CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 23-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2023 |
23-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1024 |
1.0976 |
-0.0048 |
-0.4% |
1.1042 |
| High |
1.1024 |
1.0983 |
-0.0041 |
-0.4% |
1.1049 |
| Low |
1.0950 |
1.0923 |
-0.0027 |
-0.2% |
1.0970 |
| Close |
1.0969 |
1.0977 |
0.0008 |
0.1% |
1.0995 |
| Range |
0.0074 |
0.0060 |
-0.0014 |
-18.9% |
0.0079 |
| ATR |
0.0049 |
0.0049 |
0.0001 |
1.7% |
0.0000 |
| Volume |
121 |
62 |
-59 |
-48.8% |
83 |
|
| Daily Pivots for day following 23-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1141 |
1.1119 |
1.1010 |
|
| R3 |
1.1081 |
1.1059 |
1.0993 |
|
| R2 |
1.1021 |
1.1021 |
1.0988 |
|
| R1 |
1.0999 |
1.0999 |
1.0982 |
1.1010 |
| PP |
1.0961 |
1.0961 |
1.0961 |
1.0966 |
| S1 |
1.0939 |
1.0939 |
1.0971 |
1.0950 |
| S2 |
1.0901 |
1.0901 |
1.0966 |
|
| S3 |
1.0841 |
1.0879 |
1.0960 |
|
| S4 |
1.0781 |
1.0819 |
1.0944 |
|
|
| 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 |
1.1024 |
1.0923 |
0.0101 |
0.9% |
0.0040 |
0.4% |
53% |
False |
True |
57 |
| 10 |
1.1158 |
1.0923 |
0.0235 |
2.1% |
0.0040 |
0.4% |
23% |
False |
True |
36 |
| 20 |
1.1268 |
1.0923 |
0.0345 |
3.1% |
0.0047 |
0.4% |
16% |
False |
True |
36 |
| 40 |
1.1382 |
1.0923 |
0.0459 |
4.2% |
0.0043 |
0.4% |
12% |
False |
True |
53 |
| 60 |
1.1382 |
1.0822 |
0.0560 |
5.1% |
0.0041 |
0.4% |
28% |
False |
False |
52 |
| 80 |
1.1382 |
1.0822 |
0.0560 |
5.1% |
0.0037 |
0.3% |
28% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1238 |
|
2.618 |
1.1140 |
|
1.618 |
1.1080 |
|
1.000 |
1.1043 |
|
0.618 |
1.1020 |
|
HIGH |
1.0983 |
|
0.618 |
1.0960 |
|
0.500 |
1.0953 |
|
0.382 |
1.0946 |
|
LOW |
1.0923 |
|
0.618 |
1.0886 |
|
1.000 |
1.0863 |
|
1.618 |
1.0826 |
|
2.618 |
1.0766 |
|
4.250 |
1.0668 |
|
|
| Fisher Pivots for day following 23-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0969 |
1.0976 |
| PP |
1.0961 |
1.0975 |
| S1 |
1.0953 |
1.0974 |
|