CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 28-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2023 |
28-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0917 |
1.0922 |
0.0006 |
0.1% |
1.1020 |
| High |
1.0939 |
1.0929 |
-0.0010 |
-0.1% |
1.1024 |
| Low |
1.0884 |
1.0922 |
0.0038 |
0.3% |
1.0884 |
| Close |
1.0926 |
1.0929 |
0.0003 |
0.0% |
1.0926 |
| Range |
0.0055 |
0.0007 |
-0.0048 |
-88.1% |
0.0140 |
| ATR |
0.0050 |
0.0047 |
-0.0003 |
-6.2% |
0.0000 |
| Volume |
39 |
1 |
-38 |
-97.4% |
347 |
|
| Daily Pivots for day following 28-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0946 |
1.0944 |
1.0932 |
|
| R3 |
1.0939 |
1.0937 |
1.0930 |
|
| R2 |
1.0933 |
1.0933 |
1.0930 |
|
| R1 |
1.0931 |
1.0931 |
1.0929 |
1.0932 |
| PP |
1.0926 |
1.0926 |
1.0926 |
1.0927 |
| S1 |
1.0924 |
1.0924 |
1.0928 |
1.0925 |
| S2 |
1.0920 |
1.0920 |
1.0927 |
|
| S3 |
1.0913 |
1.0918 |
1.0927 |
|
| S4 |
1.0907 |
1.0911 |
1.0925 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1365 |
1.1285 |
1.1003 |
|
| R3 |
1.1225 |
1.1145 |
1.0965 |
|
| R2 |
1.1085 |
1.1085 |
1.0952 |
|
| R1 |
1.1005 |
1.1005 |
1.0939 |
1.0975 |
| PP |
1.0945 |
1.0945 |
1.0945 |
1.0930 |
| S1 |
1.0865 |
1.0865 |
1.0913 |
1.0835 |
| S2 |
1.0805 |
1.0805 |
1.0900 |
|
| S3 |
1.0665 |
1.0725 |
1.0888 |
|
| S4 |
1.0525 |
1.0585 |
1.0849 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1024 |
1.0884 |
0.0140 |
1.3% |
0.0048 |
0.4% |
32% |
False |
False |
55 |
| 10 |
1.1049 |
1.0884 |
0.0165 |
1.5% |
0.0035 |
0.3% |
27% |
False |
False |
39 |
| 20 |
1.1158 |
1.0884 |
0.0274 |
2.5% |
0.0038 |
0.3% |
16% |
False |
False |
34 |
| 40 |
1.1382 |
1.0884 |
0.0498 |
4.6% |
0.0043 |
0.4% |
9% |
False |
False |
54 |
| 60 |
1.1382 |
1.0848 |
0.0534 |
4.9% |
0.0042 |
0.4% |
15% |
False |
False |
52 |
| 80 |
1.1382 |
1.0822 |
0.0560 |
5.1% |
0.0038 |
0.3% |
19% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0956 |
|
2.618 |
1.0946 |
|
1.618 |
1.0939 |
|
1.000 |
1.0935 |
|
0.618 |
1.0933 |
|
HIGH |
1.0929 |
|
0.618 |
1.0926 |
|
0.500 |
1.0925 |
|
0.382 |
1.0924 |
|
LOW |
1.0922 |
|
0.618 |
1.0918 |
|
1.000 |
1.0916 |
|
1.618 |
1.0911 |
|
2.618 |
1.0905 |
|
4.250 |
1.0894 |
|
|
| Fisher Pivots for day following 28-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0927 |
1.0928 |
| PP |
1.0926 |
1.0927 |
| S1 |
1.0925 |
1.0927 |
|