CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 23-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2023 |
23-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1049 |
1.0995 |
-0.0054 |
-0.5% |
1.1096 |
| High |
1.1051 |
1.1026 |
-0.0025 |
-0.2% |
1.1098 |
| Low |
1.1017 |
1.0974 |
-0.0043 |
-0.4% |
1.1010 |
| Close |
1.1017 |
1.1026 |
0.0009 |
0.1% |
1.1041 |
| Range |
0.0034 |
0.0052 |
0.0019 |
55.2% |
0.0088 |
| ATR |
0.0044 |
0.0044 |
0.0001 |
1.3% |
0.0000 |
| Volume |
78 |
83 |
5 |
6.4% |
91 |
|
| Daily Pivots for day following 23-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1165 |
1.1147 |
1.1055 |
|
| R3 |
1.1113 |
1.1095 |
1.1040 |
|
| R2 |
1.1061 |
1.1061 |
1.1036 |
|
| R1 |
1.1043 |
1.1043 |
1.1031 |
1.1052 |
| PP |
1.1009 |
1.1009 |
1.1009 |
1.1013 |
| S1 |
1.0991 |
1.0991 |
1.1021 |
1.1000 |
| S2 |
1.0957 |
1.0957 |
1.1016 |
|
| S3 |
1.0905 |
1.0939 |
1.1012 |
|
| S4 |
1.0853 |
1.0887 |
1.0997 |
|
|
| 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 |
1.1247 |
|
2.618 |
1.1162 |
|
1.618 |
1.1110 |
|
1.000 |
1.1078 |
|
0.618 |
1.1058 |
|
HIGH |
1.1026 |
|
0.618 |
1.1006 |
|
0.500 |
1.1000 |
|
0.382 |
1.0994 |
|
LOW |
1.0974 |
|
0.618 |
1.0942 |
|
1.000 |
1.0922 |
|
1.618 |
1.0890 |
|
2.618 |
1.0838 |
|
4.250 |
1.0753 |
|
|
| Fisher Pivots for day following 23-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1017 |
1.1023 |
| PP |
1.1009 |
1.1021 |
| S1 |
1.1000 |
1.1018 |
|