CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 04-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2023 |
04-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1094 |
1.1120 |
0.0026 |
0.2% |
1.1199 |
| High |
1.1125 |
1.1213 |
0.0088 |
0.8% |
1.1213 |
| Low |
1.1094 |
1.1111 |
0.0017 |
0.1% |
1.1094 |
| Close |
1.1117 |
1.1181 |
0.0064 |
0.6% |
1.1181 |
| Range |
0.0031 |
0.0102 |
0.0071 |
229.0% |
0.0119 |
| ATR |
0.0050 |
0.0054 |
0.0004 |
7.4% |
0.0000 |
| Volume |
3 |
4 |
1 |
33.3% |
45 |
|
| Daily Pivots for day following 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1474 |
1.1430 |
1.1237 |
|
| R3 |
1.1372 |
1.1328 |
1.1209 |
|
| R2 |
1.1270 |
1.1270 |
1.1200 |
|
| R1 |
1.1226 |
1.1226 |
1.1190 |
1.1248 |
| PP |
1.1168 |
1.1168 |
1.1168 |
1.1179 |
| S1 |
1.1124 |
1.1124 |
1.1172 |
1.1146 |
| S2 |
1.1066 |
1.1066 |
1.1162 |
|
| S3 |
1.0964 |
1.1022 |
1.1153 |
|
| S4 |
1.0862 |
1.0920 |
1.1125 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1518 |
1.1468 |
1.1246 |
|
| R3 |
1.1400 |
1.1350 |
1.1214 |
|
| R2 |
1.1281 |
1.1281 |
1.1203 |
|
| R1 |
1.1231 |
1.1231 |
1.1192 |
1.1197 |
| PP |
1.1163 |
1.1163 |
1.1163 |
1.1145 |
| S1 |
1.1113 |
1.1113 |
1.1170 |
1.1078 |
| S2 |
1.1044 |
1.1044 |
1.1159 |
|
| S3 |
1.0926 |
1.0994 |
1.1148 |
|
| S4 |
1.0807 |
1.0876 |
1.1116 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1646 |
|
2.618 |
1.1480 |
|
1.618 |
1.1378 |
|
1.000 |
1.1315 |
|
0.618 |
1.1276 |
|
HIGH |
1.1213 |
|
0.618 |
1.1174 |
|
0.500 |
1.1162 |
|
0.382 |
1.1149 |
|
LOW |
1.1111 |
|
0.618 |
1.1047 |
|
1.000 |
1.1009 |
|
1.618 |
1.0945 |
|
2.618 |
1.0843 |
|
4.250 |
1.0677 |
|
|
| Fisher Pivots for day following 04-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1175 |
1.1172 |
| PP |
1.1168 |
1.1163 |
| S1 |
1.1162 |
1.1153 |
|