CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 28-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2023 |
28-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0824 |
1.0809 |
-0.0016 |
-0.1% |
1.0889 |
| High |
1.0853 |
1.0833 |
-0.0021 |
-0.2% |
1.0945 |
| Low |
1.0777 |
1.0804 |
0.0028 |
0.3% |
1.0777 |
| Close |
1.0819 |
1.0822 |
0.0004 |
0.0% |
1.0819 |
| Range |
0.0077 |
0.0029 |
-0.0048 |
-62.7% |
0.0168 |
| ATR |
0.0072 |
0.0069 |
-0.0003 |
-4.3% |
0.0000 |
| Volume |
231,486 |
112,616 |
-118,870 |
-51.4% |
914,953 |
|
| Daily Pivots for day following 28-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0905 |
1.0892 |
1.0838 |
|
| R3 |
1.0877 |
1.0864 |
1.0830 |
|
| R2 |
1.0848 |
1.0848 |
1.0827 |
|
| R1 |
1.0835 |
1.0835 |
1.0825 |
1.0842 |
| PP |
1.0820 |
1.0820 |
1.0820 |
1.0823 |
| S1 |
1.0807 |
1.0807 |
1.0819 |
1.0813 |
| S2 |
1.0791 |
1.0791 |
1.0817 |
|
| S3 |
1.0763 |
1.0778 |
1.0814 |
|
| S4 |
1.0734 |
1.0750 |
1.0806 |
|
|
| 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% |
0.0069 |
0.6% |
27% |
False |
False |
181,365 |
| 10 |
1.0971 |
1.0777 |
0.0194 |
1.8% |
0.0062 |
0.6% |
23% |
False |
False |
164,917 |
| 20 |
1.1085 |
1.0777 |
0.0309 |
2.9% |
0.0068 |
0.6% |
15% |
False |
False |
167,898 |
| 40 |
1.1311 |
1.0777 |
0.0534 |
4.9% |
0.0074 |
0.7% |
9% |
False |
False |
181,734 |
| 60 |
1.1311 |
1.0729 |
0.0582 |
5.4% |
0.0074 |
0.7% |
16% |
False |
False |
173,317 |
| 80 |
1.1311 |
1.0703 |
0.0608 |
5.6% |
0.0072 |
0.7% |
20% |
False |
False |
130,606 |
| 100 |
1.1311 |
1.0703 |
0.0608 |
5.6% |
0.0072 |
0.7% |
20% |
False |
False |
104,699 |
| 120 |
1.1311 |
1.0624 |
0.0687 |
6.3% |
0.0075 |
0.7% |
29% |
False |
False |
87,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0954 |
|
2.618 |
1.0907 |
|
1.618 |
1.0879 |
|
1.000 |
1.0861 |
|
0.618 |
1.0850 |
|
HIGH |
1.0833 |
|
0.618 |
1.0822 |
|
0.500 |
1.0818 |
|
0.382 |
1.0815 |
|
LOW |
1.0804 |
|
0.618 |
1.0786 |
|
1.000 |
1.0776 |
|
1.618 |
1.0758 |
|
2.618 |
1.0729 |
|
4.250 |
1.0683 |
|
|
| Fisher Pivots for day following 28-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0821 |
1.0833 |
| PP |
1.0820 |
1.0829 |
| S1 |
1.0818 |
1.0826 |
|