CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 14-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2023 |
14-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1291 |
1.1356 |
0.0065 |
0.6% |
1.1118 |
| High |
1.1358 |
1.1376 |
0.0019 |
0.2% |
1.1376 |
| Low |
1.1291 |
1.1350 |
0.0059 |
0.5% |
1.1118 |
| Close |
1.1358 |
1.1370 |
0.0012 |
0.1% |
1.1370 |
| Range |
0.0067 |
0.0026 |
-0.0041 |
-60.9% |
0.0258 |
| ATR |
0.0059 |
0.0056 |
-0.0002 |
-4.0% |
0.0000 |
| Volume |
53 |
113 |
60 |
113.2% |
389 |
|
| Daily Pivots for day following 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1443 |
1.1432 |
1.1384 |
|
| R3 |
1.1417 |
1.1406 |
1.1377 |
|
| R2 |
1.1391 |
1.1391 |
1.1374 |
|
| R1 |
1.1380 |
1.1380 |
1.1372 |
1.1386 |
| PP |
1.1365 |
1.1365 |
1.1365 |
1.1368 |
| S1 |
1.1354 |
1.1354 |
1.1367 |
1.1360 |
| S2 |
1.1339 |
1.1339 |
1.1365 |
|
| S3 |
1.1313 |
1.1328 |
1.1362 |
|
| S4 |
1.1287 |
1.1302 |
1.1355 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2062 |
1.1974 |
1.1511 |
|
| R3 |
1.1804 |
1.1716 |
1.1440 |
|
| R2 |
1.1546 |
1.1546 |
1.1417 |
|
| R1 |
1.1458 |
1.1458 |
1.1393 |
1.1502 |
| PP |
1.1288 |
1.1288 |
1.1288 |
1.1310 |
| S1 |
1.1200 |
1.1200 |
1.1346 |
1.1244 |
| S2 |
1.1030 |
1.1030 |
1.1322 |
|
| S3 |
1.0772 |
1.0942 |
1.1299 |
|
| S4 |
1.0514 |
1.0684 |
1.1228 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1376 |
1.1118 |
0.0258 |
2.3% |
0.0048 |
0.4% |
97% |
True |
False |
77 |
| 10 |
1.1376 |
1.0980 |
0.0397 |
3.5% |
0.0045 |
0.4% |
98% |
True |
False |
72 |
| 20 |
1.1376 |
1.0970 |
0.0406 |
3.6% |
0.0044 |
0.4% |
98% |
True |
False |
72 |
| 40 |
1.1376 |
1.0822 |
0.0554 |
4.9% |
0.0036 |
0.3% |
99% |
True |
False |
50 |
| 60 |
1.1376 |
1.0822 |
0.0554 |
4.9% |
0.0033 |
0.3% |
99% |
True |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1487 |
|
2.618 |
1.1444 |
|
1.618 |
1.1418 |
|
1.000 |
1.1402 |
|
0.618 |
1.1392 |
|
HIGH |
1.1376 |
|
0.618 |
1.1366 |
|
0.500 |
1.1363 |
|
0.382 |
1.1360 |
|
LOW |
1.1350 |
|
0.618 |
1.1334 |
|
1.000 |
1.1324 |
|
1.618 |
1.1308 |
|
2.618 |
1.1282 |
|
4.250 |
1.1240 |
|
|
| Fisher Pivots for day following 14-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1367 |
1.1338 |
| PP |
1.1365 |
1.1307 |
| S1 |
1.1363 |
1.1276 |
|