CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 31-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2023 |
31-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0938 |
1.0982 |
0.0044 |
0.4% |
1.0937 |
| High |
1.1003 |
1.0994 |
-0.0009 |
-0.1% |
1.0992 |
| Low |
1.0914 |
1.0892 |
-0.0023 |
-0.2% |
1.0827 |
| Close |
1.0981 |
1.0901 |
-0.0080 |
-0.7% |
1.0868 |
| Range |
0.0089 |
0.0102 |
0.0014 |
15.3% |
0.0166 |
| ATR |
0.0070 |
0.0072 |
0.0002 |
3.2% |
0.0000 |
| Volume |
8,397 |
8,016 |
-381 |
-4.5% |
10,436 |
|
| Daily Pivots for day following 31-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1235 |
1.1170 |
1.0957 |
|
| R3 |
1.1133 |
1.1068 |
1.0929 |
|
| R2 |
1.1031 |
1.1031 |
1.0920 |
|
| R1 |
1.0966 |
1.0966 |
1.0910 |
1.0947 |
| PP |
1.0929 |
1.0929 |
1.0929 |
1.0919 |
| S1 |
1.0864 |
1.0864 |
1.0892 |
1.0845 |
| S2 |
1.0827 |
1.0827 |
1.0882 |
|
| S3 |
1.0725 |
1.0762 |
1.0873 |
|
| S4 |
1.0623 |
1.0660 |
1.0845 |
|
|
| 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 |
1.1003 |
1.0827 |
0.0176 |
1.6% |
0.0080 |
0.7% |
42% |
False |
False |
5,042 |
| 10 |
1.1003 |
1.0827 |
0.0176 |
1.6% |
0.0072 |
0.7% |
42% |
False |
False |
3,467 |
| 20 |
1.1128 |
1.0827 |
0.0302 |
2.8% |
0.0070 |
0.6% |
25% |
False |
False |
2,377 |
| 40 |
1.1357 |
1.0827 |
0.0530 |
4.9% |
0.0073 |
0.7% |
14% |
False |
False |
1,870 |
| 60 |
1.1357 |
1.0784 |
0.0573 |
5.3% |
0.0070 |
0.6% |
21% |
False |
False |
1,506 |
| 80 |
1.1357 |
1.0758 |
0.0599 |
5.5% |
0.0064 |
0.6% |
24% |
False |
False |
1,176 |
| 100 |
1.1357 |
1.0758 |
0.0599 |
5.5% |
0.0061 |
0.6% |
24% |
False |
False |
967 |
| 120 |
1.1357 |
1.0661 |
0.0696 |
6.4% |
0.0061 |
0.6% |
35% |
False |
False |
813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1427 |
|
2.618 |
1.1261 |
|
1.618 |
1.1159 |
|
1.000 |
1.1096 |
|
0.618 |
1.1057 |
|
HIGH |
1.0994 |
|
0.618 |
1.0955 |
|
0.500 |
1.0943 |
|
0.382 |
1.0930 |
|
LOW |
1.0892 |
|
0.618 |
1.0828 |
|
1.000 |
1.0790 |
|
1.618 |
1.0726 |
|
2.618 |
1.0624 |
|
4.250 |
1.0458 |
|
|
| Fisher Pivots for day following 31-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0943 |
1.0923 |
| PP |
1.0929 |
1.0916 |
| S1 |
1.0915 |
1.0908 |
|