CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 07-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2023 |
07-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0729 |
1.0732 |
0.0003 |
0.0% |
1.0809 |
| High |
1.0755 |
1.0736 |
-0.0019 |
-0.2% |
1.0956 |
| Low |
1.0709 |
1.0691 |
-0.0018 |
-0.2% |
1.0779 |
| Close |
1.0732 |
1.0699 |
-0.0033 |
-0.3% |
1.0786 |
| Range |
0.0047 |
0.0046 |
-0.0001 |
-2.2% |
0.0177 |
| ATR |
0.0078 |
0.0075 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
220,167 |
183,256 |
-36,911 |
-16.8% |
1,062,533 |
|
| Daily Pivots for day following 07-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0845 |
1.0818 |
1.0724 |
|
| R3 |
1.0800 |
1.0772 |
1.0712 |
|
| R2 |
1.0754 |
1.0754 |
1.0707 |
|
| R1 |
1.0727 |
1.0727 |
1.0703 |
1.0718 |
| PP |
1.0709 |
1.0709 |
1.0709 |
1.0704 |
| S1 |
1.0681 |
1.0681 |
1.0695 |
1.0672 |
| S2 |
1.0663 |
1.0663 |
1.0691 |
|
| S3 |
1.0618 |
1.0636 |
1.0686 |
|
| S4 |
1.0572 |
1.0590 |
1.0674 |
|
|
| 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 |
1.0948 |
1.0691 |
0.0257 |
2.4% |
0.0082 |
0.8% |
3% |
False |
True |
233,385 |
| 10 |
1.0956 |
1.0691 |
0.0265 |
2.5% |
0.0079 |
0.7% |
3% |
False |
True |
213,931 |
| 20 |
1.1085 |
1.0691 |
0.0395 |
3.7% |
0.0074 |
0.7% |
2% |
False |
True |
191,314 |
| 40 |
1.1311 |
1.0691 |
0.0620 |
5.8% |
0.0075 |
0.7% |
1% |
False |
True |
189,066 |
| 60 |
1.1311 |
1.0691 |
0.0620 |
5.8% |
0.0076 |
0.7% |
1% |
False |
True |
193,270 |
| 80 |
1.1311 |
1.0691 |
0.0620 |
5.8% |
0.0073 |
0.7% |
1% |
False |
True |
151,002 |
| 100 |
1.1311 |
1.0691 |
0.0620 |
5.8% |
0.0074 |
0.7% |
1% |
False |
True |
121,068 |
| 120 |
1.1311 |
1.0691 |
0.0620 |
5.8% |
0.0074 |
0.7% |
1% |
False |
True |
101,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0929 |
|
2.618 |
1.0855 |
|
1.618 |
1.0810 |
|
1.000 |
1.0782 |
|
0.618 |
1.0764 |
|
HIGH |
1.0736 |
|
0.618 |
1.0719 |
|
0.500 |
1.0713 |
|
0.382 |
1.0708 |
|
LOW |
1.0691 |
|
0.618 |
1.0662 |
|
1.000 |
1.0645 |
|
1.618 |
1.0617 |
|
2.618 |
1.0571 |
|
4.250 |
1.0497 |
|
|
| Fisher Pivots for day following 07-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0713 |
1.0753 |
| PP |
1.0709 |
1.0735 |
| S1 |
1.0704 |
1.0717 |
|