CME Euro FX (E) Future June 2024
| 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 |
1.0994 |
1.0910 |
-0.0085 |
-0.8% |
1.0972 |
| High |
1.1039 |
1.0910 |
-0.0130 |
-1.2% |
1.1083 |
| Low |
1.0934 |
1.0874 |
-0.0060 |
-0.5% |
1.0934 |
| Close |
1.0938 |
1.0882 |
-0.0056 |
-0.5% |
1.0938 |
| Range |
0.0105 |
0.0036 |
-0.0070 |
-66.2% |
0.0149 |
| ATR |
0.0050 |
0.0051 |
0.0001 |
1.9% |
0.0000 |
| Volume |
7 |
404 |
397 |
5,671.4% |
863 |
|
| Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0995 |
1.0974 |
1.0902 |
|
| R3 |
1.0960 |
1.0939 |
1.0892 |
|
| R2 |
1.0924 |
1.0924 |
1.0889 |
|
| R1 |
1.0903 |
1.0903 |
1.0885 |
1.0896 |
| PP |
1.0889 |
1.0889 |
1.0889 |
1.0885 |
| S1 |
1.0868 |
1.0868 |
1.0879 |
1.0860 |
| S2 |
1.0853 |
1.0853 |
1.0875 |
|
| S3 |
1.0818 |
1.0832 |
1.0872 |
|
| S4 |
1.0782 |
1.0797 |
1.0862 |
|
|
| 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 |
1.1060 |
|
2.618 |
1.1002 |
|
1.618 |
1.0967 |
|
1.000 |
1.0945 |
|
0.618 |
1.0931 |
|
HIGH |
1.0910 |
|
0.618 |
1.0896 |
|
0.500 |
1.0892 |
|
0.382 |
1.0888 |
|
LOW |
1.0874 |
|
0.618 |
1.0852 |
|
1.000 |
1.0839 |
|
1.618 |
1.0817 |
|
2.618 |
1.0781 |
|
4.250 |
1.0723 |
|
|
| Fisher Pivots for day following 05-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0892 |
1.0963 |
| PP |
1.0889 |
1.0936 |
| S1 |
1.0885 |
1.0909 |
|