CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 01-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2023 |
01-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1046 |
1.0950 |
-0.0096 |
-0.9% |
1.0922 |
| High |
1.1046 |
1.0992 |
-0.0054 |
-0.5% |
1.1046 |
| Low |
1.0955 |
1.0894 |
-0.0061 |
-0.6% |
1.0894 |
| Close |
1.0957 |
1.0890 |
-0.0067 |
-0.6% |
1.0890 |
| Range |
0.0091 |
0.0098 |
0.0007 |
7.7% |
0.0152 |
| ATR |
0.0051 |
0.0054 |
0.0003 |
6.6% |
0.0000 |
| Volume |
76 |
30 |
-46 |
-60.5% |
2,090 |
|
| Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1219 |
1.1153 |
1.0944 |
|
| R3 |
1.1121 |
1.1055 |
1.0917 |
|
| R2 |
1.1023 |
1.1023 |
1.0908 |
|
| R1 |
1.0957 |
1.0957 |
1.0899 |
1.0941 |
| PP |
1.0925 |
1.0925 |
1.0925 |
1.0918 |
| S1 |
1.0859 |
1.0859 |
1.0881 |
1.0843 |
| S2 |
1.0827 |
1.0827 |
1.0872 |
|
| S3 |
1.0729 |
1.0761 |
1.0863 |
|
| S4 |
1.0631 |
1.0663 |
1.0836 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1399 |
1.1297 |
1.0974 |
|
| R3 |
1.1247 |
1.1145 |
1.0932 |
|
| R2 |
1.1095 |
1.1095 |
1.0918 |
|
| R1 |
1.0993 |
1.0993 |
1.0904 |
1.0968 |
| PP |
1.0943 |
1.0943 |
1.0943 |
1.0931 |
| S1 |
1.0841 |
1.0841 |
1.0876 |
1.0816 |
| S2 |
1.0791 |
1.0791 |
1.0862 |
|
| S3 |
1.0639 |
1.0689 |
1.0848 |
|
| S4 |
1.0487 |
1.0537 |
1.0806 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1046 |
1.0894 |
0.0152 |
1.4% |
0.0056 |
0.5% |
-3% |
False |
True |
418 |
| 10 |
1.1046 |
1.0884 |
0.0162 |
1.5% |
0.0051 |
0.5% |
4% |
False |
False |
243 |
| 20 |
1.1158 |
1.0884 |
0.0274 |
2.5% |
0.0043 |
0.4% |
2% |
False |
False |
129 |
| 40 |
1.1382 |
1.0884 |
0.0498 |
4.6% |
0.0046 |
0.4% |
1% |
False |
False |
98 |
| 60 |
1.1382 |
1.0884 |
0.0498 |
4.6% |
0.0045 |
0.4% |
1% |
False |
False |
85 |
| 80 |
1.1382 |
1.0822 |
0.0560 |
5.1% |
0.0040 |
0.4% |
12% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1409 |
|
2.618 |
1.1249 |
|
1.618 |
1.1151 |
|
1.000 |
1.1090 |
|
0.618 |
1.1053 |
|
HIGH |
1.0992 |
|
0.618 |
1.0955 |
|
0.500 |
1.0943 |
|
0.382 |
1.0931 |
|
LOW |
1.0894 |
|
0.618 |
1.0833 |
|
1.000 |
1.0796 |
|
1.618 |
1.0735 |
|
2.618 |
1.0637 |
|
4.250 |
1.0478 |
|
|
| Fisher Pivots for day following 01-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0943 |
1.0970 |
| PP |
1.0925 |
1.0943 |
| S1 |
1.0908 |
1.0917 |
|