CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 18-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2023 |
18-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1377 |
1.1374 |
-0.0003 |
0.0% |
1.1118 |
| High |
1.1378 |
1.1382 |
0.0004 |
0.0% |
1.1376 |
| Low |
1.1349 |
1.1358 |
0.0009 |
0.1% |
1.1118 |
| Close |
1.1378 |
1.1366 |
-0.0012 |
-0.1% |
1.1370 |
| Range |
0.0029 |
0.0024 |
-0.0005 |
-17.2% |
0.0258 |
| ATR |
0.0054 |
0.0052 |
-0.0002 |
-4.0% |
0.0000 |
| Volume |
86 |
33 |
-53 |
-61.6% |
389 |
|
| Daily Pivots for day following 18-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1440 |
1.1427 |
1.1379 |
|
| R3 |
1.1416 |
1.1403 |
1.1373 |
|
| R2 |
1.1392 |
1.1392 |
1.1370 |
|
| R1 |
1.1379 |
1.1379 |
1.1368 |
1.1374 |
| PP |
1.1368 |
1.1368 |
1.1368 |
1.1366 |
| S1 |
1.1355 |
1.1355 |
1.1364 |
1.1350 |
| S2 |
1.1344 |
1.1344 |
1.1362 |
|
| S3 |
1.1320 |
1.1331 |
1.1359 |
|
| S4 |
1.1296 |
1.1307 |
1.1353 |
|
|
| 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 |
1.1382 |
1.1176 |
0.0206 |
1.8% |
0.0049 |
0.4% |
92% |
True |
False |
80 |
| 10 |
1.1382 |
1.0980 |
0.0402 |
3.5% |
0.0041 |
0.4% |
96% |
True |
False |
77 |
| 20 |
1.1382 |
1.0980 |
0.0402 |
3.5% |
0.0038 |
0.3% |
96% |
True |
False |
74 |
| 40 |
1.1382 |
1.0822 |
0.0560 |
4.9% |
0.0036 |
0.3% |
97% |
True |
False |
51 |
| 60 |
1.1382 |
1.0822 |
0.0560 |
4.9% |
0.0033 |
0.3% |
97% |
True |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1484 |
|
2.618 |
1.1444 |
|
1.618 |
1.1420 |
|
1.000 |
1.1406 |
|
0.618 |
1.1396 |
|
HIGH |
1.1382 |
|
0.618 |
1.1372 |
|
0.500 |
1.1370 |
|
0.382 |
1.1367 |
|
LOW |
1.1358 |
|
0.618 |
1.1343 |
|
1.000 |
1.1334 |
|
1.618 |
1.1319 |
|
2.618 |
1.1295 |
|
4.250 |
1.1256 |
|
|
| Fisher Pivots for day following 18-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1370 |
1.1366 |
| PP |
1.1368 |
1.1366 |
| S1 |
1.1367 |
1.1365 |
|