CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 24-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2023 |
24-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1259 |
1.1263 |
0.0005 |
0.0% |
1.1377 |
| High |
1.1276 |
1.1263 |
-0.0013 |
-0.1% |
1.1382 |
| Low |
1.1255 |
1.1195 |
-0.0060 |
-0.5% |
1.1255 |
| Close |
1.1259 |
1.1205 |
-0.0054 |
-0.5% |
1.1259 |
| Range |
0.0022 |
0.0068 |
0.0047 |
216.3% |
0.0127 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
2.3% |
0.0000 |
| Volume |
0 |
30 |
30 |
|
140 |
|
| Daily Pivots for day following 24-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1425 |
1.1383 |
1.1242 |
|
| R3 |
1.1357 |
1.1315 |
1.1224 |
|
| R2 |
1.1289 |
1.1289 |
1.1217 |
|
| R1 |
1.1247 |
1.1247 |
1.1211 |
1.1234 |
| PP |
1.1221 |
1.1221 |
1.1221 |
1.1215 |
| S1 |
1.1179 |
1.1179 |
1.1199 |
1.1166 |
| S2 |
1.1153 |
1.1153 |
1.1193 |
|
| S3 |
1.1085 |
1.1111 |
1.1186 |
|
| S4 |
1.1017 |
1.1043 |
1.1168 |
|
|
| 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 |
1.1195 |
0.0187 |
1.7% |
0.0039 |
0.3% |
5% |
False |
True |
16 |
| 10 |
1.1382 |
1.1129 |
0.0253 |
2.3% |
0.0044 |
0.4% |
30% |
False |
False |
48 |
| 20 |
1.1382 |
1.0980 |
0.0402 |
3.6% |
0.0037 |
0.3% |
56% |
False |
False |
50 |
| 40 |
1.1382 |
1.0822 |
0.0560 |
5.0% |
0.0038 |
0.3% |
68% |
False |
False |
48 |
| 60 |
1.1382 |
1.0822 |
0.0560 |
5.0% |
0.0034 |
0.3% |
68% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1552 |
|
2.618 |
1.1441 |
|
1.618 |
1.1373 |
|
1.000 |
1.1331 |
|
0.618 |
1.1305 |
|
HIGH |
1.1263 |
|
0.618 |
1.1237 |
|
0.500 |
1.1229 |
|
0.382 |
1.1221 |
|
LOW |
1.1195 |
|
0.618 |
1.1153 |
|
1.000 |
1.1127 |
|
1.618 |
1.1085 |
|
2.618 |
1.1017 |
|
4.250 |
1.0906 |
|
|
| Fisher Pivots for day following 24-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1229 |
1.1245 |
| PP |
1.1221 |
1.1232 |
| S1 |
1.1213 |
1.1218 |
|