CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 05-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2023 |
05-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0950 |
1.0899 |
-0.0052 |
-0.5% |
1.0922 |
| High |
1.0992 |
1.0912 |
-0.0081 |
-0.7% |
1.1046 |
| Low |
1.0894 |
1.0824 |
-0.0070 |
-0.6% |
1.0894 |
| Close |
1.0890 |
1.0833 |
-0.0058 |
-0.5% |
1.0890 |
| Range |
0.0098 |
0.0088 |
-0.0011 |
-10.7% |
0.0152 |
| ATR |
0.0054 |
0.0057 |
0.0002 |
4.4% |
0.0000 |
| Volume |
30 |
207 |
177 |
590.0% |
2,090 |
|
| Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1119 |
1.1063 |
1.0881 |
|
| R3 |
1.1031 |
1.0976 |
1.0857 |
|
| R2 |
1.0944 |
1.0944 |
1.0849 |
|
| R1 |
1.0888 |
1.0888 |
1.0841 |
1.0872 |
| PP |
1.0856 |
1.0856 |
1.0856 |
1.0848 |
| S1 |
1.0801 |
1.0801 |
1.0824 |
1.0785 |
| S2 |
1.0769 |
1.0769 |
1.0816 |
|
| S3 |
1.0681 |
1.0713 |
1.0808 |
|
| S4 |
1.0594 |
1.0626 |
1.0784 |
|
|
| 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 |
1.0824 |
0.0222 |
2.0% |
0.0072 |
0.7% |
4% |
False |
True |
459 |
| 10 |
1.1046 |
1.0824 |
0.0222 |
2.0% |
0.0060 |
0.6% |
4% |
False |
True |
257 |
| 20 |
1.1158 |
1.0824 |
0.0334 |
3.1% |
0.0046 |
0.4% |
3% |
False |
True |
139 |
| 40 |
1.1382 |
1.0824 |
0.0558 |
5.1% |
0.0048 |
0.4% |
2% |
False |
True |
102 |
| 60 |
1.1382 |
1.0824 |
0.0558 |
5.1% |
0.0046 |
0.4% |
2% |
False |
True |
88 |
| 80 |
1.1382 |
1.0822 |
0.0560 |
5.2% |
0.0041 |
0.4% |
2% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1283 |
|
2.618 |
1.1141 |
|
1.618 |
1.1053 |
|
1.000 |
1.0999 |
|
0.618 |
1.0966 |
|
HIGH |
1.0912 |
|
0.618 |
1.0878 |
|
0.500 |
1.0868 |
|
0.382 |
1.0857 |
|
LOW |
1.0824 |
|
0.618 |
1.0770 |
|
1.000 |
1.0737 |
|
1.618 |
1.0682 |
|
2.618 |
1.0595 |
|
4.250 |
1.0452 |
|
|
| Fisher Pivots for day following 05-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0868 |
1.0935 |
| PP |
1.0856 |
1.0901 |
| S1 |
1.0844 |
1.0867 |
|