CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 30-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2023 |
30-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0942 |
1.1002 |
0.0060 |
0.5% |
1.1020 |
| High |
1.0987 |
1.1040 |
0.0054 |
0.5% |
1.1024 |
| Low |
1.0942 |
1.1002 |
0.0060 |
0.5% |
1.0884 |
| Close |
1.0987 |
1.1036 |
0.0050 |
0.5% |
1.0926 |
| Range |
0.0045 |
0.0038 |
-0.0007 |
-14.6% |
0.0140 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
0.9% |
0.0000 |
| Volume |
1,113 |
870 |
-243 |
-21.8% |
347 |
|
| Daily Pivots for day following 30-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1140 |
1.1126 |
1.1057 |
|
| R3 |
1.1102 |
1.1088 |
1.1046 |
|
| R2 |
1.1064 |
1.1064 |
1.1043 |
|
| R1 |
1.1050 |
1.1050 |
1.1039 |
1.1057 |
| PP |
1.1026 |
1.1026 |
1.1026 |
1.1030 |
| S1 |
1.1012 |
1.1012 |
1.1033 |
1.1019 |
| S2 |
1.0988 |
1.0988 |
1.1029 |
|
| S3 |
1.0950 |
1.0974 |
1.1026 |
|
| S4 |
1.0912 |
1.0936 |
1.1015 |
|
|
| 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 |
1.1040 |
1.0884 |
0.0156 |
1.4% |
0.0037 |
0.3% |
97% |
True |
False |
415 |
| 10 |
1.1040 |
1.0884 |
0.0156 |
1.4% |
0.0039 |
0.4% |
97% |
True |
False |
236 |
| 20 |
1.1158 |
1.0884 |
0.0274 |
2.5% |
0.0039 |
0.4% |
56% |
False |
False |
127 |
| 40 |
1.1382 |
1.0884 |
0.0498 |
4.5% |
0.0044 |
0.4% |
31% |
False |
False |
99 |
| 60 |
1.1382 |
1.0848 |
0.0534 |
4.8% |
0.0042 |
0.4% |
35% |
False |
False |
83 |
| 80 |
1.1382 |
1.0822 |
0.0560 |
5.1% |
0.0038 |
0.3% |
38% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1202 |
|
2.618 |
1.1139 |
|
1.618 |
1.1101 |
|
1.000 |
1.1078 |
|
0.618 |
1.1063 |
|
HIGH |
1.1040 |
|
0.618 |
1.1025 |
|
0.500 |
1.1021 |
|
0.382 |
1.1017 |
|
LOW |
1.1002 |
|
0.618 |
1.0979 |
|
1.000 |
1.0964 |
|
1.618 |
1.0941 |
|
2.618 |
1.0903 |
|
4.250 |
1.0841 |
|
|
| Fisher Pivots for day following 30-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1031 |
1.1018 |
| PP |
1.1026 |
1.0999 |
| S1 |
1.1021 |
1.0981 |
|