CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 11-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0749 |
1.0764 |
0.0016 |
0.1% |
1.0830 |
| High |
1.0795 |
1.0810 |
0.0015 |
0.1% |
1.0864 |
| Low |
1.0745 |
1.0758 |
0.0013 |
0.1% |
1.0738 |
| Close |
1.0748 |
1.0795 |
0.0047 |
0.4% |
1.0748 |
| Range |
0.0050 |
0.0052 |
0.0002 |
4.0% |
0.0126 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
72,079 |
99,264 |
27,185 |
37.7% |
170,277 |
|
| Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0942 |
1.0920 |
1.0823 |
|
| R3 |
1.0891 |
1.0869 |
1.0809 |
|
| R2 |
1.0839 |
1.0839 |
1.0804 |
|
| R1 |
1.0817 |
1.0817 |
1.0800 |
1.0828 |
| PP |
1.0788 |
1.0788 |
1.0788 |
1.0793 |
| S1 |
1.0766 |
1.0766 |
1.0790 |
1.0777 |
| S2 |
1.0736 |
1.0736 |
1.0786 |
|
| S3 |
1.0685 |
1.0714 |
1.0781 |
|
| S4 |
1.0633 |
1.0663 |
1.0767 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1160 |
1.1079 |
1.0817 |
|
| R3 |
1.1034 |
1.0954 |
1.0783 |
|
| R2 |
1.0909 |
1.0909 |
1.0771 |
|
| R1 |
1.0828 |
1.0828 |
1.0760 |
1.0806 |
| PP |
1.0783 |
1.0783 |
1.0783 |
1.0772 |
| S1 |
1.0703 |
1.0703 |
1.0736 |
1.0680 |
| S2 |
1.0658 |
1.0658 |
1.0725 |
|
| S3 |
1.0532 |
1.0577 |
1.0713 |
|
| S4 |
1.0407 |
1.0452 |
1.0679 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0864 |
1.0738 |
0.0126 |
1.2% |
0.0059 |
0.5% |
45% |
False |
False |
53,908 |
| 10 |
1.1003 |
1.0738 |
0.0265 |
2.5% |
0.0073 |
0.7% |
22% |
False |
False |
29,777 |
| 20 |
1.1026 |
1.0738 |
0.0288 |
2.7% |
0.0069 |
0.6% |
20% |
False |
False |
15,741 |
| 40 |
1.1357 |
1.0738 |
0.0619 |
5.7% |
0.0071 |
0.7% |
9% |
False |
False |
8,555 |
| 60 |
1.1357 |
1.0738 |
0.0619 |
5.7% |
0.0072 |
0.7% |
9% |
False |
False |
5,996 |
| 80 |
1.1357 |
1.0738 |
0.0619 |
5.7% |
0.0065 |
0.6% |
9% |
False |
False |
4,591 |
| 100 |
1.1357 |
1.0738 |
0.0619 |
5.7% |
0.0062 |
0.6% |
9% |
False |
False |
3,712 |
| 120 |
1.1357 |
1.0738 |
0.0619 |
5.7% |
0.0061 |
0.6% |
9% |
False |
False |
3,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1028 |
|
2.618 |
1.0944 |
|
1.618 |
1.0893 |
|
1.000 |
1.0861 |
|
0.618 |
1.0841 |
|
HIGH |
1.0810 |
|
0.618 |
1.0790 |
|
0.500 |
1.0784 |
|
0.382 |
1.0778 |
|
LOW |
1.0758 |
|
0.618 |
1.0726 |
|
1.000 |
1.0707 |
|
1.618 |
1.0675 |
|
2.618 |
1.0623 |
|
4.250 |
1.0539 |
|
|
| Fisher Pivots for day following 11-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0791 |
1.0788 |
| PP |
1.0788 |
1.0781 |
| S1 |
1.0784 |
1.0774 |
|