CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 26-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2023 |
26-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1205 |
1.1195 |
-0.0011 |
-0.1% |
1.1377 |
| High |
1.1205 |
1.1237 |
0.0032 |
0.3% |
1.1382 |
| Low |
1.1180 |
1.1194 |
0.0015 |
0.1% |
1.1255 |
| Close |
1.1180 |
1.1237 |
0.0058 |
0.5% |
1.1259 |
| Range |
0.0026 |
0.0043 |
0.0018 |
68.6% |
0.0127 |
| ATR |
0.0050 |
0.0051 |
0.0001 |
1.0% |
0.0000 |
| Volume |
429 |
62 |
-367 |
-85.5% |
140 |
|
| Daily Pivots for day following 26-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1352 |
1.1337 |
1.1261 |
|
| R3 |
1.1309 |
1.1294 |
1.1249 |
|
| R2 |
1.1266 |
1.1266 |
1.1245 |
|
| R1 |
1.1251 |
1.1251 |
1.1241 |
1.1259 |
| PP |
1.1223 |
1.1223 |
1.1223 |
1.1226 |
| S1 |
1.1208 |
1.1208 |
1.1233 |
1.1216 |
| S2 |
1.1180 |
1.1180 |
1.1229 |
|
| S3 |
1.1137 |
1.1165 |
1.1225 |
|
| S4 |
1.1094 |
1.1122 |
1.1213 |
|
|
| 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 |
1.1295 |
1.1180 |
0.0116 |
1.0% |
0.0039 |
0.3% |
50% |
False |
False |
107 |
| 10 |
1.1382 |
1.1180 |
0.0202 |
1.8% |
0.0038 |
0.3% |
28% |
False |
False |
82 |
| 20 |
1.1382 |
1.0980 |
0.0402 |
3.6% |
0.0039 |
0.3% |
64% |
False |
False |
70 |
| 40 |
1.1382 |
1.0822 |
0.0560 |
5.0% |
0.0039 |
0.3% |
74% |
False |
False |
60 |
| 60 |
1.1382 |
1.0822 |
0.0560 |
5.0% |
0.0033 |
0.3% |
74% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1420 |
|
2.618 |
1.1350 |
|
1.618 |
1.1307 |
|
1.000 |
1.1280 |
|
0.618 |
1.1264 |
|
HIGH |
1.1237 |
|
0.618 |
1.1221 |
|
0.500 |
1.1216 |
|
0.382 |
1.1210 |
|
LOW |
1.1194 |
|
0.618 |
1.1167 |
|
1.000 |
1.1151 |
|
1.618 |
1.1124 |
|
2.618 |
1.1081 |
|
4.250 |
1.1011 |
|
|
| Fisher Pivots for day following 26-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1230 |
1.1232 |
| PP |
1.1223 |
1.1227 |
| S1 |
1.1216 |
1.1221 |
|