CME Euro FX (E) Future March 2024
Trading Metrics calculated at close of trading on 15-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2023 |
15-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1.1042 |
1.1023 |
-0.0019 |
-0.2% |
1.1096 |
High |
1.1046 |
1.1023 |
-0.0023 |
-0.2% |
1.1158 |
Low |
1.1000 |
1.1023 |
0.0023 |
0.2% |
1.1068 |
Close |
1.1025 |
1.1023 |
-0.0002 |
0.0% |
1.1073 |
Range |
0.0046 |
0.0000 |
-0.0046 |
-100.0% |
0.0090 |
ATR |
0.0055 |
0.0051 |
-0.0004 |
-6.9% |
0.0000 |
Volume |
33 |
12 |
-21 |
-63.6% |
79 |
|
Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1023 |
1.1023 |
1.1023 |
|
R3 |
1.1023 |
1.1023 |
1.1023 |
|
R2 |
1.1023 |
1.1023 |
1.1023 |
|
R1 |
1.1023 |
1.1023 |
1.1023 |
1.1023 |
PP |
1.1023 |
1.1023 |
1.1023 |
1.1023 |
S1 |
1.1023 |
1.1023 |
1.1023 |
1.1023 |
S2 |
1.1023 |
1.1023 |
1.1023 |
|
S3 |
1.1023 |
1.1023 |
1.1023 |
|
S4 |
1.1023 |
1.1023 |
1.1023 |
|
|
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% |
0.0033 |
0.3% |
15% |
False |
False |
19 |
10 |
1.1158 |
1.1000 |
0.0158 |
1.4% |
0.0039 |
0.4% |
15% |
False |
False |
23 |
20 |
1.1375 |
1.1000 |
0.0375 |
3.4% |
0.0047 |
0.4% |
6% |
False |
False |
48 |
40 |
1.1382 |
1.0980 |
0.0402 |
3.6% |
0.0042 |
0.4% |
11% |
False |
False |
61 |
60 |
1.1382 |
1.0822 |
0.0560 |
5.1% |
0.0040 |
0.4% |
36% |
False |
False |
50 |
80 |
1.1382 |
1.0822 |
0.0560 |
5.1% |
0.0037 |
0.3% |
36% |
False |
False |
42 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1023 |
2.618 |
1.1023 |
1.618 |
1.1023 |
1.000 |
1.1023 |
0.618 |
1.1023 |
HIGH |
1.1023 |
0.618 |
1.1023 |
0.500 |
1.1023 |
0.382 |
1.1023 |
LOW |
1.1023 |
0.618 |
1.1023 |
1.000 |
1.1023 |
1.618 |
1.1023 |
2.618 |
1.1023 |
4.250 |
1.1023 |
|
|
Fisher Pivots for day following 15-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1023 |
1.1062 |
PP |
1.1023 |
1.1049 |
S1 |
1.1023 |
1.1036 |
|