CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 14-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2023 |
14-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1091 |
1.1042 |
-0.0049 |
-0.4% |
1.1096 |
| High |
1.1123 |
1.1046 |
-0.0078 |
-0.7% |
1.1158 |
| Low |
1.1073 |
1.1000 |
-0.0073 |
-0.7% |
1.1068 |
| Close |
1.1073 |
1.1025 |
-0.0048 |
-0.4% |
1.1073 |
| Range |
0.0051 |
0.0046 |
-0.0005 |
-9.9% |
0.0090 |
| ATR |
0.0054 |
0.0055 |
0.0001 |
2.5% |
0.0000 |
| Volume |
5 |
33 |
28 |
560.0% |
79 |
|
| Daily Pivots for day following 14-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1160 |
1.1138 |
1.1050 |
|
| R3 |
1.1115 |
1.1093 |
1.1038 |
|
| R2 |
1.1069 |
1.1069 |
1.1033 |
|
| R1 |
1.1047 |
1.1047 |
1.1029 |
1.1035 |
| PP |
1.1024 |
1.1024 |
1.1024 |
1.1018 |
| S1 |
1.1002 |
1.1002 |
1.1021 |
1.0990 |
| S2 |
1.0978 |
1.0978 |
1.1017 |
|
| S3 |
1.0933 |
1.0956 |
1.1012 |
|
| S4 |
1.0887 |
1.0911 |
1.1000 |
|
|
| 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 |
1.1000 |
0.0158 |
1.4% |
0.0040 |
0.4% |
16% |
False |
True |
19 |
| 10 |
1.1158 |
1.1000 |
0.0158 |
1.4% |
0.0041 |
0.4% |
16% |
False |
True |
28 |
| 20 |
1.1382 |
1.1000 |
0.0382 |
3.5% |
0.0048 |
0.4% |
7% |
False |
True |
49 |
| 40 |
1.1382 |
1.0980 |
0.0402 |
3.6% |
0.0043 |
0.4% |
11% |
False |
False |
61 |
| 60 |
1.1382 |
1.0822 |
0.0560 |
5.1% |
0.0040 |
0.4% |
36% |
False |
False |
51 |
| 80 |
1.1382 |
1.0822 |
0.0560 |
5.1% |
0.0037 |
0.3% |
36% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1239 |
|
2.618 |
1.1165 |
|
1.618 |
1.1119 |
|
1.000 |
1.1091 |
|
0.618 |
1.1074 |
|
HIGH |
1.1046 |
|
0.618 |
1.1028 |
|
0.500 |
1.1023 |
|
0.382 |
1.1017 |
|
LOW |
1.1000 |
|
0.618 |
1.0972 |
|
1.000 |
1.0955 |
|
1.618 |
1.0926 |
|
2.618 |
1.0881 |
|
4.250 |
1.0807 |
|
|
| Fisher Pivots for day following 14-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1024 |
1.1079 |
| PP |
1.1024 |
1.1061 |
| S1 |
1.1023 |
1.1043 |
|