CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 22-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2023 |
22-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1020 |
1.1024 |
0.0005 |
0.0% |
1.1042 |
| High |
1.1020 |
1.1024 |
0.0005 |
0.0% |
1.1049 |
| Low |
1.1016 |
1.0950 |
-0.0066 |
-0.6% |
1.0970 |
| Close |
1.1016 |
1.0969 |
-0.0047 |
-0.4% |
1.0995 |
| Range |
0.0004 |
0.0074 |
0.0071 |
2,014.3% |
0.0079 |
| ATR |
0.0047 |
0.0049 |
0.0002 |
4.2% |
0.0000 |
| Volume |
73 |
121 |
48 |
65.8% |
83 |
|
| Daily Pivots for day following 22-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1203 |
1.1160 |
1.1010 |
|
| R3 |
1.1129 |
1.1086 |
1.0989 |
|
| R2 |
1.1055 |
1.1055 |
1.0983 |
|
| R1 |
1.1012 |
1.1012 |
1.0976 |
1.0997 |
| PP |
1.0981 |
1.0981 |
1.0981 |
1.0973 |
| S1 |
1.0938 |
1.0938 |
1.0962 |
1.0923 |
| S2 |
1.0907 |
1.0907 |
1.0955 |
|
| S3 |
1.0833 |
1.0864 |
1.0949 |
|
| S4 |
1.0759 |
1.0790 |
1.0928 |
|
|
| 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 |
1.0950 |
0.0099 |
0.9% |
0.0038 |
0.3% |
19% |
False |
True |
46 |
| 10 |
1.1158 |
1.0950 |
0.0208 |
1.9% |
0.0036 |
0.3% |
9% |
False |
True |
32 |
| 20 |
1.1268 |
1.0950 |
0.0318 |
2.9% |
0.0046 |
0.4% |
6% |
False |
True |
36 |
| 40 |
1.1382 |
1.0950 |
0.0432 |
3.9% |
0.0042 |
0.4% |
4% |
False |
True |
53 |
| 60 |
1.1382 |
1.0822 |
0.0560 |
5.1% |
0.0041 |
0.4% |
26% |
False |
False |
51 |
| 80 |
1.1382 |
1.0822 |
0.0560 |
5.1% |
0.0037 |
0.3% |
26% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1339 |
|
2.618 |
1.1218 |
|
1.618 |
1.1144 |
|
1.000 |
1.1098 |
|
0.618 |
1.1070 |
|
HIGH |
1.1024 |
|
0.618 |
1.0996 |
|
0.500 |
1.0987 |
|
0.382 |
1.0978 |
|
LOW |
1.0950 |
|
0.618 |
1.0904 |
|
1.000 |
1.0876 |
|
1.618 |
1.0830 |
|
2.618 |
1.0756 |
|
4.250 |
1.0636 |
|
|
| Fisher Pivots for day following 22-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0987 |
1.0987 |
| PP |
1.0981 |
1.0981 |
| S1 |
1.0975 |
1.0975 |
|