CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 24-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2023 |
24-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0995 |
1.1015 |
0.0020 |
0.2% |
1.1096 |
| High |
1.1026 |
1.1015 |
-0.0012 |
-0.1% |
1.1098 |
| Low |
1.0974 |
1.0977 |
0.0003 |
0.0% |
1.1010 |
| Close |
1.1026 |
1.0977 |
-0.0050 |
-0.4% |
1.1041 |
| Range |
0.0052 |
0.0038 |
-0.0014 |
-26.9% |
0.0088 |
| ATR |
0.0044 |
0.0045 |
0.0000 |
0.8% |
0.0000 |
| Volume |
83 |
46 |
-37 |
-44.6% |
91 |
|
| Daily Pivots for day following 24-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1103 |
1.1078 |
1.0997 |
|
| R3 |
1.1065 |
1.1040 |
1.0987 |
|
| R2 |
1.1027 |
1.1027 |
1.0983 |
|
| R1 |
1.1002 |
1.1002 |
1.0980 |
1.0996 |
| PP |
1.0989 |
1.0989 |
1.0989 |
1.0986 |
| S1 |
1.0964 |
1.0964 |
1.0973 |
1.0958 |
| S2 |
1.0951 |
1.0951 |
1.0970 |
|
| S3 |
1.0913 |
1.0926 |
1.0966 |
|
| S4 |
1.0875 |
1.0888 |
1.0956 |
|
|
| 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 |
1.1176 |
|
2.618 |
1.1114 |
|
1.618 |
1.1076 |
|
1.000 |
1.1053 |
|
0.618 |
1.1038 |
|
HIGH |
1.1015 |
|
0.618 |
1.1000 |
|
0.500 |
1.0996 |
|
0.382 |
1.0991 |
|
LOW |
1.0977 |
|
0.618 |
1.0953 |
|
1.000 |
1.0939 |
|
1.618 |
1.0915 |
|
2.618 |
1.0877 |
|
4.250 |
1.0815 |
|
|
| Fisher Pivots for day following 24-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0996 |
1.1012 |
| PP |
1.0989 |
1.1000 |
| S1 |
1.0983 |
1.0988 |
|