CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 16-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2023 |
16-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1068 |
1.1080 |
0.0012 |
0.1% |
1.1183 |
| High |
1.1068 |
1.1081 |
0.0013 |
0.1% |
1.1211 |
| Low |
1.1068 |
1.1045 |
-0.0023 |
-0.2% |
1.1113 |
| Close |
1.1068 |
1.1045 |
-0.0023 |
-0.2% |
1.1119 |
| Range |
0.0000 |
0.0036 |
0.0036 |
|
0.0098 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
10 |
43 |
33 |
330.0% |
173 |
|
| Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1163 |
1.1140 |
1.1065 |
|
| R3 |
1.1128 |
1.1104 |
1.1055 |
|
| R2 |
1.1092 |
1.1092 |
1.1052 |
|
| R1 |
1.1069 |
1.1069 |
1.1048 |
1.1063 |
| PP |
1.1057 |
1.1057 |
1.1057 |
1.1054 |
| S1 |
1.1033 |
1.1033 |
1.1042 |
1.1027 |
| S2 |
1.1021 |
1.1021 |
1.1038 |
|
| S3 |
1.0986 |
1.0998 |
1.1035 |
|
| S4 |
1.0950 |
1.0962 |
1.1025 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1440 |
1.1377 |
1.1172 |
|
| R3 |
1.1342 |
1.1279 |
1.1145 |
|
| R2 |
1.1245 |
1.1245 |
1.1136 |
|
| R1 |
1.1182 |
1.1182 |
1.1127 |
1.1165 |
| PP |
1.1147 |
1.1147 |
1.1147 |
1.1139 |
| S1 |
1.1084 |
1.1084 |
1.1110 |
1.1067 |
| S2 |
1.1050 |
1.1050 |
1.1101 |
|
| S3 |
1.0952 |
1.0987 |
1.1092 |
|
| S4 |
1.0855 |
1.0889 |
1.1065 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1231 |
|
2.618 |
1.1173 |
|
1.618 |
1.1138 |
|
1.000 |
1.1116 |
|
0.618 |
1.1102 |
|
HIGH |
1.1081 |
|
0.618 |
1.1067 |
|
0.500 |
1.1063 |
|
0.382 |
1.1059 |
|
LOW |
1.1045 |
|
0.618 |
1.1023 |
|
1.000 |
1.1010 |
|
1.618 |
1.0988 |
|
2.618 |
1.0952 |
|
4.250 |
1.0894 |
|
|
| Fisher Pivots for day following 16-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1063 |
1.1072 |
| PP |
1.1057 |
1.1063 |
| S1 |
1.1051 |
1.1054 |
|