CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 04-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2023 |
04-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1016 |
1.1020 |
0.0004 |
0.0% |
1.1100 |
| High |
1.1029 |
1.1114 |
0.0085 |
0.8% |
1.1117 |
| Low |
1.0986 |
1.1007 |
0.0021 |
0.2% |
1.0986 |
| Close |
1.1015 |
1.1081 |
0.0066 |
0.6% |
1.1081 |
| Range |
0.0043 |
0.0107 |
0.0064 |
147.7% |
0.0131 |
| ATR |
0.0073 |
0.0075 |
0.0002 |
3.3% |
0.0000 |
| Volume |
942 |
2,008 |
1,066 |
113.2% |
6,098 |
|
| Daily Pivots for day following 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1387 |
1.1340 |
1.1140 |
|
| R3 |
1.1280 |
1.1234 |
1.1110 |
|
| R2 |
1.1174 |
1.1174 |
1.1101 |
|
| R1 |
1.1127 |
1.1127 |
1.1091 |
1.1151 |
| PP |
1.1067 |
1.1067 |
1.1067 |
1.1079 |
| S1 |
1.1021 |
1.1021 |
1.1071 |
1.1044 |
| S2 |
1.0961 |
1.0961 |
1.1061 |
|
| S3 |
1.0854 |
1.0914 |
1.1052 |
|
| S4 |
1.0748 |
1.0808 |
1.1022 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1454 |
1.1399 |
1.1153 |
|
| R3 |
1.1323 |
1.1268 |
1.1117 |
|
| R2 |
1.1192 |
1.1192 |
1.1105 |
|
| R1 |
1.1137 |
1.1137 |
1.1093 |
1.1099 |
| PP |
1.1061 |
1.1061 |
1.1061 |
1.1043 |
| S1 |
1.1006 |
1.1006 |
1.1069 |
1.0968 |
| S2 |
1.0930 |
1.0930 |
1.1057 |
|
| S3 |
1.0799 |
1.0875 |
1.1045 |
|
| S4 |
1.0668 |
1.0744 |
1.1009 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1117 |
1.0986 |
0.0131 |
1.2% |
0.0068 |
0.6% |
73% |
False |
False |
1,219 |
| 10 |
1.1225 |
1.0986 |
0.0239 |
2.2% |
0.0084 |
0.8% |
40% |
False |
False |
1,397 |
| 20 |
1.1357 |
1.0986 |
0.0371 |
3.3% |
0.0075 |
0.7% |
26% |
False |
False |
1,426 |
| 40 |
1.1357 |
1.0806 |
0.0551 |
5.0% |
0.0072 |
0.7% |
50% |
False |
False |
1,120 |
| 60 |
1.1357 |
1.0758 |
0.0599 |
5.4% |
0.0063 |
0.6% |
54% |
False |
False |
808 |
| 80 |
1.1357 |
1.0758 |
0.0599 |
5.4% |
0.0060 |
0.5% |
54% |
False |
False |
638 |
| 100 |
1.1357 |
1.0661 |
0.0696 |
6.3% |
0.0060 |
0.5% |
60% |
False |
False |
520 |
| 120 |
1.1357 |
1.0661 |
0.0696 |
6.3% |
0.0056 |
0.5% |
60% |
False |
False |
450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1566 |
|
2.618 |
1.1392 |
|
1.618 |
1.1286 |
|
1.000 |
1.1220 |
|
0.618 |
1.1179 |
|
HIGH |
1.1114 |
|
0.618 |
1.1073 |
|
0.500 |
1.1060 |
|
0.382 |
1.1048 |
|
LOW |
1.1007 |
|
0.618 |
1.0941 |
|
1.000 |
1.0901 |
|
1.618 |
1.0835 |
|
2.618 |
1.0728 |
|
4.250 |
1.0554 |
|
|
| Fisher Pivots for day following 04-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1074 |
1.1071 |
| PP |
1.1067 |
1.1060 |
| S1 |
1.1060 |
1.1050 |
|