CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 31-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2023 |
31-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1058 |
1.1100 |
0.0043 |
0.4% |
1.1206 |
| High |
1.1124 |
1.1117 |
-0.0007 |
-0.1% |
1.1225 |
| Low |
1.1020 |
1.1070 |
0.0050 |
0.4% |
1.1020 |
| Close |
1.1100 |
1.1074 |
-0.0026 |
-0.2% |
1.1100 |
| Range |
0.0104 |
0.0048 |
-0.0056 |
-54.1% |
0.0205 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
3,768 |
1,265 |
-2,503 |
-66.4% |
7,877 |
|
| Daily Pivots for day following 31-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1229 |
1.1199 |
1.1100 |
|
| R3 |
1.1182 |
1.1152 |
1.1087 |
|
| R2 |
1.1134 |
1.1134 |
1.1083 |
|
| R1 |
1.1104 |
1.1104 |
1.1078 |
1.1096 |
| PP |
1.1087 |
1.1087 |
1.1087 |
1.1083 |
| S1 |
1.1057 |
1.1057 |
1.1070 |
1.1048 |
| S2 |
1.1039 |
1.1039 |
1.1065 |
|
| S3 |
1.0992 |
1.1009 |
1.1061 |
|
| S4 |
1.0944 |
1.0962 |
1.1048 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1730 |
1.1620 |
1.1213 |
|
| R3 |
1.1525 |
1.1415 |
1.1156 |
|
| R2 |
1.1320 |
1.1320 |
1.1138 |
|
| R1 |
1.1210 |
1.1210 |
1.1119 |
1.1163 |
| PP |
1.1115 |
1.1115 |
1.1115 |
1.1091 |
| S1 |
1.1005 |
1.1005 |
1.1081 |
1.0958 |
| S2 |
1.0910 |
1.0910 |
1.1062 |
|
| S3 |
1.0705 |
1.0800 |
1.1044 |
|
| S4 |
1.0500 |
1.0595 |
1.0987 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1225 |
1.1020 |
0.0205 |
1.9% |
0.0092 |
0.8% |
26% |
False |
False |
1,590 |
| 10 |
1.1357 |
1.1020 |
0.0337 |
3.0% |
0.0081 |
0.7% |
16% |
False |
False |
1,585 |
| 20 |
1.1357 |
1.0920 |
0.0437 |
3.9% |
0.0075 |
0.7% |
35% |
False |
False |
1,302 |
| 40 |
1.1357 |
1.0784 |
0.0573 |
5.2% |
0.0069 |
0.6% |
51% |
False |
False |
1,013 |
| 60 |
1.1357 |
1.0758 |
0.0599 |
5.4% |
0.0061 |
0.6% |
53% |
False |
False |
744 |
| 80 |
1.1357 |
1.0758 |
0.0599 |
5.4% |
0.0058 |
0.5% |
53% |
False |
False |
579 |
| 100 |
1.1357 |
1.0661 |
0.0696 |
6.3% |
0.0059 |
0.5% |
59% |
False |
False |
476 |
| 120 |
1.1357 |
1.0661 |
0.0696 |
6.3% |
0.0056 |
0.5% |
59% |
False |
False |
415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1319 |
|
2.618 |
1.1241 |
|
1.618 |
1.1194 |
|
1.000 |
1.1165 |
|
0.618 |
1.1146 |
|
HIGH |
1.1117 |
|
0.618 |
1.1099 |
|
0.500 |
1.1093 |
|
0.382 |
1.1088 |
|
LOW |
1.1070 |
|
0.618 |
1.1040 |
|
1.000 |
1.1022 |
|
1.618 |
1.0993 |
|
2.618 |
1.0945 |
|
4.250 |
1.0868 |
|
|
| Fisher Pivots for day following 31-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1093 |
1.1123 |
| PP |
1.1087 |
1.1106 |
| S1 |
1.1080 |
1.1090 |
|