CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 11-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2023 |
11-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0997 |
1.1002 |
0.0005 |
0.0% |
1.1033 |
| High |
1.1085 |
1.1025 |
-0.0061 |
-0.5% |
1.1085 |
| Low |
1.0987 |
1.0962 |
-0.0025 |
-0.2% |
1.0951 |
| Close |
1.1010 |
1.0970 |
-0.0041 |
-0.4% |
1.0970 |
| Range |
0.0099 |
0.0063 |
-0.0036 |
-36.0% |
0.0135 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
206,554 |
155,867 |
-50,687 |
-24.5% |
804,355 |
|
| Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1174 |
1.1135 |
1.1004 |
|
| R3 |
1.1111 |
1.1072 |
1.0987 |
|
| R2 |
1.1048 |
1.1048 |
1.0981 |
|
| R1 |
1.1009 |
1.1009 |
1.0975 |
1.0997 |
| PP |
1.0985 |
1.0985 |
1.0985 |
1.0979 |
| S1 |
1.0946 |
1.0946 |
1.0964 |
1.0934 |
| S2 |
1.0922 |
1.0922 |
1.0958 |
|
| S3 |
1.0859 |
1.0883 |
1.0952 |
|
| S4 |
1.0796 |
1.0820 |
1.0935 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1405 |
1.1322 |
1.1043 |
|
| R3 |
1.1271 |
1.1187 |
1.1006 |
|
| R2 |
1.1136 |
1.1136 |
1.0994 |
|
| R1 |
1.1053 |
1.1053 |
1.0982 |
1.1027 |
| PP |
1.1002 |
1.1002 |
1.1002 |
1.0989 |
| S1 |
1.0918 |
1.0918 |
1.0957 |
1.0893 |
| S2 |
1.0867 |
1.0867 |
1.0945 |
|
| S3 |
1.0733 |
1.0784 |
1.0933 |
|
| S4 |
1.0598 |
1.0649 |
1.0896 |
|
|
| 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% |
0.0067 |
0.6% |
14% |
False |
False |
160,871 |
| 10 |
1.1085 |
1.0935 |
0.0150 |
1.4% |
0.0071 |
0.6% |
23% |
False |
False |
168,225 |
| 20 |
1.1311 |
1.0935 |
0.0376 |
3.4% |
0.0077 |
0.7% |
9% |
False |
False |
183,592 |
| 40 |
1.1311 |
1.0856 |
0.0455 |
4.1% |
0.0078 |
0.7% |
25% |
False |
False |
187,627 |
| 60 |
1.1311 |
1.0703 |
0.0608 |
5.5% |
0.0074 |
0.7% |
44% |
False |
False |
143,585 |
| 80 |
1.1311 |
1.0703 |
0.0608 |
5.5% |
0.0074 |
0.7% |
44% |
False |
False |
108,017 |
| 100 |
1.1311 |
1.0703 |
0.0608 |
5.5% |
0.0074 |
0.7% |
44% |
False |
False |
86,575 |
| 120 |
1.1311 |
1.0624 |
0.0687 |
6.3% |
0.0075 |
0.7% |
50% |
False |
False |
72,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1292 |
|
2.618 |
1.1189 |
|
1.618 |
1.1126 |
|
1.000 |
1.1088 |
|
0.618 |
1.1063 |
|
HIGH |
1.1025 |
|
0.618 |
1.1000 |
|
0.500 |
1.0993 |
|
0.382 |
1.0986 |
|
LOW |
1.0962 |
|
0.618 |
1.0923 |
|
1.000 |
1.0899 |
|
1.618 |
1.0860 |
|
2.618 |
1.0797 |
|
4.250 |
1.0694 |
|
|
| Fisher Pivots for day following 11-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0993 |
1.1023 |
| PP |
1.0985 |
1.1005 |
| S1 |
1.0977 |
1.0987 |
|