CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 30-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2023 |
30-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0830 |
1.0889 |
0.0059 |
0.5% |
1.0889 |
| High |
1.0902 |
1.0956 |
0.0054 |
0.5% |
1.0945 |
| Low |
1.0792 |
1.0865 |
0.0073 |
0.7% |
1.0777 |
| Close |
1.0882 |
1.0934 |
0.0052 |
0.5% |
1.0819 |
| Range |
0.0110 |
0.0091 |
-0.0019 |
-17.3% |
0.0168 |
| ATR |
0.0072 |
0.0074 |
0.0001 |
1.9% |
0.0000 |
| Volume |
239,560 |
234,282 |
-5,278 |
-2.2% |
914,953 |
|
| Daily Pivots for day following 30-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1191 |
1.1153 |
1.0984 |
|
| R3 |
1.1100 |
1.1062 |
1.0959 |
|
| R2 |
1.1009 |
1.1009 |
1.0950 |
|
| R1 |
1.0971 |
1.0971 |
1.0942 |
1.0990 |
| PP |
1.0918 |
1.0918 |
1.0918 |
1.0927 |
| S1 |
1.0880 |
1.0880 |
1.0925 |
1.0899 |
| S2 |
1.0827 |
1.0827 |
1.0917 |
|
| S3 |
1.0736 |
1.0789 |
1.0908 |
|
| S4 |
1.0645 |
1.0698 |
1.0883 |
|
|
| 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 |
1.0956 |
1.0777 |
0.0179 |
1.6% |
0.0076 |
0.7% |
88% |
True |
False |
194,476 |
| 10 |
1.0956 |
1.0777 |
0.0179 |
1.6% |
0.0070 |
0.6% |
88% |
True |
False |
180,249 |
| 20 |
1.1085 |
1.0777 |
0.0309 |
2.8% |
0.0070 |
0.6% |
51% |
False |
False |
173,929 |
| 40 |
1.1311 |
1.0777 |
0.0534 |
4.9% |
0.0075 |
0.7% |
29% |
False |
False |
184,179 |
| 60 |
1.1311 |
1.0729 |
0.0582 |
5.3% |
0.0075 |
0.7% |
35% |
False |
False |
180,673 |
| 80 |
1.1311 |
1.0703 |
0.0608 |
5.6% |
0.0072 |
0.7% |
38% |
False |
False |
136,480 |
| 100 |
1.1311 |
1.0703 |
0.0608 |
5.6% |
0.0073 |
0.7% |
38% |
False |
False |
109,434 |
| 120 |
1.1311 |
1.0624 |
0.0687 |
6.3% |
0.0075 |
0.7% |
45% |
False |
False |
91,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1342 |
|
2.618 |
1.1194 |
|
1.618 |
1.1103 |
|
1.000 |
1.1047 |
|
0.618 |
1.1012 |
|
HIGH |
1.0956 |
|
0.618 |
1.0921 |
|
0.500 |
1.0910 |
|
0.382 |
1.0899 |
|
LOW |
1.0865 |
|
0.618 |
1.0808 |
|
1.000 |
1.0774 |
|
1.618 |
1.0717 |
|
2.618 |
1.0626 |
|
4.250 |
1.0478 |
|
|
| Fisher Pivots for day following 30-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0926 |
1.0914 |
| PP |
1.0918 |
1.0894 |
| S1 |
1.0910 |
1.0874 |
|