CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 06-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2023 |
06-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0910 |
1.0887 |
-0.0023 |
-0.2% |
1.0972 |
| High |
1.0910 |
1.0905 |
-0.0005 |
0.0% |
1.1083 |
| Low |
1.0874 |
1.0885 |
0.0011 |
0.1% |
1.0934 |
| Close |
1.0882 |
1.0885 |
0.0003 |
0.0% |
1.0938 |
| Range |
0.0036 |
0.0020 |
-0.0016 |
-43.7% |
0.0149 |
| ATR |
0.0051 |
0.0049 |
-0.0002 |
-3.9% |
0.0000 |
| Volume |
404 |
31 |
-373 |
-92.3% |
863 |
|
| Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0952 |
1.0938 |
1.0896 |
|
| R3 |
1.0932 |
1.0918 |
1.0891 |
|
| R2 |
1.0912 |
1.0912 |
1.0889 |
|
| R1 |
1.0898 |
1.0898 |
1.0887 |
1.0895 |
| PP |
1.0892 |
1.0892 |
1.0892 |
1.0890 |
| S1 |
1.0878 |
1.0878 |
1.0883 |
1.0875 |
| S2 |
1.0872 |
1.0872 |
1.0881 |
|
| S3 |
1.0852 |
1.0858 |
1.0880 |
|
| S4 |
1.0832 |
1.0838 |
1.0874 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1430 |
1.1332 |
1.1019 |
|
| R3 |
1.1282 |
1.1184 |
1.0978 |
|
| R2 |
1.1133 |
1.1133 |
1.0965 |
|
| R1 |
1.1035 |
1.1035 |
1.0951 |
1.1010 |
| PP |
1.0985 |
1.0985 |
1.0985 |
1.0972 |
| S1 |
1.0887 |
1.0887 |
1.0924 |
1.0862 |
| S2 |
1.0836 |
1.0836 |
1.0910 |
|
| S3 |
1.0688 |
1.0738 |
1.0897 |
|
| S4 |
1.0539 |
1.0590 |
1.0856 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0990 |
|
2.618 |
1.0957 |
|
1.618 |
1.0937 |
|
1.000 |
1.0925 |
|
0.618 |
1.0917 |
|
HIGH |
1.0905 |
|
0.618 |
1.0897 |
|
0.500 |
1.0895 |
|
0.382 |
1.0893 |
|
LOW |
1.0885 |
|
0.618 |
1.0873 |
|
1.000 |
1.0865 |
|
1.618 |
1.0853 |
|
2.618 |
1.0833 |
|
4.250 |
1.0800 |
|
|
| Fisher Pivots for day following 06-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0895 |
1.0957 |
| PP |
1.0892 |
1.0933 |
| S1 |
1.0888 |
1.0909 |
|