CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 21-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2023 |
21-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1295 |
1.1259 |
-0.0037 |
-0.3% |
1.1377 |
| High |
1.1295 |
1.1276 |
-0.0019 |
-0.2% |
1.1382 |
| Low |
1.1259 |
1.1255 |
-0.0005 |
0.0% |
1.1255 |
| Close |
1.1260 |
1.1259 |
-0.0002 |
0.0% |
1.1259 |
| Range |
0.0036 |
0.0022 |
-0.0015 |
-40.3% |
0.0127 |
| ATR |
0.0053 |
0.0051 |
-0.0002 |
-4.3% |
0.0000 |
| Volume |
17 |
0 |
-17 |
-100.0% |
140 |
|
| Daily Pivots for day following 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1328 |
1.1315 |
1.1270 |
|
| R3 |
1.1306 |
1.1293 |
1.1264 |
|
| R2 |
1.1285 |
1.1285 |
1.1262 |
|
| R1 |
1.1272 |
1.1272 |
1.1260 |
1.1269 |
| PP |
1.1263 |
1.1263 |
1.1263 |
1.1262 |
| S1 |
1.1250 |
1.1250 |
1.1257 |
1.1248 |
| S2 |
1.1242 |
1.1242 |
1.1255 |
|
| S3 |
1.1220 |
1.1229 |
1.1253 |
|
| S4 |
1.1199 |
1.1207 |
1.1247 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1679 |
1.1596 |
1.1328 |
|
| R3 |
1.1552 |
1.1469 |
1.1293 |
|
| R2 |
1.1425 |
1.1425 |
1.1282 |
|
| R1 |
1.1342 |
1.1342 |
1.1270 |
1.1320 |
| PP |
1.1298 |
1.1298 |
1.1298 |
1.1287 |
| S1 |
1.1215 |
1.1215 |
1.1247 |
1.1193 |
| S2 |
1.1171 |
1.1171 |
1.1235 |
|
| S3 |
1.1044 |
1.1088 |
1.1224 |
|
| S4 |
1.0917 |
1.0961 |
1.1189 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1382 |
1.1255 |
0.0127 |
1.1% |
0.0031 |
0.3% |
3% |
False |
True |
28 |
| 10 |
1.1382 |
1.1118 |
0.0264 |
2.3% |
0.0040 |
0.4% |
53% |
False |
False |
52 |
| 20 |
1.1382 |
1.0980 |
0.0402 |
3.6% |
0.0036 |
0.3% |
69% |
False |
False |
50 |
| 40 |
1.1382 |
1.0822 |
0.0560 |
5.0% |
0.0036 |
0.3% |
78% |
False |
False |
48 |
| 60 |
1.1382 |
1.0822 |
0.0560 |
5.0% |
0.0034 |
0.3% |
78% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1367 |
|
2.618 |
1.1332 |
|
1.618 |
1.1311 |
|
1.000 |
1.1298 |
|
0.618 |
1.1289 |
|
HIGH |
1.1276 |
|
0.618 |
1.1268 |
|
0.500 |
1.1265 |
|
0.382 |
1.1263 |
|
LOW |
1.1255 |
|
0.618 |
1.1241 |
|
1.000 |
1.1233 |
|
1.618 |
1.1220 |
|
2.618 |
1.1198 |
|
4.250 |
1.1163 |
|
|
| Fisher Pivots for day following 21-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1265 |
1.1315 |
| PP |
1.1263 |
1.1296 |
| S1 |
1.1261 |
1.1277 |
|