CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 24-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2023 |
24-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0910 |
1.0926 |
0.0016 |
0.1% |
1.1015 |
| High |
1.0932 |
1.0936 |
0.0005 |
0.0% |
1.1026 |
| Low |
1.0864 |
1.0867 |
0.0003 |
0.0% |
1.0908 |
| Close |
1.0921 |
1.0870 |
-0.0051 |
-0.5% |
1.0941 |
| Range |
0.0068 |
0.0070 |
0.0002 |
3.0% |
0.0118 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
0.1% |
0.0000 |
| Volume |
3,156 |
1,969 |
-1,187 |
-37.6% |
6,627 |
|
| Daily Pivots for day following 24-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1099 |
1.1054 |
1.0908 |
|
| R3 |
1.1030 |
1.0984 |
1.0889 |
|
| R2 |
1.0960 |
1.0960 |
1.0882 |
|
| R1 |
1.0915 |
1.0915 |
1.0876 |
1.0903 |
| PP |
1.0891 |
1.0891 |
1.0891 |
1.0885 |
| S1 |
1.0845 |
1.0845 |
1.0863 |
1.0833 |
| S2 |
1.0821 |
1.0821 |
1.0857 |
|
| S3 |
1.0752 |
1.0776 |
1.0850 |
|
| S4 |
1.0682 |
1.0706 |
1.0831 |
|
|
| 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 |
1.0992 |
1.0864 |
0.0128 |
1.2% |
0.0064 |
0.6% |
4% |
False |
False |
1,892 |
| 10 |
1.1072 |
1.0864 |
0.0208 |
1.9% |
0.0064 |
0.6% |
3% |
False |
False |
1,651 |
| 20 |
1.1128 |
1.0864 |
0.0264 |
2.4% |
0.0067 |
0.6% |
2% |
False |
False |
1,509 |
| 40 |
1.1357 |
1.0864 |
0.0493 |
4.5% |
0.0071 |
0.7% |
1% |
False |
False |
1,318 |
| 60 |
1.1357 |
1.0758 |
0.0599 |
5.5% |
0.0068 |
0.6% |
19% |
False |
False |
1,106 |
| 80 |
1.1357 |
1.0758 |
0.0599 |
5.5% |
0.0062 |
0.6% |
19% |
False |
False |
875 |
| 100 |
1.1357 |
1.0758 |
0.0599 |
5.5% |
0.0059 |
0.5% |
19% |
False |
False |
716 |
| 120 |
1.1357 |
1.0661 |
0.0696 |
6.4% |
0.0059 |
0.5% |
30% |
False |
False |
607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1231 |
|
2.618 |
1.1118 |
|
1.618 |
1.1048 |
|
1.000 |
1.1006 |
|
0.618 |
1.0979 |
|
HIGH |
1.0936 |
|
0.618 |
1.0909 |
|
0.500 |
1.0901 |
|
0.382 |
1.0893 |
|
LOW |
1.0867 |
|
0.618 |
1.0824 |
|
1.000 |
1.0797 |
|
1.618 |
1.0754 |
|
2.618 |
1.0685 |
|
4.250 |
1.0571 |
|
|
| Fisher Pivots for day following 24-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0901 |
1.0928 |
| PP |
1.0891 |
1.0909 |
| S1 |
1.0880 |
1.0889 |
|