CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 20-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2023 |
20-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1375 |
1.1295 |
-0.0080 |
-0.7% |
1.1118 |
| High |
1.1375 |
1.1295 |
-0.0080 |
-0.7% |
1.1376 |
| Low |
1.1330 |
1.1259 |
-0.0071 |
-0.6% |
1.1118 |
| Close |
1.1337 |
1.1260 |
-0.0077 |
-0.7% |
1.1370 |
| Range |
0.0045 |
0.0036 |
-0.0009 |
-20.0% |
0.0258 |
| ATR |
0.0052 |
0.0053 |
0.0002 |
3.7% |
0.0000 |
| Volume |
4 |
17 |
13 |
325.0% |
389 |
|
| Daily Pivots for day following 20-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1379 |
1.1356 |
1.1280 |
|
| R3 |
1.1343 |
1.1320 |
1.1270 |
|
| R2 |
1.1307 |
1.1307 |
1.1267 |
|
| R1 |
1.1284 |
1.1284 |
1.1263 |
1.1278 |
| PP |
1.1271 |
1.1271 |
1.1271 |
1.1268 |
| S1 |
1.1248 |
1.1248 |
1.1257 |
1.1242 |
| S2 |
1.1235 |
1.1235 |
1.1253 |
|
| S3 |
1.1199 |
1.1212 |
1.1250 |
|
| S4 |
1.1163 |
1.1176 |
1.1240 |
|
|
| 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 |
1.1259 |
0.0123 |
1.1% |
0.0032 |
0.3% |
1% |
False |
True |
50 |
| 10 |
1.1382 |
1.1050 |
0.0332 |
2.9% |
0.0044 |
0.4% |
63% |
False |
False |
62 |
| 20 |
1.1382 |
1.0980 |
0.0402 |
3.6% |
0.0037 |
0.3% |
70% |
False |
False |
64 |
| 40 |
1.1382 |
1.0822 |
0.0560 |
5.0% |
0.0036 |
0.3% |
78% |
False |
False |
50 |
| 60 |
1.1382 |
1.0822 |
0.0560 |
5.0% |
0.0033 |
0.3% |
78% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1448 |
|
2.618 |
1.1389 |
|
1.618 |
1.1353 |
|
1.000 |
1.1331 |
|
0.618 |
1.1317 |
|
HIGH |
1.1295 |
|
0.618 |
1.1281 |
|
0.500 |
1.1277 |
|
0.382 |
1.1273 |
|
LOW |
1.1259 |
|
0.618 |
1.1237 |
|
1.000 |
1.1223 |
|
1.618 |
1.1201 |
|
2.618 |
1.1165 |
|
4.250 |
1.1106 |
|
|
| Fisher Pivots for day following 20-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1277 |
1.1320 |
| PP |
1.1271 |
1.1300 |
| S1 |
1.1266 |
1.1280 |
|