CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 24-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2023 |
24-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1213 |
1.1206 |
-0.0007 |
-0.1% |
1.1303 |
| High |
1.1224 |
1.1222 |
-0.0002 |
0.0% |
1.1357 |
| Low |
1.1188 |
1.1140 |
-0.0049 |
-0.4% |
1.1188 |
| Close |
1.1204 |
1.1150 |
-0.0054 |
-0.5% |
1.1204 |
| Range |
0.0036 |
0.0082 |
0.0047 |
131.0% |
0.0169 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
1.5% |
0.0000 |
| Volume |
1,475 |
1,188 |
-287 |
-19.5% |
7,697 |
|
| Daily Pivots for day following 24-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1416 |
1.1365 |
1.1195 |
|
| R3 |
1.1334 |
1.1283 |
1.1173 |
|
| R2 |
1.1252 |
1.1252 |
1.1165 |
|
| R1 |
1.1201 |
1.1201 |
1.1158 |
1.1186 |
| PP |
1.1170 |
1.1170 |
1.1170 |
1.1163 |
| S1 |
1.1119 |
1.1119 |
1.1142 |
1.1104 |
| S2 |
1.1088 |
1.1088 |
1.1135 |
|
| S3 |
1.1006 |
1.1037 |
1.1127 |
|
| S4 |
1.0924 |
1.0955 |
1.1105 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1755 |
1.1648 |
1.1297 |
|
| R3 |
1.1587 |
1.1480 |
1.1250 |
|
| R2 |
1.1418 |
1.1418 |
1.1235 |
|
| R1 |
1.1311 |
1.1311 |
1.1219 |
1.1280 |
| PP |
1.1250 |
1.1250 |
1.1250 |
1.1234 |
| S1 |
1.1143 |
1.1143 |
1.1189 |
1.1112 |
| S2 |
1.1081 |
1.1081 |
1.1173 |
|
| S3 |
1.0913 |
1.0974 |
1.1158 |
|
| S4 |
1.0744 |
1.0806 |
1.1111 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1357 |
1.1140 |
0.0217 |
1.9% |
0.0070 |
0.6% |
5% |
False |
True |
1,580 |
| 10 |
1.1357 |
1.1064 |
0.0293 |
2.6% |
0.0070 |
0.6% |
29% |
False |
False |
1,506 |
| 20 |
1.1357 |
1.0920 |
0.0437 |
3.9% |
0.0068 |
0.6% |
53% |
False |
False |
1,049 |
| 40 |
1.1357 |
1.0758 |
0.0599 |
5.4% |
0.0064 |
0.6% |
66% |
False |
False |
846 |
| 60 |
1.1357 |
1.0758 |
0.0599 |
5.4% |
0.0057 |
0.5% |
66% |
False |
False |
624 |
| 80 |
1.1357 |
1.0758 |
0.0599 |
5.4% |
0.0057 |
0.5% |
66% |
False |
False |
482 |
| 100 |
1.1357 |
1.0661 |
0.0696 |
6.2% |
0.0056 |
0.5% |
70% |
False |
False |
402 |
| 120 |
1.1357 |
1.0661 |
0.0696 |
6.2% |
0.0055 |
0.5% |
70% |
False |
False |
349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1570 |
|
2.618 |
1.1436 |
|
1.618 |
1.1354 |
|
1.000 |
1.1304 |
|
0.618 |
1.1272 |
|
HIGH |
1.1222 |
|
0.618 |
1.1190 |
|
0.500 |
1.1181 |
|
0.382 |
1.1171 |
|
LOW |
1.1140 |
|
0.618 |
1.1089 |
|
1.000 |
1.1058 |
|
1.618 |
1.1007 |
|
2.618 |
1.0925 |
|
4.250 |
1.0791 |
|
|
| Fisher Pivots for day following 24-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1181 |
1.1224 |
| PP |
1.1170 |
1.1200 |
| S1 |
1.1160 |
1.1175 |
|