CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 10-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2023 |
10-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0978 |
1.0997 |
0.0020 |
0.2% |
1.1045 |
| High |
1.1017 |
1.1085 |
0.0069 |
0.6% |
1.1073 |
| Low |
1.0973 |
1.0987 |
0.0014 |
0.1% |
1.0935 |
| Close |
1.0996 |
1.1010 |
0.0014 |
0.1% |
1.1032 |
| Range |
0.0044 |
0.0099 |
0.0055 |
126.4% |
0.0138 |
| ATR |
0.0076 |
0.0078 |
0.0002 |
2.1% |
0.0000 |
| Volume |
120,915 |
206,554 |
85,639 |
70.8% |
877,903 |
|
| Daily Pivots for day following 10-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1323 |
1.1265 |
1.1064 |
|
| R3 |
1.1224 |
1.1166 |
1.1037 |
|
| R2 |
1.1126 |
1.1126 |
1.1028 |
|
| R1 |
1.1068 |
1.1068 |
1.1019 |
1.1097 |
| PP |
1.1027 |
1.1027 |
1.1027 |
1.1042 |
| S1 |
1.0969 |
1.0969 |
1.1001 |
1.0998 |
| S2 |
1.0929 |
1.0929 |
1.0992 |
|
| S3 |
1.0830 |
1.0871 |
1.0983 |
|
| S4 |
1.0732 |
1.0772 |
1.0956 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1426 |
1.1366 |
1.1108 |
|
| R3 |
1.1288 |
1.1229 |
1.1070 |
|
| R2 |
1.1151 |
1.1151 |
1.1057 |
|
| R1 |
1.1091 |
1.1091 |
1.1045 |
1.1052 |
| PP |
1.1013 |
1.1013 |
1.1013 |
1.0994 |
| S1 |
1.0954 |
1.0954 |
1.1019 |
1.0915 |
| S2 |
1.0876 |
1.0876 |
1.1007 |
|
| S3 |
1.0738 |
1.0816 |
1.0994 |
|
| S4 |
1.0601 |
1.0679 |
1.0956 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1085 |
1.0951 |
0.0135 |
1.2% |
0.0077 |
0.7% |
44% |
True |
False |
171,363 |
| 10 |
1.1085 |
1.0935 |
0.0150 |
1.4% |
0.0075 |
0.7% |
50% |
True |
False |
177,773 |
| 20 |
1.1311 |
1.0935 |
0.0376 |
3.4% |
0.0076 |
0.7% |
20% |
False |
False |
185,695 |
| 40 |
1.1311 |
1.0830 |
0.0481 |
4.4% |
0.0078 |
0.7% |
37% |
False |
False |
190,688 |
| 60 |
1.1311 |
1.0703 |
0.0608 |
5.5% |
0.0074 |
0.7% |
51% |
False |
False |
140,999 |
| 80 |
1.1311 |
1.0703 |
0.0608 |
5.5% |
0.0074 |
0.7% |
51% |
False |
False |
106,080 |
| 100 |
1.1311 |
1.0703 |
0.0608 |
5.5% |
0.0075 |
0.7% |
51% |
False |
False |
85,023 |
| 120 |
1.1311 |
1.0624 |
0.0687 |
6.2% |
0.0074 |
0.7% |
56% |
False |
False |
71,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1504 |
|
2.618 |
1.1343 |
|
1.618 |
1.1244 |
|
1.000 |
1.1184 |
|
0.618 |
1.1146 |
|
HIGH |
1.1085 |
|
0.618 |
1.1047 |
|
0.500 |
1.1036 |
|
0.382 |
1.1024 |
|
LOW |
1.0987 |
|
0.618 |
1.0926 |
|
1.000 |
1.0888 |
|
1.618 |
1.0827 |
|
2.618 |
1.0729 |
|
4.250 |
1.0568 |
|
|
| Fisher Pivots for day following 10-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1036 |
1.1018 |
| PP |
1.1027 |
1.1015 |
| S1 |
1.1019 |
1.1013 |
|