CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 25-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2023 |
25-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0877 |
1.0824 |
-0.0053 |
-0.5% |
1.0889 |
| High |
1.0889 |
1.0853 |
-0.0036 |
-0.3% |
1.0945 |
| Low |
1.0817 |
1.0777 |
-0.0040 |
-0.4% |
1.0777 |
| Close |
1.0821 |
1.0819 |
-0.0002 |
0.0% |
1.0819 |
| Range |
0.0072 |
0.0077 |
0.0005 |
6.3% |
0.0168 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
0.4% |
0.0000 |
| Volume |
154,437 |
231,486 |
77,049 |
49.9% |
914,953 |
|
| Daily Pivots for day following 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1046 |
1.1009 |
1.0861 |
|
| R3 |
1.0969 |
1.0932 |
1.0840 |
|
| R2 |
1.0893 |
1.0893 |
1.0833 |
|
| R1 |
1.0856 |
1.0856 |
1.0826 |
1.0836 |
| PP |
1.0816 |
1.0816 |
1.0816 |
1.0806 |
| S1 |
1.0779 |
1.0779 |
1.0811 |
1.0759 |
| S2 |
1.0740 |
1.0740 |
1.0804 |
|
| S3 |
1.0663 |
1.0703 |
1.0797 |
|
| S4 |
1.0587 |
1.0626 |
1.0776 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1351 |
1.1253 |
1.0911 |
|
| R3 |
1.1183 |
1.1085 |
1.0865 |
|
| R2 |
1.1015 |
1.1015 |
1.0849 |
|
| R1 |
1.0917 |
1.0917 |
1.0834 |
1.0882 |
| PP |
1.0847 |
1.0847 |
1.0847 |
1.0829 |
| S1 |
1.0749 |
1.0749 |
1.0803 |
1.0714 |
| S2 |
1.0679 |
1.0679 |
1.0788 |
|
| S3 |
1.0511 |
1.0581 |
1.0772 |
|
| S4 |
1.0343 |
1.0413 |
1.0726 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0945 |
1.0777 |
0.0168 |
1.6% |
0.0072 |
0.7% |
25% |
False |
True |
182,990 |
| 10 |
1.0978 |
1.0777 |
0.0202 |
1.9% |
0.0068 |
0.6% |
21% |
False |
True |
171,048 |
| 20 |
1.1085 |
1.0777 |
0.0309 |
2.9% |
0.0069 |
0.6% |
14% |
False |
True |
169,637 |
| 40 |
1.1311 |
1.0777 |
0.0534 |
4.9% |
0.0075 |
0.7% |
8% |
False |
True |
183,853 |
| 60 |
1.1311 |
1.0726 |
0.0585 |
5.4% |
0.0075 |
0.7% |
16% |
False |
False |
171,560 |
| 80 |
1.1311 |
1.0703 |
0.0608 |
5.6% |
0.0073 |
0.7% |
19% |
False |
False |
129,231 |
| 100 |
1.1311 |
1.0703 |
0.0608 |
5.6% |
0.0073 |
0.7% |
19% |
False |
False |
103,580 |
| 120 |
1.1311 |
1.0624 |
0.0687 |
6.4% |
0.0075 |
0.7% |
28% |
False |
False |
86,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1178 |
|
2.618 |
1.1053 |
|
1.618 |
1.0977 |
|
1.000 |
1.0930 |
|
0.618 |
1.0900 |
|
HIGH |
1.0853 |
|
0.618 |
1.0824 |
|
0.500 |
1.0815 |
|
0.382 |
1.0806 |
|
LOW |
1.0777 |
|
0.618 |
1.0729 |
|
1.000 |
1.0700 |
|
1.618 |
1.0653 |
|
2.618 |
1.0576 |
|
4.250 |
1.0451 |
|
|
| Fisher Pivots for day following 25-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0817 |
1.0833 |
| PP |
1.0816 |
1.0828 |
| S1 |
1.0815 |
1.0823 |
|