CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 08-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2023 |
08-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0834 |
1.0819 |
-0.0015 |
-0.1% |
1.0899 |
| High |
1.0836 |
1.0840 |
0.0004 |
0.0% |
1.0912 |
| Low |
1.0798 |
1.0804 |
0.0006 |
0.1% |
1.0798 |
| Close |
1.0802 |
1.0804 |
0.0002 |
0.0% |
1.0804 |
| Range |
0.0038 |
0.0037 |
-0.0002 |
-3.9% |
0.0114 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
176 |
425 |
249 |
141.5% |
846 |
|
| Daily Pivots for day following 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0925 |
1.0901 |
1.0824 |
|
| R3 |
1.0889 |
1.0864 |
1.0814 |
|
| R2 |
1.0852 |
1.0852 |
1.0810 |
|
| R1 |
1.0828 |
1.0828 |
1.0807 |
1.0822 |
| PP |
1.0816 |
1.0816 |
1.0816 |
1.0813 |
| S1 |
1.0791 |
1.0791 |
1.0800 |
1.0785 |
| S2 |
1.0779 |
1.0779 |
1.0797 |
|
| S3 |
1.0743 |
1.0755 |
1.0793 |
|
| S4 |
1.0706 |
1.0718 |
1.0783 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1178 |
1.1104 |
1.0866 |
|
| R3 |
1.1065 |
1.0991 |
1.0835 |
|
| R2 |
1.0951 |
1.0951 |
1.0824 |
|
| R1 |
1.0877 |
1.0877 |
1.0814 |
1.0858 |
| PP |
1.0838 |
1.0838 |
1.0838 |
1.0828 |
| S1 |
1.0764 |
1.0764 |
1.0793 |
1.0744 |
| S2 |
1.0724 |
1.0724 |
1.0783 |
|
| S3 |
1.0611 |
1.0650 |
1.0772 |
|
| S4 |
1.0497 |
1.0537 |
1.0741 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0992 |
1.0798 |
0.0194 |
1.8% |
0.0057 |
0.5% |
3% |
False |
False |
175 |
| 10 |
1.1046 |
1.0798 |
0.0248 |
2.3% |
0.0052 |
0.5% |
2% |
False |
False |
297 |
| 20 |
1.1123 |
1.0798 |
0.0325 |
3.0% |
0.0046 |
0.4% |
2% |
False |
False |
168 |
| 40 |
1.1382 |
1.0798 |
0.0584 |
5.4% |
0.0046 |
0.4% |
1% |
False |
False |
113 |
| 60 |
1.1382 |
1.0798 |
0.0584 |
5.4% |
0.0046 |
0.4% |
1% |
False |
False |
98 |
| 80 |
1.1382 |
1.0798 |
0.0584 |
5.4% |
0.0041 |
0.4% |
1% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0995 |
|
2.618 |
1.0936 |
|
1.618 |
1.0899 |
|
1.000 |
1.0877 |
|
0.618 |
1.0863 |
|
HIGH |
1.0840 |
|
0.618 |
1.0826 |
|
0.500 |
1.0822 |
|
0.382 |
1.0817 |
|
LOW |
1.0804 |
|
0.618 |
1.0781 |
|
1.000 |
1.0767 |
|
1.618 |
1.0744 |
|
2.618 |
1.0708 |
|
4.250 |
1.0648 |
|
|
| Fisher Pivots for day following 08-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0822 |
1.0823 |
| PP |
1.0816 |
1.0816 |
| S1 |
1.0810 |
1.0810 |
|