CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 16-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2023 |
16-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0924 |
1.0922 |
-0.0002 |
0.0% |
1.1033 |
| High |
1.0971 |
1.0951 |
-0.0020 |
-0.2% |
1.1085 |
| Low |
1.0914 |
1.0889 |
-0.0026 |
-0.2% |
1.0951 |
| Close |
1.0922 |
1.0898 |
-0.0025 |
-0.2% |
1.0970 |
| Range |
0.0057 |
0.0063 |
0.0006 |
10.6% |
0.0135 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
185,079 |
135,438 |
-49,641 |
-26.8% |
804,355 |
|
| Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1100 |
1.1061 |
1.0932 |
|
| R3 |
1.1037 |
1.0999 |
1.0915 |
|
| R2 |
1.0975 |
1.0975 |
1.0909 |
|
| R1 |
1.0936 |
1.0936 |
1.0903 |
1.0924 |
| PP |
1.0912 |
1.0912 |
1.0912 |
1.0906 |
| S1 |
1.0874 |
1.0874 |
1.0892 |
1.0862 |
| S2 |
1.0850 |
1.0850 |
1.0886 |
|
| S3 |
1.0787 |
1.0811 |
1.0880 |
|
| S4 |
1.0725 |
1.0749 |
1.0863 |
|
|
| 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 |
1.0889 |
0.0197 |
1.8% |
0.0073 |
0.7% |
5% |
False |
True |
171,372 |
| 10 |
1.1085 |
1.0889 |
0.0197 |
1.8% |
0.0071 |
0.6% |
5% |
False |
True |
167,609 |
| 20 |
1.1262 |
1.0889 |
0.0373 |
3.4% |
0.0079 |
0.7% |
2% |
False |
True |
180,943 |
| 40 |
1.1311 |
1.0872 |
0.0439 |
4.0% |
0.0076 |
0.7% |
6% |
False |
False |
183,077 |
| 60 |
1.1311 |
1.0703 |
0.0608 |
5.6% |
0.0074 |
0.7% |
32% |
False |
False |
151,728 |
| 80 |
1.1311 |
1.0703 |
0.0608 |
5.6% |
0.0074 |
0.7% |
32% |
False |
False |
114,185 |
| 100 |
1.1311 |
1.0703 |
0.0608 |
5.6% |
0.0073 |
0.7% |
32% |
False |
False |
91,464 |
| 120 |
1.1311 |
1.0624 |
0.0687 |
6.3% |
0.0075 |
0.7% |
40% |
False |
False |
76,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1217 |
|
2.618 |
1.1115 |
|
1.618 |
1.1052 |
|
1.000 |
1.1014 |
|
0.618 |
1.0990 |
|
HIGH |
1.0951 |
|
0.618 |
1.0927 |
|
0.500 |
1.0920 |
|
0.382 |
1.0912 |
|
LOW |
1.0889 |
|
0.618 |
1.0850 |
|
1.000 |
1.0826 |
|
1.618 |
1.0787 |
|
2.618 |
1.0725 |
|
4.250 |
1.0623 |
|
|
| Fisher Pivots for day following 16-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0920 |
1.0933 |
| PP |
1.0912 |
1.0921 |
| S1 |
1.0905 |
1.0909 |
|