CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 07-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2023 |
07-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0887 |
1.0856 |
-0.0031 |
-0.3% |
1.0972 |
| High |
1.0905 |
1.0856 |
-0.0049 |
-0.4% |
1.1083 |
| Low |
1.0885 |
1.0851 |
-0.0034 |
-0.3% |
1.0934 |
| Close |
1.0885 |
1.0851 |
-0.0034 |
-0.3% |
1.0938 |
| Range |
0.0020 |
0.0005 |
-0.0015 |
-75.0% |
0.0149 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
31 |
31 |
0 |
0.0% |
863 |
|
| Daily Pivots for day following 07-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0868 |
1.0864 |
1.0854 |
|
| R3 |
1.0863 |
1.0859 |
1.0852 |
|
| R2 |
1.0858 |
1.0858 |
1.0852 |
|
| R1 |
1.0854 |
1.0854 |
1.0851 |
1.0854 |
| PP |
1.0853 |
1.0853 |
1.0853 |
1.0852 |
| S1 |
1.0849 |
1.0849 |
1.0851 |
1.0849 |
| S2 |
1.0848 |
1.0848 |
1.0850 |
|
| S3 |
1.0843 |
1.0844 |
1.0850 |
|
| S4 |
1.0838 |
1.0839 |
1.0848 |
|
|
| 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 |
1.0877 |
|
2.618 |
1.0869 |
|
1.618 |
1.0864 |
|
1.000 |
1.0861 |
|
0.618 |
1.0859 |
|
HIGH |
1.0856 |
|
0.618 |
1.0854 |
|
0.500 |
1.0854 |
|
0.382 |
1.0853 |
|
LOW |
1.0851 |
|
0.618 |
1.0848 |
|
1.000 |
1.0846 |
|
1.618 |
1.0843 |
|
2.618 |
1.0838 |
|
4.250 |
1.0830 |
|
|
| Fisher Pivots for day following 07-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0854 |
1.0880 |
| PP |
1.0853 |
1.0871 |
| S1 |
1.0852 |
1.0861 |
|