CME Euro FX (E) Future June 2024
Trading Metrics calculated at close of trading on 21-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2023 |
21-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1.1020 |
1.1045 |
0.0026 |
0.2% |
1.1096 |
High |
1.1053 |
1.1063 |
0.0010 |
0.1% |
1.1098 |
Low |
1.1010 |
1.1045 |
0.0035 |
0.3% |
1.1010 |
Close |
1.1041 |
1.1063 |
0.0022 |
0.2% |
1.1041 |
Range |
0.0043 |
0.0018 |
-0.0026 |
-59.3% |
0.0088 |
ATR |
0.0045 |
0.0044 |
-0.0002 |
-3.7% |
0.0000 |
Volume |
30 |
13 |
-17 |
-56.7% |
91 |
|
Daily Pivots for day following 21-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1109 |
1.1103 |
1.1072 |
|
R3 |
1.1092 |
1.1086 |
1.1067 |
|
R2 |
1.1074 |
1.1074 |
1.1066 |
|
R1 |
1.1068 |
1.1068 |
1.1064 |
1.1071 |
PP |
1.1057 |
1.1057 |
1.1057 |
1.1058 |
S1 |
1.1051 |
1.1051 |
1.1061 |
1.1054 |
S2 |
1.1039 |
1.1039 |
1.1059 |
|
S3 |
1.1022 |
1.1033 |
1.1058 |
|
S4 |
1.1004 |
1.1016 |
1.1053 |
|
|
Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1314 |
1.1265 |
1.1089 |
|
R3 |
1.1226 |
1.1177 |
1.1065 |
|
R2 |
1.1138 |
1.1138 |
1.1057 |
|
R1 |
1.1089 |
1.1089 |
1.1049 |
1.1069 |
PP |
1.1050 |
1.1050 |
1.1050 |
1.1040 |
S1 |
1.1001 |
1.1001 |
1.1032 |
1.0981 |
S2 |
1.0962 |
1.0962 |
1.1024 |
|
S3 |
1.0874 |
1.0913 |
1.1016 |
|
S4 |
1.0786 |
1.0825 |
1.0992 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1137 |
2.618 |
1.1108 |
1.618 |
1.1091 |
1.000 |
1.1080 |
0.618 |
1.1073 |
HIGH |
1.1063 |
0.618 |
1.1056 |
0.500 |
1.1054 |
0.382 |
1.1052 |
LOW |
1.1045 |
0.618 |
1.1034 |
1.000 |
1.1028 |
1.618 |
1.1017 |
2.618 |
1.0999 |
4.250 |
1.0971 |
|
|
Fisher Pivots for day following 21-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1060 |
1.1054 |
PP |
1.1057 |
1.1045 |
S1 |
1.1054 |
1.1036 |
|