CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 06-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2023 |
06-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0830 |
1.0777 |
-0.0053 |
-0.5% |
1.0852 |
| High |
1.0864 |
1.0802 |
-0.0062 |
-0.6% |
1.1003 |
| Low |
1.0761 |
1.0757 |
-0.0004 |
0.0% |
1.0828 |
| Close |
1.0776 |
1.0779 |
0.0003 |
0.0% |
1.0834 |
| Range |
0.0103 |
0.0045 |
-0.0058 |
-56.3% |
0.0175 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
20,486 |
55,691 |
35,205 |
171.8% |
28,232 |
|
| Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0914 |
1.0892 |
1.0804 |
|
| R3 |
1.0869 |
1.0847 |
1.0791 |
|
| R2 |
1.0824 |
1.0824 |
1.0787 |
|
| R1 |
1.0802 |
1.0802 |
1.0783 |
1.0813 |
| PP |
1.0779 |
1.0779 |
1.0779 |
1.0785 |
| S1 |
1.0757 |
1.0757 |
1.0775 |
1.0768 |
| S2 |
1.0734 |
1.0734 |
1.0771 |
|
| S3 |
1.0689 |
1.0712 |
1.0767 |
|
| S4 |
1.0644 |
1.0667 |
1.0754 |
|
|
| 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 |
1.0757 |
0.0246 |
2.3% |
0.0090 |
0.8% |
9% |
False |
True |
19,610 |
| 10 |
1.1003 |
1.0757 |
0.0246 |
2.3% |
0.0080 |
0.7% |
9% |
False |
True |
11,197 |
| 20 |
1.1128 |
1.0757 |
0.0372 |
3.4% |
0.0071 |
0.7% |
6% |
False |
True |
6,295 |
| 40 |
1.1357 |
1.0757 |
0.0600 |
5.6% |
0.0074 |
0.7% |
4% |
False |
True |
3,838 |
| 60 |
1.1357 |
1.0757 |
0.0600 |
5.6% |
0.0072 |
0.7% |
4% |
False |
True |
2,863 |
| 80 |
1.1357 |
1.0757 |
0.0600 |
5.6% |
0.0065 |
0.6% |
4% |
False |
True |
2,190 |
| 100 |
1.1357 |
1.0757 |
0.0600 |
5.6% |
0.0063 |
0.6% |
4% |
False |
True |
1,780 |
| 120 |
1.1357 |
1.0757 |
0.0600 |
5.6% |
0.0061 |
0.6% |
4% |
False |
True |
1,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0993 |
|
2.618 |
1.0919 |
|
1.618 |
1.0874 |
|
1.000 |
1.0847 |
|
0.618 |
1.0829 |
|
HIGH |
1.0802 |
|
0.618 |
1.0784 |
|
0.500 |
1.0779 |
|
0.382 |
1.0774 |
|
LOW |
1.0757 |
|
0.618 |
1.0729 |
|
1.000 |
1.0712 |
|
1.618 |
1.0684 |
|
2.618 |
1.0639 |
|
4.250 |
1.0565 |
|
|
| Fisher Pivots for day following 06-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0779 |
1.0847 |
| PP |
1.0779 |
1.0824 |
| S1 |
1.0779 |
1.0802 |
|