CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 13-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2023 |
13-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1098 |
1.1221 |
0.0123 |
1.1% |
1.1006 |
| High |
1.1224 |
1.1310 |
0.0087 |
0.8% |
1.1060 |
| Low |
1.1098 |
1.1220 |
0.0123 |
1.1% |
1.0920 |
| Close |
1.1224 |
1.1306 |
0.0082 |
0.7% |
1.1056 |
| Range |
0.0126 |
0.0090 |
-0.0036 |
-28.6% |
0.0140 |
| ATR |
0.0070 |
0.0072 |
0.0001 |
2.0% |
0.0000 |
| Volume |
2,079 |
1,526 |
-553 |
-26.6% |
2,360 |
|
| Daily Pivots for day following 13-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1549 |
1.1517 |
1.1355 |
|
| R3 |
1.1459 |
1.1427 |
1.1330 |
|
| R2 |
1.1369 |
1.1369 |
1.1322 |
|
| R1 |
1.1337 |
1.1337 |
1.1314 |
1.1353 |
| PP |
1.1279 |
1.1279 |
1.1279 |
1.1286 |
| S1 |
1.1247 |
1.1247 |
1.1297 |
1.1263 |
| S2 |
1.1189 |
1.1189 |
1.1289 |
|
| S3 |
1.1099 |
1.1157 |
1.1281 |
|
| S4 |
1.1009 |
1.1067 |
1.1256 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1432 |
1.1384 |
1.1133 |
|
| R3 |
1.1292 |
1.1244 |
1.1094 |
|
| R2 |
1.1152 |
1.1152 |
1.1081 |
|
| R1 |
1.1104 |
1.1104 |
1.1068 |
1.1128 |
| PP |
1.1012 |
1.1012 |
1.1012 |
1.1024 |
| S1 |
1.0964 |
1.0964 |
1.1043 |
1.0988 |
| S2 |
1.0872 |
1.0872 |
1.1030 |
|
| S3 |
1.0732 |
1.0824 |
1.1017 |
|
| S4 |
1.0592 |
1.0684 |
1.0979 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1310 |
1.0955 |
0.0355 |
3.1% |
0.0084 |
0.7% |
99% |
True |
False |
1,302 |
| 10 |
1.1310 |
1.0920 |
0.0390 |
3.4% |
0.0075 |
0.7% |
99% |
True |
False |
964 |
| 20 |
1.1310 |
1.0884 |
0.0426 |
3.8% |
0.0075 |
0.7% |
99% |
True |
False |
957 |
| 40 |
1.1310 |
1.0758 |
0.0553 |
4.9% |
0.0059 |
0.5% |
99% |
True |
False |
610 |
| 60 |
1.1310 |
1.0758 |
0.0553 |
4.9% |
0.0056 |
0.5% |
99% |
True |
False |
465 |
| 80 |
1.1310 |
1.0758 |
0.0553 |
4.9% |
0.0056 |
0.5% |
99% |
True |
False |
359 |
| 100 |
1.1310 |
1.0661 |
0.0649 |
5.7% |
0.0053 |
0.5% |
99% |
True |
False |
306 |
| 120 |
1.1310 |
1.0661 |
0.0649 |
5.7% |
0.0054 |
0.5% |
99% |
True |
False |
268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1693 |
|
2.618 |
1.1546 |
|
1.618 |
1.1456 |
|
1.000 |
1.1400 |
|
0.618 |
1.1366 |
|
HIGH |
1.1310 |
|
0.618 |
1.1276 |
|
0.500 |
1.1265 |
|
0.382 |
1.1254 |
|
LOW |
1.1220 |
|
0.618 |
1.1164 |
|
1.000 |
1.1130 |
|
1.618 |
1.1074 |
|
2.618 |
1.0984 |
|
4.250 |
1.0838 |
|
|
| Fisher Pivots for day following 13-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1292 |
1.1266 |
| PP |
1.1279 |
1.1227 |
| S1 |
1.1265 |
1.1187 |
|