.0812 |
|
0.382 |
1.0800 |
|
LOW |
1.0761 |
|
0.618 |
1.0697 |
|
1.000 |
1.0658 |
|
1.618 |
1.0594 |
|
2.618 |
1.0491 |
|
4.250 |
1.0323 |
|
|
| Fisher Pivots for day following 05-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0812 |
1.0877 |
| PP |
1.0800 |
1.0843 |
| S1 |
1.0788 |
1.0810 |
|