CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 19-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2023 |
19-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1325 |
1.1313 |
-0.0012 |
-0.1% |
1.1053 |
| High |
1.1357 |
1.1321 |
-0.0036 |
-0.3% |
1.1327 |
| Low |
1.1292 |
1.1261 |
-0.0031 |
-0.3% |
1.1034 |
| Close |
1.1312 |
1.1284 |
-0.0029 |
-0.3% |
1.1317 |
| Range |
0.0065 |
0.0060 |
-0.0005 |
-7.0% |
0.0294 |
| ATR |
0.0067 |
0.0067 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
974 |
2,279 |
1,305 |
134.0% |
6,853 |
|
| Daily Pivots for day following 19-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1469 |
1.1436 |
1.1317 |
|
| R3 |
1.1409 |
1.1376 |
1.1300 |
|
| R2 |
1.1349 |
1.1349 |
1.1295 |
|
| R1 |
1.1316 |
1.1316 |
1.1289 |
1.1302 |
| PP |
1.1289 |
1.1289 |
1.1289 |
1.1282 |
| S1 |
1.1256 |
1.1256 |
1.1278 |
1.1242 |
| S2 |
1.1229 |
1.1229 |
1.1273 |
|
| S3 |
1.1169 |
1.1196 |
1.1267 |
|
| S4 |
1.1109 |
1.1136 |
1.1251 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2106 |
1.2005 |
1.1478 |
|
| R3 |
1.1813 |
1.1712 |
1.1398 |
|
| R2 |
1.1519 |
1.1519 |
1.1371 |
|
| R1 |
1.1418 |
1.1418 |
1.1344 |
1.1469 |
| PP |
1.1226 |
1.1226 |
1.1226 |
1.1251 |
| S1 |
1.1125 |
1.1125 |
1.1290 |
1.1175 |
| S2 |
1.0932 |
1.0932 |
1.1263 |
|
| S3 |
1.0639 |
1.0831 |
1.1236 |
|
| S4 |
1.0345 |
1.0538 |
1.1156 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1357 |
1.1220 |
0.0137 |
1.2% |
0.0060 |
0.5% |
47% |
False |
False |
1,368 |
| 10 |
1.1357 |
1.0920 |
0.0437 |
3.9% |
0.0070 |
0.6% |
83% |
False |
False |
1,252 |
| 20 |
1.1357 |
1.0920 |
0.0437 |
3.9% |
0.0069 |
0.6% |
83% |
False |
False |
906 |
| 40 |
1.1357 |
1.0758 |
0.0599 |
5.3% |
0.0060 |
0.5% |
88% |
False |
False |
730 |
| 60 |
1.1357 |
1.0758 |
0.0599 |
5.3% |
0.0057 |
0.5% |
88% |
False |
False |
550 |
| 80 |
1.1357 |
1.0758 |
0.0599 |
5.3% |
0.0055 |
0.5% |
88% |
False |
False |
425 |
| 100 |
1.1357 |
1.0661 |
0.0696 |
6.2% |
0.0055 |
0.5% |
90% |
False |
False |
357 |
| 120 |
1.1357 |
1.0661 |
0.0696 |
6.2% |
0.0054 |
0.5% |
90% |
False |
False |
311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1576 |
|
2.618 |
1.1478 |
|
1.618 |
1.1418 |
|
1.000 |
1.1381 |
|
0.618 |
1.1358 |
|
HIGH |
1.1321 |
|
0.618 |
1.1298 |
|
0.500 |
1.1291 |
|
0.382 |
1.1284 |
|
LOW |
1.1261 |
|
0.618 |
1.1224 |
|
1.000 |
1.1201 |
|
1.618 |
1.1164 |
|
2.618 |
1.1104 |
|
4.250 |
1.1006 |
|
|
| Fisher Pivots for day following 19-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1291 |
1.1309 |
| PP |
1.1289 |
1.1300 |
| S1 |
1.1286 |
1.1292 |
|