CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 09-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2023 |
09-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1074 |
1.1029 |
-0.0045 |
-0.4% |
1.1100 |
| High |
1.1079 |
1.1063 |
-0.0016 |
-0.1% |
1.1117 |
| Low |
1.1000 |
1.1025 |
0.0025 |
0.2% |
1.0986 |
| Close |
1.1030 |
1.1045 |
0.0015 |
0.1% |
1.1081 |
| Range |
0.0079 |
0.0038 |
-0.0041 |
-51.6% |
0.0131 |
| ATR |
0.0074 |
0.0071 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
537 |
904 |
367 |
68.3% |
6,098 |
|
| Daily Pivots for day following 09-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1158 |
1.1139 |
1.1065 |
|
| R3 |
1.1120 |
1.1101 |
1.1055 |
|
| R2 |
1.1082 |
1.1082 |
1.1051 |
|
| R1 |
1.1063 |
1.1063 |
1.1048 |
1.1073 |
| PP |
1.1044 |
1.1044 |
1.1044 |
1.1049 |
| S1 |
1.1025 |
1.1025 |
1.1041 |
1.1035 |
| S2 |
1.1006 |
1.1006 |
1.1038 |
|
| S3 |
1.0968 |
1.0987 |
1.1034 |
|
| S4 |
1.0930 |
1.0949 |
1.1024 |
|
|
| 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 |
1.1114 |
1.0986 |
0.0128 |
1.2% |
0.0062 |
0.6% |
46% |
False |
False |
1,025 |
| 10 |
1.1225 |
1.0986 |
0.0239 |
2.2% |
0.0079 |
0.7% |
24% |
False |
False |
1,327 |
| 20 |
1.1357 |
1.0986 |
0.0371 |
3.4% |
0.0072 |
0.7% |
16% |
False |
False |
1,322 |
| 40 |
1.1357 |
1.0877 |
0.0480 |
4.3% |
0.0072 |
0.7% |
35% |
False |
False |
1,136 |
| 60 |
1.1357 |
1.0758 |
0.0599 |
5.4% |
0.0062 |
0.6% |
48% |
False |
False |
826 |
| 80 |
1.1357 |
1.0758 |
0.0599 |
5.4% |
0.0060 |
0.5% |
48% |
False |
False |
660 |
| 100 |
1.1357 |
1.0758 |
0.0599 |
5.4% |
0.0059 |
0.5% |
48% |
False |
False |
537 |
| 120 |
1.1357 |
1.0661 |
0.0696 |
6.3% |
0.0056 |
0.5% |
55% |
False |
False |
464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1225 |
|
2.618 |
1.1162 |
|
1.618 |
1.1124 |
|
1.000 |
1.1101 |
|
0.618 |
1.1086 |
|
HIGH |
1.1063 |
|
0.618 |
1.1048 |
|
0.500 |
1.1044 |
|
0.382 |
1.1040 |
|
LOW |
1.1025 |
|
0.618 |
1.1002 |
|
1.000 |
1.0987 |
|
1.618 |
1.0964 |
|
2.618 |
1.0926 |
|
4.250 |
1.0864 |
|
|
| Fisher Pivots for day following 09-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1044 |
1.1044 |
| PP |
1.1044 |
1.1043 |
| S1 |
1.1044 |
1.1042 |
|