CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 08-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2023 |
08-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0732 |
1.0700 |
-0.0032 |
-0.3% |
1.0782 |
| High |
1.0736 |
1.0748 |
0.0012 |
0.1% |
1.0816 |
| Low |
1.0691 |
1.0698 |
0.0008 |
0.1% |
1.0691 |
| Close |
1.0699 |
1.0702 |
0.0003 |
0.0% |
1.0702 |
| Range |
0.0046 |
0.0050 |
0.0005 |
9.9% |
0.0125 |
| ATR |
0.0075 |
0.0074 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
183,256 |
221,189 |
37,933 |
20.7% |
912,043 |
|
| Daily Pivots for day following 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0866 |
1.0834 |
1.0729 |
|
| R3 |
1.0816 |
1.0784 |
1.0715 |
|
| R2 |
1.0766 |
1.0766 |
1.0711 |
|
| R1 |
1.0734 |
1.0734 |
1.0706 |
1.0750 |
| PP |
1.0716 |
1.0716 |
1.0716 |
1.0724 |
| S1 |
1.0684 |
1.0684 |
1.0697 |
1.0700 |
| S2 |
1.0666 |
1.0666 |
1.0692 |
|
| S3 |
1.0616 |
1.0634 |
1.0688 |
|
| S4 |
1.0566 |
1.0584 |
1.0674 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1111 |
1.1031 |
1.0770 |
|
| R3 |
1.0986 |
1.0906 |
1.0736 |
|
| R2 |
1.0861 |
1.0861 |
1.0724 |
|
| R1 |
1.0781 |
1.0781 |
1.0713 |
1.0759 |
| PP |
1.0736 |
1.0736 |
1.0736 |
1.0725 |
| S1 |
1.0656 |
1.0656 |
1.0690 |
1.0634 |
| S2 |
1.0611 |
1.0611 |
1.0679 |
|
| S3 |
1.0486 |
1.0531 |
1.0667 |
|
| S4 |
1.0361 |
1.0406 |
1.0633 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0890 |
1.0691 |
0.0199 |
1.9% |
0.0071 |
0.7% |
6% |
False |
False |
226,832 |
| 10 |
1.0956 |
1.0691 |
0.0265 |
2.5% |
0.0077 |
0.7% |
4% |
False |
False |
220,606 |
| 20 |
1.1025 |
1.0691 |
0.0334 |
3.1% |
0.0072 |
0.7% |
3% |
False |
False |
192,046 |
| 40 |
1.1311 |
1.0691 |
0.0620 |
5.8% |
0.0074 |
0.7% |
2% |
False |
False |
188,870 |
| 60 |
1.1311 |
1.0691 |
0.0620 |
5.8% |
0.0076 |
0.7% |
2% |
False |
False |
191,140 |
| 80 |
1.1311 |
1.0691 |
0.0620 |
5.8% |
0.0073 |
0.7% |
2% |
False |
False |
153,760 |
| 100 |
1.1311 |
1.0691 |
0.0620 |
5.8% |
0.0073 |
0.7% |
2% |
False |
False |
123,273 |
| 120 |
1.1311 |
1.0691 |
0.0620 |
5.8% |
0.0074 |
0.7% |
2% |
False |
False |
102,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0961 |
|
2.618 |
1.0879 |
|
1.618 |
1.0829 |
|
1.000 |
1.0798 |
|
0.618 |
1.0779 |
|
HIGH |
1.0748 |
|
0.618 |
1.0729 |
|
0.500 |
1.0723 |
|
0.382 |
1.0717 |
|
LOW |
1.0698 |
|
0.618 |
1.0667 |
|
1.000 |
1.0648 |
|
1.618 |
1.0617 |
|
2.618 |
1.0567 |
|
4.250 |
1.0486 |
|
|
| Fisher Pivots for day following 08-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0723 |
1.0723 |
| PP |
1.0716 |
1.0716 |
| S1 |
1.0709 |
1.0709 |
|