CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 07-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2023 |
07-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0777 |
1.0778 |
0.0001 |
0.0% |
1.0852 |
| High |
1.0802 |
1.0783 |
-0.0019 |
-0.2% |
1.1003 |
| Low |
1.0757 |
1.0738 |
-0.0019 |
-0.2% |
1.0828 |
| Close |
1.0779 |
1.0746 |
-0.0033 |
-0.3% |
1.0834 |
| Range |
0.0045 |
0.0045 |
-0.0001 |
-1.1% |
0.0175 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
55,691 |
22,021 |
-33,670 |
-60.5% |
28,232 |
|
| Daily Pivots for day following 07-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0889 |
1.0862 |
1.0770 |
|
| R3 |
1.0845 |
1.0818 |
1.0758 |
|
| R2 |
1.0800 |
1.0800 |
1.0754 |
|
| R1 |
1.0773 |
1.0773 |
1.0750 |
1.0764 |
| PP |
1.0756 |
1.0756 |
1.0756 |
1.0751 |
| S1 |
1.0729 |
1.0729 |
1.0742 |
1.0720 |
| S2 |
1.0711 |
1.0711 |
1.0738 |
|
| S3 |
1.0667 |
1.0684 |
1.0734 |
|
| S4 |
1.0622 |
1.0640 |
1.0722 |
|
|
| 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 |
1.0994 |
1.0738 |
0.0256 |
2.4% |
0.0081 |
0.8% |
3% |
False |
True |
22,334 |
| 10 |
1.1003 |
1.0738 |
0.0265 |
2.5% |
0.0077 |
0.7% |
3% |
False |
True |
13,084 |
| 20 |
1.1128 |
1.0738 |
0.0390 |
3.6% |
0.0071 |
0.7% |
2% |
False |
True |
7,351 |
| 40 |
1.1357 |
1.0738 |
0.0619 |
5.8% |
0.0072 |
0.7% |
1% |
False |
True |
4,337 |
| 60 |
1.1357 |
1.0738 |
0.0619 |
5.8% |
0.0072 |
0.7% |
1% |
False |
True |
3,208 |
| 80 |
1.1357 |
1.0738 |
0.0619 |
5.8% |
0.0064 |
0.6% |
1% |
False |
True |
2,457 |
| 100 |
1.1357 |
1.0738 |
0.0619 |
5.8% |
0.0062 |
0.6% |
1% |
False |
True |
1,998 |
| 120 |
1.1357 |
1.0738 |
0.0619 |
5.8% |
0.0061 |
0.6% |
1% |
False |
True |
1,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0972 |
|
2.618 |
1.0899 |
|
1.618 |
1.0855 |
|
1.000 |
1.0827 |
|
0.618 |
1.0810 |
|
HIGH |
1.0783 |
|
0.618 |
1.0766 |
|
0.500 |
1.0760 |
|
0.382 |
1.0755 |
|
LOW |
1.0738 |
|
0.618 |
1.0710 |
|
1.000 |
1.0694 |
|
1.618 |
1.0666 |
|
2.618 |
1.0621 |
|
4.250 |
1.0549 |
|
|
| Fisher Pivots for day following 07-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0760 |
1.0801 |
| PP |
1.0756 |
1.0783 |
| S1 |
1.0751 |
1.0764 |
|