CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 01-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2023 |
01-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0982 |
1.0899 |
-0.0083 |
-0.8% |
1.0852 |
| High |
1.0994 |
1.0938 |
-0.0056 |
-0.5% |
1.1003 |
| Low |
1.0892 |
1.0828 |
-0.0064 |
-0.6% |
1.0828 |
| Close |
1.0901 |
1.0834 |
-0.0067 |
-0.6% |
1.0834 |
| Range |
0.0102 |
0.0110 |
0.0008 |
7.4% |
0.0175 |
| ATR |
0.0072 |
0.0075 |
0.0003 |
3.7% |
0.0000 |
| Volume |
8,016 |
5,460 |
-2,556 |
-31.9% |
28,232 |
|
| Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1195 |
1.1124 |
1.0894 |
|
| R3 |
1.1086 |
1.1015 |
1.0864 |
|
| R2 |
1.0976 |
1.0976 |
1.0854 |
|
| R1 |
1.0905 |
1.0905 |
1.0844 |
1.0886 |
| PP |
1.0867 |
1.0867 |
1.0867 |
1.0857 |
| S1 |
1.0796 |
1.0796 |
1.0824 |
1.0776 |
| S2 |
1.0757 |
1.0757 |
1.0814 |
|
| S3 |
1.0648 |
1.0686 |
1.0804 |
|
| S4 |
1.0538 |
1.0577 |
1.0774 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1412 |
1.1297 |
1.0930 |
|
| R3 |
1.1237 |
1.1123 |
1.0882 |
|
| R2 |
1.1063 |
1.1063 |
1.0866 |
|
| R1 |
1.0948 |
1.0948 |
1.0850 |
1.0918 |
| PP |
1.0888 |
1.0888 |
1.0888 |
1.0873 |
| S1 |
1.0774 |
1.0774 |
1.0818 |
1.0744 |
| S2 |
1.0714 |
1.0714 |
1.0802 |
|
| S3 |
1.0539 |
1.0599 |
1.0786 |
|
| S4 |
1.0365 |
1.0425 |
1.0738 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1003 |
1.0828 |
0.0175 |
1.6% |
0.0087 |
0.8% |
3% |
False |
True |
5,646 |
| 10 |
1.1003 |
1.0827 |
0.0176 |
1.6% |
0.0079 |
0.7% |
4% |
False |
False |
3,866 |
| 20 |
1.1128 |
1.0827 |
0.0302 |
2.8% |
0.0070 |
0.6% |
2% |
False |
False |
2,550 |
| 40 |
1.1357 |
1.0827 |
0.0530 |
4.9% |
0.0073 |
0.7% |
1% |
False |
False |
1,988 |
| 60 |
1.1357 |
1.0806 |
0.0551 |
5.1% |
0.0071 |
0.7% |
5% |
False |
False |
1,597 |
| 80 |
1.1357 |
1.0758 |
0.0599 |
5.5% |
0.0064 |
0.6% |
13% |
False |
False |
1,243 |
| 100 |
1.1357 |
1.0758 |
0.0599 |
5.5% |
0.0062 |
0.6% |
13% |
False |
False |
1,021 |
| 120 |
1.1357 |
1.0661 |
0.0696 |
6.4% |
0.0062 |
0.6% |
25% |
False |
False |
858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1403 |
|
2.618 |
1.1224 |
|
1.618 |
1.1115 |
|
1.000 |
1.1047 |
|
0.618 |
1.1005 |
|
HIGH |
1.0938 |
|
0.618 |
1.0896 |
|
0.500 |
1.0883 |
|
0.382 |
1.0870 |
|
LOW |
1.0828 |
|
0.618 |
1.0760 |
|
1.000 |
1.0719 |
|
1.618 |
1.0651 |
|
2.618 |
1.0541 |
|
4.250 |
1.0363 |
|
|
| Fisher Pivots for day following 01-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0883 |
1.0915 |
| PP |
1.0867 |
1.0888 |
| S1 |
1.0850 |
1.0861 |
|