CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 11-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2023 |
11-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1102 |
1.1091 |
-0.0012 |
-0.1% |
1.1096 |
| High |
1.1158 |
1.1123 |
-0.0035 |
-0.3% |
1.1158 |
| Low |
1.1102 |
1.1073 |
-0.0030 |
-0.3% |
1.1068 |
| Close |
1.1113 |
1.1073 |
-0.0041 |
-0.4% |
1.1073 |
| Range |
0.0056 |
0.0051 |
-0.0005 |
-9.0% |
0.0090 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
17 |
5 |
-12 |
-70.6% |
79 |
|
| Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1241 |
1.1207 |
1.1100 |
|
| R3 |
1.1190 |
1.1157 |
1.1086 |
|
| R2 |
1.1140 |
1.1140 |
1.1082 |
|
| R1 |
1.1106 |
1.1106 |
1.1077 |
1.1098 |
| PP |
1.1089 |
1.1089 |
1.1089 |
1.1085 |
| S1 |
1.1056 |
1.1056 |
1.1068 |
1.1047 |
| S2 |
1.1039 |
1.1039 |
1.1063 |
|
| S3 |
1.0988 |
1.1005 |
1.1059 |
|
| S4 |
1.0938 |
1.0955 |
1.1045 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1368 |
1.1310 |
1.1122 |
|
| R3 |
1.1278 |
1.1220 |
1.1097 |
|
| R2 |
1.1189 |
1.1189 |
1.1089 |
|
| R1 |
1.1131 |
1.1131 |
1.1081 |
1.1115 |
| PP |
1.1099 |
1.1099 |
1.1099 |
1.1092 |
| S1 |
1.1041 |
1.1041 |
1.1064 |
1.1026 |
| S2 |
1.1010 |
1.1010 |
1.1056 |
|
| S3 |
1.0920 |
1.0952 |
1.1048 |
|
| S4 |
1.0831 |
1.0862 |
1.1023 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1158 |
1.1068 |
0.0090 |
0.8% |
0.0039 |
0.4% |
5% |
False |
False |
15 |
| 10 |
1.1159 |
1.1050 |
0.0109 |
1.0% |
0.0039 |
0.4% |
21% |
False |
False |
29 |
| 20 |
1.1382 |
1.1050 |
0.0332 |
3.0% |
0.0047 |
0.4% |
7% |
False |
False |
52 |
| 40 |
1.1382 |
1.0970 |
0.0412 |
3.7% |
0.0046 |
0.4% |
25% |
False |
False |
62 |
| 60 |
1.1382 |
1.0822 |
0.0560 |
5.1% |
0.0040 |
0.4% |
45% |
False |
False |
50 |
| 80 |
1.1382 |
1.0822 |
0.0560 |
5.1% |
0.0036 |
0.3% |
45% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1338 |
|
2.618 |
1.1255 |
|
1.618 |
1.1205 |
|
1.000 |
1.1174 |
|
0.618 |
1.1154 |
|
HIGH |
1.1123 |
|
0.618 |
1.1104 |
|
0.500 |
1.1098 |
|
0.382 |
1.1092 |
|
LOW |
1.1073 |
|
0.618 |
1.1041 |
|
1.000 |
1.1022 |
|
1.618 |
1.0991 |
|
2.618 |
1.0940 |
|
4.250 |
1.0858 |
|
|
| Fisher Pivots for day following 11-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1098 |
1.1115 |
| PP |
1.1089 |
1.1101 |
| S1 |
1.1081 |
1.1087 |
|