CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 14-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2023 |
14-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1002 |
1.0967 |
-0.0035 |
-0.3% |
1.1033 |
| High |
1.1025 |
1.0978 |
-0.0047 |
-0.4% |
1.1085 |
| Low |
1.0962 |
1.0892 |
-0.0070 |
-0.6% |
1.0951 |
| Close |
1.0970 |
1.0923 |
-0.0047 |
-0.4% |
1.0970 |
| Range |
0.0063 |
0.0086 |
0.0023 |
36.5% |
0.0135 |
| ATR |
0.0077 |
0.0077 |
0.0001 |
0.9% |
0.0000 |
| Volume |
155,867 |
173,926 |
18,059 |
11.6% |
804,355 |
|
| Daily Pivots for day following 14-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1189 |
1.1142 |
1.0970 |
|
| R3 |
1.1103 |
1.1056 |
1.0946 |
|
| R2 |
1.1017 |
1.1017 |
1.0938 |
|
| R1 |
1.0970 |
1.0970 |
1.0930 |
1.0950 |
| PP |
1.0931 |
1.0931 |
1.0931 |
1.0921 |
| S1 |
1.0884 |
1.0884 |
1.0915 |
1.0864 |
| S2 |
1.0845 |
1.0845 |
1.0907 |
|
| S3 |
1.0759 |
1.0798 |
1.0899 |
|
| S4 |
1.0673 |
1.0712 |
1.0875 |
|
|
| 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 |
1.0892 |
0.0193 |
1.8% |
0.0075 |
0.7% |
16% |
False |
True |
164,908 |
| 10 |
1.1085 |
1.0892 |
0.0193 |
1.8% |
0.0074 |
0.7% |
16% |
False |
True |
170,879 |
| 20 |
1.1311 |
1.0892 |
0.0419 |
3.8% |
0.0079 |
0.7% |
7% |
False |
True |
184,991 |
| 40 |
1.1311 |
1.0872 |
0.0439 |
4.0% |
0.0076 |
0.7% |
12% |
False |
False |
185,291 |
| 60 |
1.1311 |
1.0703 |
0.0608 |
5.6% |
0.0074 |
0.7% |
36% |
False |
False |
146,467 |
| 80 |
1.1311 |
1.0703 |
0.0608 |
5.6% |
0.0074 |
0.7% |
36% |
False |
False |
110,185 |
| 100 |
1.1311 |
1.0703 |
0.0608 |
5.6% |
0.0074 |
0.7% |
36% |
False |
False |
88,295 |
| 120 |
1.1311 |
1.0624 |
0.0687 |
6.3% |
0.0075 |
0.7% |
44% |
False |
False |
73,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1344 |
|
2.618 |
1.1203 |
|
1.618 |
1.1117 |
|
1.000 |
1.1064 |
|
0.618 |
1.1031 |
|
HIGH |
1.0978 |
|
0.618 |
1.0945 |
|
0.500 |
1.0935 |
|
0.382 |
1.0925 |
|
LOW |
1.0892 |
|
0.618 |
1.0839 |
|
1.000 |
1.0806 |
|
1.618 |
1.0753 |
|
2.618 |
1.0667 |
|
4.250 |
1.0527 |
|
|
| Fisher Pivots for day following 14-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0935 |
1.0989 |
| PP |
1.0931 |
1.0967 |
| S1 |
1.0927 |
1.0945 |
|