CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 24-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2023 |
24-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0976 |
1.0970 |
-0.0007 |
-0.1% |
1.1042 |
| High |
1.0983 |
1.0970 |
-0.0014 |
-0.1% |
1.1049 |
| Low |
1.0923 |
1.0927 |
0.0004 |
0.0% |
1.0970 |
| Close |
1.0977 |
1.0927 |
-0.0050 |
-0.5% |
1.0995 |
| Range |
0.0060 |
0.0043 |
-0.0017 |
-28.3% |
0.0079 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
0.1% |
0.0000 |
| Volume |
62 |
52 |
-10 |
-16.1% |
83 |
|
| Daily Pivots for day following 24-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1070 |
1.1041 |
1.0950 |
|
| R3 |
1.1027 |
1.0998 |
1.0938 |
|
| R2 |
1.0984 |
1.0984 |
1.0934 |
|
| R1 |
1.0955 |
1.0955 |
1.0930 |
1.0948 |
| PP |
1.0941 |
1.0941 |
1.0941 |
1.0937 |
| S1 |
1.0912 |
1.0912 |
1.0923 |
1.0905 |
| S2 |
1.0898 |
1.0898 |
1.0919 |
|
| S3 |
1.0855 |
1.0869 |
1.0915 |
|
| S4 |
1.0812 |
1.0826 |
1.0903 |
|
|
| 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% |
0.0041 |
0.4% |
3% |
False |
False |
67 |
| 10 |
1.1123 |
1.0923 |
0.0200 |
1.8% |
0.0039 |
0.4% |
2% |
False |
False |
39 |
| 20 |
1.1168 |
1.0923 |
0.0245 |
2.2% |
0.0041 |
0.4% |
1% |
False |
False |
36 |
| 40 |
1.1382 |
1.0923 |
0.0459 |
4.2% |
0.0044 |
0.4% |
1% |
False |
False |
54 |
| 60 |
1.1382 |
1.0822 |
0.0560 |
5.1% |
0.0042 |
0.4% |
19% |
False |
False |
53 |
| 80 |
1.1382 |
1.0822 |
0.0560 |
5.1% |
0.0037 |
0.3% |
19% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1152 |
|
2.618 |
1.1082 |
|
1.618 |
1.1039 |
|
1.000 |
1.1013 |
|
0.618 |
1.0996 |
|
HIGH |
1.0970 |
|
0.618 |
1.0953 |
|
0.500 |
1.0948 |
|
0.382 |
1.0943 |
|
LOW |
1.0927 |
|
0.618 |
1.0900 |
|
1.000 |
1.0884 |
|
1.618 |
1.0857 |
|
2.618 |
1.0814 |
|
4.250 |
1.0744 |
|
|
| Fisher Pivots for day following 24-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0948 |
1.0974 |
| PP |
1.0941 |
1.0958 |
| S1 |
1.0934 |
1.0942 |
|