CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 17-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2023 |
17-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0922 |
1.0896 |
-0.0026 |
-0.2% |
1.1033 |
| High |
1.0951 |
1.0935 |
-0.0017 |
-0.2% |
1.1085 |
| Low |
1.0889 |
1.0872 |
-0.0017 |
-0.2% |
1.0951 |
| Close |
1.0898 |
1.0873 |
-0.0025 |
-0.2% |
1.0970 |
| Range |
0.0063 |
0.0063 |
0.0001 |
0.8% |
0.0135 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
135,438 |
156,866 |
21,428 |
15.8% |
804,355 |
|
| Daily Pivots for day following 17-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1082 |
1.1040 |
1.0907 |
|
| R3 |
1.1019 |
1.0977 |
1.0890 |
|
| R2 |
1.0956 |
1.0956 |
1.0884 |
|
| R1 |
1.0914 |
1.0914 |
1.0878 |
1.0904 |
| PP |
1.0893 |
1.0893 |
1.0893 |
1.0888 |
| S1 |
1.0851 |
1.0851 |
1.0867 |
1.0841 |
| S2 |
1.0830 |
1.0830 |
1.0861 |
|
| S3 |
1.0767 |
1.0788 |
1.0855 |
|
| S4 |
1.0704 |
1.0725 |
1.0838 |
|
|
| 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 |
1.1025 |
1.0872 |
0.0153 |
1.4% |
0.0066 |
0.6% |
1% |
False |
True |
161,435 |
| 10 |
1.1085 |
1.0872 |
0.0214 |
2.0% |
0.0072 |
0.7% |
0% |
False |
True |
166,399 |
| 20 |
1.1178 |
1.0872 |
0.0306 |
2.8% |
0.0076 |
0.7% |
0% |
False |
True |
180,264 |
| 40 |
1.1311 |
1.0872 |
0.0439 |
4.0% |
0.0076 |
0.7% |
0% |
False |
True |
183,615 |
| 60 |
1.1311 |
1.0703 |
0.0608 |
5.6% |
0.0074 |
0.7% |
28% |
False |
False |
154,296 |
| 80 |
1.1311 |
1.0703 |
0.0608 |
5.6% |
0.0074 |
0.7% |
28% |
False |
False |
116,138 |
| 100 |
1.1311 |
1.0703 |
0.0608 |
5.6% |
0.0073 |
0.7% |
28% |
False |
False |
93,026 |
| 120 |
1.1311 |
1.0624 |
0.0687 |
6.3% |
0.0075 |
0.7% |
36% |
False |
False |
77,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1202 |
|
2.618 |
1.1099 |
|
1.618 |
1.1036 |
|
1.000 |
1.0998 |
|
0.618 |
1.0973 |
|
HIGH |
1.0935 |
|
0.618 |
1.0910 |
|
0.500 |
1.0903 |
|
0.382 |
1.0896 |
|
LOW |
1.0872 |
|
0.618 |
1.0833 |
|
1.000 |
1.0809 |
|
1.618 |
1.0770 |
|
2.618 |
1.0707 |
|
4.250 |
1.0604 |
|
|
| Fisher Pivots for day following 17-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0903 |
1.0921 |
| PP |
1.0893 |
1.0905 |
| S1 |
1.0883 |
1.0889 |
|