CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 08-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2023 |
08-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0778 |
1.0749 |
-0.0030 |
-0.3% |
1.0830 |
| High |
1.0783 |
1.0795 |
0.0012 |
0.1% |
1.0864 |
| Low |
1.0738 |
1.0745 |
0.0007 |
0.1% |
1.0738 |
| Close |
1.0746 |
1.0748 |
0.0002 |
0.0% |
1.0748 |
| Range |
0.0045 |
0.0050 |
0.0005 |
11.2% |
0.0126 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
22,021 |
72,079 |
50,058 |
227.3% |
170,277 |
|
| Daily Pivots for day following 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0911 |
1.0879 |
1.0775 |
|
| R3 |
1.0862 |
1.0830 |
1.0762 |
|
| R2 |
1.0812 |
1.0812 |
1.0757 |
|
| R1 |
1.0780 |
1.0780 |
1.0753 |
1.0771 |
| PP |
1.0763 |
1.0763 |
1.0763 |
1.0758 |
| S1 |
1.0731 |
1.0731 |
1.0743 |
1.0722 |
| S2 |
1.0713 |
1.0713 |
1.0739 |
|
| S3 |
1.0664 |
1.0681 |
1.0734 |
|
| S4 |
1.0614 |
1.0632 |
1.0721 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1160 |
1.1079 |
1.0817 |
|
| R3 |
1.1034 |
1.0954 |
1.0783 |
|
| R2 |
1.0909 |
1.0909 |
1.0771 |
|
| R1 |
1.0828 |
1.0828 |
1.0760 |
1.0806 |
| PP |
1.0783 |
1.0783 |
1.0783 |
1.0772 |
| S1 |
1.0703 |
1.0703 |
1.0736 |
1.0680 |
| S2 |
1.0658 |
1.0658 |
1.0725 |
|
| S3 |
1.0532 |
1.0577 |
1.0713 |
|
| S4 |
1.0407 |
1.0452 |
1.0679 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0938 |
1.0738 |
0.0200 |
1.9% |
0.0070 |
0.7% |
5% |
False |
False |
35,147 |
| 10 |
1.1003 |
1.0738 |
0.0265 |
2.5% |
0.0075 |
0.7% |
4% |
False |
False |
20,095 |
| 20 |
1.1072 |
1.0738 |
0.0334 |
3.1% |
0.0070 |
0.6% |
3% |
False |
False |
10,873 |
| 40 |
1.1357 |
1.0738 |
0.0619 |
5.8% |
0.0071 |
0.7% |
2% |
False |
False |
6,100 |
| 60 |
1.1357 |
1.0738 |
0.0619 |
5.8% |
0.0072 |
0.7% |
2% |
False |
False |
4,386 |
| 80 |
1.1357 |
1.0738 |
0.0619 |
5.8% |
0.0065 |
0.6% |
2% |
False |
False |
3,355 |
| 100 |
1.1357 |
1.0738 |
0.0619 |
5.8% |
0.0062 |
0.6% |
2% |
False |
False |
2,719 |
| 120 |
1.1357 |
1.0738 |
0.0619 |
5.8% |
0.0061 |
0.6% |
2% |
False |
False |
2,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1005 |
|
2.618 |
1.0924 |
|
1.618 |
1.0875 |
|
1.000 |
1.0844 |
|
0.618 |
1.0825 |
|
HIGH |
1.0795 |
|
0.618 |
1.0776 |
|
0.500 |
1.0770 |
|
0.382 |
1.0764 |
|
LOW |
1.0745 |
|
0.618 |
1.0714 |
|
1.000 |
1.0696 |
|
1.618 |
1.0665 |
|
2.618 |
1.0615 |
|
4.250 |
1.0535 |
|
|
| Fisher Pivots for day following 08-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0770 |
1.0770 |
| PP |
1.0763 |
1.0763 |
| S1 |
1.0755 |
1.0755 |
|