CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 11-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0700 |
1.0718 |
0.0018 |
0.2% |
1.0782 |
| High |
1.0748 |
1.0763 |
0.0015 |
0.1% |
1.0816 |
| Low |
1.0698 |
1.0711 |
0.0013 |
0.1% |
1.0691 |
| Close |
1.0702 |
1.0749 |
0.0047 |
0.4% |
1.0702 |
| Range |
0.0050 |
0.0052 |
0.0002 |
4.0% |
0.0125 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
221,189 |
223,922 |
2,733 |
1.2% |
912,043 |
|
| Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0897 |
1.0875 |
1.0777 |
|
| R3 |
1.0845 |
1.0823 |
1.0763 |
|
| R2 |
1.0793 |
1.0793 |
1.0758 |
|
| R1 |
1.0771 |
1.0771 |
1.0753 |
1.0782 |
| PP |
1.0741 |
1.0741 |
1.0741 |
1.0746 |
| S1 |
1.0719 |
1.0719 |
1.0744 |
1.0730 |
| S2 |
1.0689 |
1.0689 |
1.0739 |
|
| S3 |
1.0637 |
1.0667 |
1.0734 |
|
| S4 |
1.0585 |
1.0615 |
1.0720 |
|
|
| 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 |
1.0816 |
1.0691 |
0.0125 |
1.2% |
0.0059 |
0.6% |
46% |
False |
False |
227,193 |
| 10 |
1.0956 |
1.0691 |
0.0265 |
2.5% |
0.0074 |
0.7% |
22% |
False |
False |
219,849 |
| 20 |
1.0978 |
1.0691 |
0.0288 |
2.7% |
0.0071 |
0.7% |
20% |
False |
False |
195,449 |
| 40 |
1.1311 |
1.0691 |
0.0620 |
5.8% |
0.0074 |
0.7% |
9% |
False |
False |
189,520 |
| 60 |
1.1311 |
1.0691 |
0.0620 |
5.8% |
0.0075 |
0.7% |
9% |
False |
False |
190,234 |
| 80 |
1.1311 |
1.0691 |
0.0620 |
5.8% |
0.0073 |
0.7% |
9% |
False |
False |
156,551 |
| 100 |
1.1311 |
1.0691 |
0.0620 |
5.8% |
0.0073 |
0.7% |
9% |
False |
False |
125,503 |
| 120 |
1.1311 |
1.0691 |
0.0620 |
5.8% |
0.0074 |
0.7% |
9% |
False |
False |
104,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0984 |
|
2.618 |
1.0899 |
|
1.618 |
1.0847 |
|
1.000 |
1.0815 |
|
0.618 |
1.0795 |
|
HIGH |
1.0763 |
|
0.618 |
1.0743 |
|
0.500 |
1.0737 |
|
0.382 |
1.0731 |
|
LOW |
1.0711 |
|
0.618 |
1.0679 |
|
1.000 |
1.0659 |
|
1.618 |
1.0627 |
|
2.618 |
1.0575 |
|
4.250 |
1.0490 |
|
|
| Fisher Pivots for day following 11-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0745 |
1.0741 |
| PP |
1.0741 |
1.0734 |
| S1 |
1.0737 |
1.0727 |
|