CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 03-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2023 |
03-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1040 |
1.0963 |
-0.0077 |
-0.7% |
1.1160 |
| High |
1.1043 |
1.0986 |
-0.0057 |
-0.5% |
1.1178 |
| Low |
1.0943 |
1.0935 |
-0.0008 |
-0.1% |
1.0970 |
| Close |
1.0968 |
1.0966 |
-0.0002 |
0.0% |
1.1051 |
| Range |
0.0101 |
0.0051 |
-0.0050 |
-49.3% |
0.0208 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
197,586 |
168,969 |
-28,617 |
-14.5% |
1,137,137 |
|
| Daily Pivots for day following 03-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1115 |
1.1092 |
1.0994 |
|
| R3 |
1.1064 |
1.1041 |
1.0980 |
|
| R2 |
1.1013 |
1.1013 |
1.0975 |
|
| R1 |
1.0990 |
1.0990 |
1.0971 |
1.1002 |
| PP |
1.0962 |
1.0962 |
1.0962 |
1.0968 |
| S1 |
1.0939 |
1.0939 |
1.0961 |
1.0951 |
| S2 |
1.0911 |
1.0911 |
1.0957 |
|
| S3 |
1.0860 |
1.0888 |
1.0952 |
|
| S4 |
1.0809 |
1.0837 |
1.0938 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1689 |
1.1577 |
1.1165 |
|
| R3 |
1.1481 |
1.1370 |
1.1108 |
|
| R2 |
1.1274 |
1.1274 |
1.1089 |
|
| R1 |
1.1162 |
1.1162 |
1.1070 |
1.1114 |
| PP |
1.1066 |
1.1066 |
1.1066 |
1.1042 |
| S1 |
1.0955 |
1.0955 |
1.1031 |
1.0907 |
| S2 |
1.0859 |
1.0859 |
1.1012 |
|
| S3 |
1.0651 |
1.0747 |
1.0993 |
|
| S4 |
1.0444 |
1.0540 |
1.0936 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1075 |
1.0935 |
0.0140 |
1.3% |
0.0072 |
0.7% |
22% |
False |
True |
184,183 |
| 10 |
1.1178 |
1.0935 |
0.0243 |
2.2% |
0.0080 |
0.7% |
13% |
False |
True |
194,128 |
| 20 |
1.1311 |
1.0906 |
0.0405 |
3.7% |
0.0079 |
0.7% |
15% |
False |
False |
191,525 |
| 40 |
1.1311 |
1.0730 |
0.0581 |
5.3% |
0.0077 |
0.7% |
41% |
False |
False |
187,727 |
| 60 |
1.1311 |
1.0703 |
0.0608 |
5.5% |
0.0073 |
0.7% |
43% |
False |
False |
126,791 |
| 80 |
1.1311 |
1.0703 |
0.0608 |
5.5% |
0.0074 |
0.7% |
43% |
False |
False |
95,419 |
| 100 |
1.1311 |
1.0624 |
0.0687 |
6.3% |
0.0076 |
0.7% |
50% |
False |
False |
76,578 |
| 120 |
1.1311 |
1.0624 |
0.0687 |
6.3% |
0.0073 |
0.7% |
50% |
False |
False |
63,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1203 |
|
2.618 |
1.1120 |
|
1.618 |
1.1069 |
|
1.000 |
1.1037 |
|
0.618 |
1.1018 |
|
HIGH |
1.0986 |
|
0.618 |
1.0967 |
|
0.500 |
1.0961 |
|
0.382 |
1.0954 |
|
LOW |
1.0935 |
|
0.618 |
1.0903 |
|
1.000 |
1.0884 |
|
1.618 |
1.0852 |
|
2.618 |
1.0801 |
|
4.250 |
1.0718 |
|
|
| Fisher Pivots for day following 03-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0964 |
1.0989 |
| PP |
1.0962 |
1.0981 |
| S1 |
1.0961 |
1.0974 |
|