CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 01-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2023 |
01-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1052 |
1.0994 |
-0.0058 |
-0.5% |
1.0972 |
| High |
1.1052 |
1.1039 |
-0.0013 |
-0.1% |
1.1083 |
| Low |
1.1006 |
1.0934 |
-0.0072 |
-0.6% |
1.0934 |
| Close |
1.1006 |
1.0938 |
-0.0068 |
-0.6% |
1.0938 |
| Range |
0.0046 |
0.0105 |
0.0059 |
128.3% |
0.0149 |
| ATR |
0.0046 |
0.0050 |
0.0004 |
9.1% |
0.0000 |
| Volume |
17 |
7 |
-10 |
-58.8% |
863 |
|
| Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1285 |
1.1216 |
1.0995 |
|
| R3 |
1.1180 |
1.1111 |
1.0966 |
|
| R2 |
1.1075 |
1.1075 |
1.0957 |
|
| R1 |
1.1006 |
1.1006 |
1.0947 |
1.0988 |
| PP |
1.0970 |
1.0970 |
1.0970 |
1.0961 |
| S1 |
1.0901 |
1.0901 |
1.0928 |
1.0883 |
| S2 |
1.0865 |
1.0865 |
1.0918 |
|
| S3 |
1.0760 |
1.0796 |
1.0909 |
|
| S4 |
1.0655 |
1.0691 |
1.0880 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1430 |
1.1332 |
1.1019 |
|
| R3 |
1.1282 |
1.1184 |
1.0978 |
|
| R2 |
1.1133 |
1.1133 |
1.0965 |
|
| R1 |
1.1035 |
1.1035 |
1.0951 |
1.1010 |
| PP |
1.0985 |
1.0985 |
1.0985 |
1.0972 |
| S1 |
1.0887 |
1.0887 |
1.0924 |
1.0862 |
| S2 |
1.0836 |
1.0836 |
1.0910 |
|
| S3 |
1.0688 |
1.0738 |
1.0897 |
|
| S4 |
1.0539 |
1.0590 |
1.0856 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1485 |
|
2.618 |
1.1314 |
|
1.618 |
1.1209 |
|
1.000 |
1.1144 |
|
0.618 |
1.1104 |
|
HIGH |
1.1039 |
|
0.618 |
1.0999 |
|
0.500 |
1.0987 |
|
0.382 |
1.0974 |
|
LOW |
1.0934 |
|
0.618 |
1.0869 |
|
1.000 |
1.0829 |
|
1.618 |
1.0764 |
|
2.618 |
1.0659 |
|
4.250 |
1.0488 |
|
|
| Fisher Pivots for day following 01-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0987 |
1.1008 |
| PP |
1.0970 |
1.0985 |
| S1 |
1.0954 |
1.0961 |
|