CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 06-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2023 |
06-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0899 |
1.0837 |
-0.0062 |
-0.6% |
1.0922 |
| High |
1.0912 |
1.0848 |
-0.0064 |
-0.6% |
1.1046 |
| Low |
1.0824 |
1.0821 |
-0.0004 |
0.0% |
1.0894 |
| Close |
1.0833 |
1.0836 |
0.0003 |
0.0% |
1.0890 |
| Range |
0.0088 |
0.0027 |
-0.0061 |
-69.1% |
0.0152 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
207 |
38 |
-169 |
-81.6% |
2,090 |
|
| Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0916 |
1.0903 |
1.0850 |
|
| R3 |
1.0889 |
1.0876 |
1.0843 |
|
| R2 |
1.0862 |
1.0862 |
1.0840 |
|
| R1 |
1.0849 |
1.0849 |
1.0838 |
1.0842 |
| PP |
1.0835 |
1.0835 |
1.0835 |
1.0831 |
| S1 |
1.0822 |
1.0822 |
1.0833 |
1.0815 |
| S2 |
1.0808 |
1.0808 |
1.0831 |
|
| S3 |
1.0781 |
1.0795 |
1.0828 |
|
| S4 |
1.0754 |
1.0768 |
1.0821 |
|
|
| 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 |
1.0821 |
0.0226 |
2.1% |
0.0068 |
0.6% |
7% |
False |
True |
244 |
| 10 |
1.1046 |
1.0821 |
0.0226 |
2.1% |
0.0055 |
0.5% |
7% |
False |
True |
248 |
| 20 |
1.1158 |
1.0821 |
0.0337 |
3.1% |
0.0045 |
0.4% |
4% |
False |
True |
140 |
| 40 |
1.1382 |
1.0821 |
0.0561 |
5.2% |
0.0048 |
0.4% |
3% |
False |
True |
102 |
| 60 |
1.1382 |
1.0821 |
0.0561 |
5.2% |
0.0045 |
0.4% |
3% |
False |
True |
88 |
| 80 |
1.1382 |
1.0821 |
0.0561 |
5.2% |
0.0041 |
0.4% |
3% |
False |
True |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0962 |
|
2.618 |
1.0918 |
|
1.618 |
1.0891 |
|
1.000 |
1.0875 |
|
0.618 |
1.0864 |
|
HIGH |
1.0848 |
|
0.618 |
1.0837 |
|
0.500 |
1.0834 |
|
0.382 |
1.0831 |
|
LOW |
1.0821 |
|
0.618 |
1.0804 |
|
1.000 |
1.0794 |
|
1.618 |
1.0777 |
|
2.618 |
1.0750 |
|
4.250 |
1.0706 |
|
|
| Fisher Pivots for day following 06-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0835 |
1.0906 |
| PP |
1.0835 |
1.0883 |
| S1 |
1.0834 |
1.0859 |
|