CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 21-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2023 |
21-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0888 |
1.0889 |
0.0001 |
0.0% |
1.0967 |
| High |
1.0909 |
1.0929 |
0.0020 |
0.2% |
1.0978 |
| Low |
1.0860 |
1.0884 |
0.0025 |
0.2% |
1.0860 |
| Close |
1.0893 |
1.0913 |
0.0020 |
0.2% |
1.0893 |
| Range |
0.0050 |
0.0045 |
-0.0005 |
-9.1% |
0.0119 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
144,221 |
120,744 |
-23,477 |
-16.3% |
795,530 |
|
| Daily Pivots for day following 21-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1044 |
1.1023 |
1.0938 |
|
| R3 |
1.0999 |
1.0978 |
1.0925 |
|
| R2 |
1.0954 |
1.0954 |
1.0921 |
|
| R1 |
1.0933 |
1.0933 |
1.0917 |
1.0944 |
| PP |
1.0909 |
1.0909 |
1.0909 |
1.0914 |
| S1 |
1.0888 |
1.0888 |
1.0909 |
1.0899 |
| S2 |
1.0864 |
1.0864 |
1.0905 |
|
| S3 |
1.0819 |
1.0843 |
1.0901 |
|
| S4 |
1.0774 |
1.0798 |
1.0888 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1266 |
1.1198 |
1.0958 |
|
| R3 |
1.1147 |
1.1079 |
1.0926 |
|
| R2 |
1.1029 |
1.1029 |
1.0915 |
|
| R1 |
1.0961 |
1.0961 |
1.0904 |
1.0936 |
| PP |
1.0910 |
1.0910 |
1.0910 |
1.0898 |
| S1 |
1.0842 |
1.0842 |
1.0882 |
1.0817 |
| S2 |
1.0792 |
1.0792 |
1.0871 |
|
| S3 |
1.0673 |
1.0724 |
1.0860 |
|
| S4 |
1.0555 |
1.0605 |
1.0828 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0971 |
1.0860 |
0.0111 |
1.0% |
0.0055 |
0.5% |
48% |
False |
False |
148,469 |
| 10 |
1.1085 |
1.0860 |
0.0226 |
2.1% |
0.0065 |
0.6% |
24% |
False |
False |
156,689 |
| 20 |
1.1177 |
1.0860 |
0.0318 |
2.9% |
0.0075 |
0.7% |
17% |
False |
False |
176,913 |
| 40 |
1.1311 |
1.0860 |
0.0451 |
4.1% |
0.0074 |
0.7% |
12% |
False |
False |
181,081 |
| 60 |
1.1311 |
1.0703 |
0.0608 |
5.6% |
0.0074 |
0.7% |
35% |
False |
False |
158,619 |
| 80 |
1.1311 |
1.0703 |
0.0608 |
5.6% |
0.0072 |
0.7% |
35% |
False |
False |
119,418 |
| 100 |
1.1311 |
1.0703 |
0.0608 |
5.6% |
0.0073 |
0.7% |
35% |
False |
False |
95,671 |
| 120 |
1.1311 |
1.0624 |
0.0687 |
6.3% |
0.0075 |
0.7% |
42% |
False |
False |
79,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1120 |
|
2.618 |
1.1047 |
|
1.618 |
1.1002 |
|
1.000 |
1.0974 |
|
0.618 |
1.0957 |
|
HIGH |
1.0929 |
|
0.618 |
1.0912 |
|
0.500 |
1.0907 |
|
0.382 |
1.0901 |
|
LOW |
1.0884 |
|
0.618 |
1.0856 |
|
1.000 |
1.0839 |
|
1.618 |
1.0811 |
|
2.618 |
1.0766 |
|
4.250 |
1.0693 |
|
|
| Fisher Pivots for day following 21-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0911 |
1.0908 |
| PP |
1.0909 |
1.0902 |
| S1 |
1.0907 |
1.0897 |
|