CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 29-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2023 |
29-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0852 |
1.0880 |
0.0028 |
0.3% |
1.0937 |
| High |
1.0881 |
1.0950 |
0.0069 |
0.6% |
1.0992 |
| Low |
1.0852 |
1.0844 |
-0.0009 |
-0.1% |
1.0827 |
| Close |
1.0871 |
1.0930 |
0.0059 |
0.5% |
1.0868 |
| Range |
0.0029 |
0.0107 |
0.0078 |
267.2% |
0.0166 |
| ATR |
0.0066 |
0.0069 |
0.0003 |
4.4% |
0.0000 |
| Volume |
1,526 |
4,833 |
3,307 |
216.7% |
10,436 |
|
| Daily Pivots for day following 29-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1227 |
1.1185 |
1.0989 |
|
| R3 |
1.1121 |
1.1079 |
1.0959 |
|
| R2 |
1.1014 |
1.1014 |
1.0950 |
|
| R1 |
1.0972 |
1.0972 |
1.0940 |
1.0993 |
| PP |
1.0908 |
1.0908 |
1.0908 |
1.0918 |
| S1 |
1.0866 |
1.0866 |
1.0920 |
1.0887 |
| S2 |
1.0801 |
1.0801 |
1.0910 |
|
| S3 |
1.0695 |
1.0759 |
1.0901 |
|
| S4 |
1.0588 |
1.0653 |
1.0871 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1392 |
1.1295 |
1.0959 |
|
| R3 |
1.1226 |
1.1130 |
1.0913 |
|
| R2 |
1.1061 |
1.1061 |
1.0898 |
|
| R1 |
1.0964 |
1.0964 |
1.0883 |
1.0930 |
| PP |
1.0895 |
1.0895 |
1.0895 |
1.0878 |
| S1 |
1.0799 |
1.0799 |
1.0852 |
1.0764 |
| S2 |
1.0730 |
1.0730 |
1.0837 |
|
| S3 |
1.0564 |
1.0633 |
1.0822 |
|
| S4 |
1.0399 |
1.0468 |
1.0776 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0950 |
1.0827 |
0.0124 |
1.1% |
0.0070 |
0.6% |
84% |
True |
False |
2,785 |
| 10 |
1.0995 |
1.0827 |
0.0169 |
1.5% |
0.0065 |
0.6% |
61% |
False |
False |
2,061 |
| 20 |
1.1128 |
1.0827 |
0.0302 |
2.8% |
0.0067 |
0.6% |
34% |
False |
False |
1,658 |
| 40 |
1.1357 |
1.0827 |
0.0530 |
4.8% |
0.0071 |
0.6% |
20% |
False |
False |
1,491 |
| 60 |
1.1357 |
1.0784 |
0.0573 |
5.2% |
0.0068 |
0.6% |
26% |
False |
False |
1,237 |
| 80 |
1.1357 |
1.0758 |
0.0599 |
5.5% |
0.0063 |
0.6% |
29% |
False |
False |
975 |
| 100 |
1.1357 |
1.0758 |
0.0599 |
5.5% |
0.0060 |
0.5% |
29% |
False |
False |
803 |
| 120 |
1.1357 |
1.0661 |
0.0696 |
6.4% |
0.0060 |
0.6% |
39% |
False |
False |
678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1403 |
|
2.618 |
1.1229 |
|
1.618 |
1.1122 |
|
1.000 |
1.1057 |
|
0.618 |
1.1016 |
|
HIGH |
1.0950 |
|
0.618 |
1.0909 |
|
0.500 |
1.0897 |
|
0.382 |
1.0884 |
|
LOW |
1.0844 |
|
0.618 |
1.0778 |
|
1.000 |
1.0737 |
|
1.618 |
1.0671 |
|
2.618 |
1.0565 |
|
4.250 |
1.0391 |
|
|
| Fisher Pivots for day following 29-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0919 |
1.0916 |
| PP |
1.0908 |
1.0902 |
| S1 |
1.0897 |
1.0888 |
|