CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 07-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2023 |
07-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0837 |
1.0834 |
-0.0003 |
0.0% |
1.0922 |
| High |
1.0848 |
1.0836 |
-0.0012 |
-0.1% |
1.1046 |
| Low |
1.0821 |
1.0798 |
-0.0023 |
-0.2% |
1.0894 |
| Close |
1.0836 |
1.0802 |
-0.0034 |
-0.3% |
1.0890 |
| Range |
0.0027 |
0.0038 |
0.0011 |
40.7% |
0.0152 |
| ATR |
0.0055 |
0.0053 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
38 |
176 |
138 |
363.2% |
2,090 |
|
| Daily Pivots for day following 07-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0926 |
1.0902 |
1.0823 |
|
| R3 |
1.0888 |
1.0864 |
1.0812 |
|
| R2 |
1.0850 |
1.0850 |
1.0809 |
|
| R1 |
1.0826 |
1.0826 |
1.0805 |
1.0819 |
| PP |
1.0812 |
1.0812 |
1.0812 |
1.0809 |
| S1 |
1.0788 |
1.0788 |
1.0799 |
1.0781 |
| S2 |
1.0774 |
1.0774 |
1.0795 |
|
| S3 |
1.0736 |
1.0750 |
1.0792 |
|
| S4 |
1.0698 |
1.0712 |
1.0781 |
|
|
| 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 |
1.0798 |
0.0248 |
2.3% |
0.0068 |
0.6% |
2% |
False |
True |
105 |
| 10 |
1.1046 |
1.0798 |
0.0248 |
2.3% |
0.0053 |
0.5% |
2% |
False |
True |
260 |
| 20 |
1.1158 |
1.0798 |
0.0360 |
3.3% |
0.0047 |
0.4% |
1% |
False |
True |
148 |
| 40 |
1.1382 |
1.0798 |
0.0584 |
5.4% |
0.0046 |
0.4% |
1% |
False |
True |
103 |
| 60 |
1.1382 |
1.0798 |
0.0584 |
5.4% |
0.0046 |
0.4% |
1% |
False |
True |
91 |
| 80 |
1.1382 |
1.0798 |
0.0584 |
5.4% |
0.0041 |
0.4% |
1% |
False |
True |
76 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0998 |
|
2.618 |
1.0935 |
|
1.618 |
1.0897 |
|
1.000 |
1.0874 |
|
0.618 |
1.0859 |
|
HIGH |
1.0836 |
|
0.618 |
1.0821 |
|
0.500 |
1.0817 |
|
0.382 |
1.0813 |
|
LOW |
1.0798 |
|
0.618 |
1.0775 |
|
1.000 |
1.0760 |
|
1.618 |
1.0737 |
|
2.618 |
1.0699 |
|
4.250 |
1.0637 |
|
|
| Fisher Pivots for day following 07-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0817 |
1.0855 |
| PP |
1.0812 |
1.0837 |
| S1 |
1.0807 |
1.0820 |
|