CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 01-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2023 |
01-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0937 |
1.0851 |
-0.0087 |
-0.8% |
1.0809 |
| High |
1.0948 |
1.0890 |
-0.0058 |
-0.5% |
1.0956 |
| Low |
1.0843 |
1.0779 |
-0.0064 |
-0.6% |
1.0779 |
| Close |
1.0853 |
1.0786 |
-0.0067 |
-0.6% |
1.0786 |
| Range |
0.0105 |
0.0111 |
0.0006 |
5.2% |
0.0177 |
| ATR |
0.0076 |
0.0078 |
0.0002 |
3.3% |
0.0000 |
| Volume |
253,955 |
222,120 |
-31,835 |
-12.5% |
1,062,533 |
|
| Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1150 |
1.1078 |
1.0847 |
|
| R3 |
1.1039 |
1.0968 |
1.0816 |
|
| R2 |
1.0929 |
1.0929 |
1.0806 |
|
| R1 |
1.0857 |
1.0857 |
1.0796 |
1.0838 |
| PP |
1.0818 |
1.0818 |
1.0818 |
1.0808 |
| S1 |
1.0747 |
1.0747 |
1.0776 |
1.0727 |
| S2 |
1.0708 |
1.0708 |
1.0766 |
|
| S3 |
1.0597 |
1.0636 |
1.0756 |
|
| S4 |
1.0487 |
1.0526 |
1.0725 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1370 |
1.1254 |
1.0883 |
|
| R3 |
1.1193 |
1.1078 |
1.0835 |
|
| R2 |
1.1017 |
1.1017 |
1.0818 |
|
| R1 |
1.0901 |
1.0901 |
1.0802 |
1.0871 |
| PP |
1.0840 |
1.0840 |
1.0840 |
1.0825 |
| S1 |
1.0725 |
1.0725 |
1.0770 |
1.0694 |
| S2 |
1.0664 |
1.0664 |
1.0754 |
|
| S3 |
1.0487 |
1.0548 |
1.0737 |
|
| S4 |
1.0311 |
1.0372 |
1.0689 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0956 |
1.0779 |
0.0177 |
1.6% |
0.0089 |
0.8% |
4% |
False |
True |
212,506 |
| 10 |
1.0956 |
1.0777 |
0.0179 |
1.7% |
0.0081 |
0.7% |
5% |
False |
False |
197,748 |
| 20 |
1.1085 |
1.0777 |
0.0309 |
2.9% |
0.0073 |
0.7% |
3% |
False |
False |
178,868 |
| 40 |
1.1311 |
1.0777 |
0.0534 |
5.0% |
0.0076 |
0.7% |
2% |
False |
False |
185,293 |
| 60 |
1.1311 |
1.0756 |
0.0555 |
5.1% |
0.0076 |
0.7% |
5% |
False |
False |
186,950 |
| 80 |
1.1311 |
1.0703 |
0.0608 |
5.6% |
0.0074 |
0.7% |
14% |
False |
False |
142,402 |
| 100 |
1.1311 |
1.0703 |
0.0608 |
5.6% |
0.0074 |
0.7% |
14% |
False |
False |
114,186 |
| 120 |
1.1311 |
1.0624 |
0.0687 |
6.4% |
0.0076 |
0.7% |
24% |
False |
False |
95,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1359 |
|
2.618 |
1.1179 |
|
1.618 |
1.1068 |
|
1.000 |
1.1000 |
|
0.618 |
1.0958 |
|
HIGH |
1.0890 |
|
0.618 |
1.0847 |
|
0.500 |
1.0834 |
|
0.382 |
1.0821 |
|
LOW |
1.0779 |
|
0.618 |
1.0711 |
|
1.000 |
1.0669 |
|
1.618 |
1.0600 |
|
2.618 |
1.0490 |
|
4.250 |
1.0309 |
|
|
| Fisher Pivots for day following 01-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0834 |
1.0867 |
| PP |
1.0818 |
1.0840 |
| S1 |
1.0802 |
1.0813 |
|