CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 17-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2023 |
17-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1019 |
1.1012 |
-0.0008 |
-0.1% |
1.1096 |
| High |
1.1049 |
1.1012 |
-0.0037 |
-0.3% |
1.1158 |
| Low |
1.0999 |
1.0974 |
-0.0025 |
-0.2% |
1.1068 |
| Close |
1.0999 |
1.0974 |
-0.0025 |
-0.2% |
1.1073 |
| Range |
0.0050 |
0.0038 |
-0.0012 |
-24.0% |
0.0090 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
6 |
3 |
-3 |
-50.0% |
79 |
|
| Daily Pivots for day following 17-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1100 |
1.1075 |
1.0994 |
|
| R3 |
1.1062 |
1.1037 |
1.0984 |
|
| R2 |
1.1024 |
1.1024 |
1.0980 |
|
| R1 |
1.0999 |
1.0999 |
1.0977 |
1.0993 |
| PP |
1.0986 |
1.0986 |
1.0986 |
1.0983 |
| S1 |
1.0961 |
1.0961 |
1.0970 |
1.0955 |
| S2 |
1.0948 |
1.0948 |
1.0967 |
|
| S3 |
1.0910 |
1.0923 |
1.0963 |
|
| S4 |
1.0872 |
1.0885 |
1.0953 |
|
|
| 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 |
1.1123 |
1.0974 |
0.0150 |
1.4% |
0.0037 |
0.3% |
0% |
False |
True |
11 |
| 10 |
1.1158 |
1.0974 |
0.0184 |
1.7% |
0.0040 |
0.4% |
0% |
False |
True |
16 |
| 20 |
1.1276 |
1.0974 |
0.0303 |
2.8% |
0.0047 |
0.4% |
0% |
False |
True |
47 |
| 40 |
1.1382 |
1.0974 |
0.0408 |
3.7% |
0.0042 |
0.4% |
0% |
False |
True |
55 |
| 60 |
1.1382 |
1.0822 |
0.0560 |
5.1% |
0.0040 |
0.4% |
27% |
False |
False |
49 |
| 80 |
1.1382 |
1.0822 |
0.0560 |
5.1% |
0.0037 |
0.3% |
27% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1173 |
|
2.618 |
1.1111 |
|
1.618 |
1.1073 |
|
1.000 |
1.1050 |
|
0.618 |
1.1035 |
|
HIGH |
1.1012 |
|
0.618 |
1.0997 |
|
0.500 |
1.0993 |
|
0.382 |
1.0988 |
|
LOW |
1.0974 |
|
0.618 |
1.0950 |
|
1.000 |
1.0936 |
|
1.618 |
1.0912 |
|
2.618 |
1.0874 |
|
4.250 |
1.0812 |
|
|
| Fisher Pivots for day following 17-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0993 |
1.1011 |
| PP |
1.0986 |
1.0999 |
| S1 |
1.0980 |
1.0986 |
|