CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 15-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2023 |
15-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0967 |
1.0924 |
-0.0044 |
-0.4% |
1.1033 |
| High |
1.0978 |
1.0971 |
-0.0008 |
-0.1% |
1.1085 |
| Low |
1.0892 |
1.0914 |
0.0022 |
0.2% |
1.0951 |
| Close |
1.0923 |
1.0922 |
-0.0001 |
0.0% |
1.0970 |
| Range |
0.0086 |
0.0057 |
-0.0030 |
-34.3% |
0.0135 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
173,926 |
185,079 |
11,153 |
6.4% |
804,355 |
|
| Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1105 |
1.1070 |
1.0953 |
|
| R3 |
1.1049 |
1.1014 |
1.0938 |
|
| R2 |
1.0992 |
1.0992 |
1.0932 |
|
| R1 |
1.0957 |
1.0957 |
1.0927 |
1.0946 |
| PP |
1.0936 |
1.0936 |
1.0936 |
1.0930 |
| S1 |
1.0901 |
1.0901 |
1.0917 |
1.0890 |
| S2 |
1.0879 |
1.0879 |
1.0912 |
|
| S3 |
1.0823 |
1.0844 |
1.0906 |
|
| S4 |
1.0766 |
1.0788 |
1.0891 |
|
|
| 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% |
0.0070 |
0.6% |
16% |
False |
False |
168,468 |
| 10 |
1.1085 |
1.0892 |
0.0193 |
1.8% |
0.0074 |
0.7% |
16% |
False |
False |
173,824 |
| 20 |
1.1275 |
1.0892 |
0.0383 |
3.5% |
0.0079 |
0.7% |
8% |
False |
False |
183,622 |
| 40 |
1.1311 |
1.0872 |
0.0439 |
4.0% |
0.0076 |
0.7% |
12% |
False |
False |
184,707 |
| 60 |
1.1311 |
1.0703 |
0.0608 |
5.6% |
0.0074 |
0.7% |
36% |
False |
False |
149,504 |
| 80 |
1.1311 |
1.0703 |
0.0608 |
5.6% |
0.0074 |
0.7% |
36% |
False |
False |
112,497 |
| 100 |
1.1311 |
1.0703 |
0.0608 |
5.6% |
0.0074 |
0.7% |
36% |
False |
False |
90,130 |
| 120 |
1.1311 |
1.0624 |
0.0687 |
6.3% |
0.0075 |
0.7% |
43% |
False |
False |
75,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1211 |
|
2.618 |
1.1118 |
|
1.618 |
1.1062 |
|
1.000 |
1.1027 |
|
0.618 |
1.1005 |
|
HIGH |
1.0971 |
|
0.618 |
1.0949 |
|
0.500 |
1.0942 |
|
0.382 |
1.0936 |
|
LOW |
1.0914 |
|
0.618 |
1.0879 |
|
1.000 |
1.0858 |
|
1.618 |
1.0823 |
|
2.618 |
1.0766 |
|
4.250 |
1.0674 |
|
|
| Fisher Pivots for day following 15-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0942 |
1.0958 |
| PP |
1.0936 |
1.0946 |
| S1 |
1.0929 |
1.0934 |
|