CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 18-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2023 |
18-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0943 |
1.0934 |
-0.0009 |
-0.1% |
1.1015 |
| High |
1.0979 |
1.0955 |
-0.0024 |
-0.2% |
1.1026 |
| Low |
1.0919 |
1.0908 |
-0.0011 |
-0.1% |
1.0908 |
| Close |
1.0920 |
1.0941 |
0.0021 |
0.2% |
1.0941 |
| Range |
0.0061 |
0.0047 |
-0.0014 |
-22.3% |
0.0118 |
| ATR |
0.0069 |
0.0068 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
1,633 |
1,466 |
-167 |
-10.2% |
6,627 |
|
| Daily Pivots for day following 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1076 |
1.1055 |
1.0966 |
|
| R3 |
1.1029 |
1.1008 |
1.0953 |
|
| R2 |
1.0982 |
1.0982 |
1.0949 |
|
| R1 |
1.0961 |
1.0961 |
1.0945 |
1.0971 |
| PP |
1.0935 |
1.0935 |
1.0935 |
1.0940 |
| S1 |
1.0914 |
1.0914 |
1.0936 |
1.0924 |
| S2 |
1.0888 |
1.0888 |
1.0932 |
|
| S3 |
1.0841 |
1.0867 |
1.0928 |
|
| S4 |
1.0794 |
1.0820 |
1.0915 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1311 |
1.1243 |
1.1005 |
|
| R3 |
1.1193 |
1.1126 |
1.0973 |
|
| R2 |
1.1076 |
1.1076 |
1.0962 |
|
| R1 |
1.1008 |
1.1008 |
1.0951 |
1.0983 |
| PP |
1.0958 |
1.0958 |
1.0958 |
1.0946 |
| S1 |
1.0891 |
1.0891 |
1.0930 |
1.0866 |
| S2 |
1.0841 |
1.0841 |
1.0919 |
|
| S3 |
1.0723 |
1.0773 |
1.0908 |
|
| S4 |
1.0606 |
1.0656 |
1.0876 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1026 |
1.0908 |
0.0118 |
1.1% |
0.0061 |
0.6% |
28% |
False |
True |
1,325 |
| 10 |
1.1128 |
1.0908 |
0.0220 |
2.0% |
0.0061 |
0.6% |
15% |
False |
True |
1,233 |
| 20 |
1.1225 |
1.0908 |
0.0317 |
2.9% |
0.0073 |
0.7% |
10% |
False |
True |
1,315 |
| 40 |
1.1357 |
1.0908 |
0.0449 |
4.1% |
0.0071 |
0.6% |
7% |
False |
True |
1,169 |
| 60 |
1.1357 |
1.0758 |
0.0599 |
5.5% |
0.0066 |
0.6% |
31% |
False |
False |
982 |
| 80 |
1.1357 |
1.0758 |
0.0599 |
5.5% |
0.0061 |
0.6% |
31% |
False |
False |
783 |
| 100 |
1.1357 |
1.0758 |
0.0599 |
5.5% |
0.0059 |
0.5% |
31% |
False |
False |
637 |
| 120 |
1.1357 |
1.0661 |
0.0696 |
6.4% |
0.0058 |
0.5% |
40% |
False |
False |
545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1155 |
|
2.618 |
1.1078 |
|
1.618 |
1.1031 |
|
1.000 |
1.1002 |
|
0.618 |
1.0984 |
|
HIGH |
1.0955 |
|
0.618 |
1.0937 |
|
0.500 |
1.0932 |
|
0.382 |
1.0926 |
|
LOW |
1.0908 |
|
0.618 |
1.0879 |
|
1.000 |
1.0861 |
|
1.618 |
1.0832 |
|
2.618 |
1.0785 |
|
4.250 |
1.0708 |
|
|
| Fisher Pivots for day following 18-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0938 |
1.0952 |
| PP |
1.0935 |
1.0948 |
| S1 |
1.0932 |
1.0944 |
|