CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 18-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2023 |
18-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1012 |
1.0993 |
-0.0019 |
-0.2% |
1.1042 |
| High |
1.1012 |
1.0995 |
-0.0017 |
-0.1% |
1.1049 |
| Low |
1.0974 |
1.0970 |
-0.0004 |
0.0% |
1.0970 |
| Close |
1.0974 |
1.0995 |
0.0022 |
0.2% |
1.0995 |
| Range |
0.0038 |
0.0025 |
-0.0013 |
-34.2% |
0.0079 |
| ATR |
0.0050 |
0.0048 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
3 |
29 |
26 |
866.7% |
83 |
|
| Daily Pivots for day following 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1062 |
1.1053 |
1.1009 |
|
| R3 |
1.1037 |
1.1028 |
1.1002 |
|
| R2 |
1.1012 |
1.1012 |
1.1000 |
|
| R1 |
1.1003 |
1.1003 |
1.0997 |
1.1008 |
| PP |
1.0987 |
1.0987 |
1.0987 |
1.0989 |
| S1 |
1.0978 |
1.0978 |
1.0993 |
1.0983 |
| S2 |
1.0962 |
1.0962 |
1.0990 |
|
| S3 |
1.0937 |
1.0953 |
1.0988 |
|
| S4 |
1.0912 |
1.0928 |
1.0981 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1240 |
1.1196 |
1.1038 |
|
| R3 |
1.1162 |
1.1118 |
1.1017 |
|
| R2 |
1.1083 |
1.1083 |
1.1009 |
|
| R1 |
1.1039 |
1.1039 |
1.1002 |
1.1022 |
| PP |
1.1005 |
1.1005 |
1.1005 |
1.0996 |
| S1 |
1.0961 |
1.0961 |
1.0988 |
1.0943 |
| S2 |
1.0926 |
1.0926 |
1.0981 |
|
| S3 |
1.0848 |
1.0882 |
1.0973 |
|
| S4 |
1.0769 |
1.0804 |
1.0952 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1049 |
1.0970 |
0.0079 |
0.7% |
0.0032 |
0.3% |
32% |
False |
True |
16 |
| 10 |
1.1158 |
1.0970 |
0.0188 |
1.7% |
0.0035 |
0.3% |
13% |
False |
True |
16 |
| 20 |
1.1268 |
1.0970 |
0.0298 |
2.7% |
0.0047 |
0.4% |
8% |
False |
True |
49 |
| 40 |
1.1382 |
1.0970 |
0.0412 |
3.7% |
0.0042 |
0.4% |
6% |
False |
True |
49 |
| 60 |
1.1382 |
1.0822 |
0.0560 |
5.1% |
0.0040 |
0.4% |
31% |
False |
False |
48 |
| 80 |
1.1382 |
1.0822 |
0.0560 |
5.1% |
0.0037 |
0.3% |
31% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1101 |
|
2.618 |
1.1060 |
|
1.618 |
1.1035 |
|
1.000 |
1.1020 |
|
0.618 |
1.1010 |
|
HIGH |
1.0995 |
|
0.618 |
1.0985 |
|
0.500 |
1.0983 |
|
0.382 |
1.0980 |
|
LOW |
1.0970 |
|
0.618 |
1.0955 |
|
1.000 |
1.0945 |
|
1.618 |
1.0930 |
|
2.618 |
1.0905 |
|
4.250 |
1.0864 |
|
|
| Fisher Pivots for day following 18-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0991 |
1.1009 |
| PP |
1.0987 |
1.1005 |
| S1 |
1.0983 |
1.1000 |
|