CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 27-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2023 |
27-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1195 |
1.1268 |
0.0074 |
0.7% |
1.1377 |
| High |
1.1237 |
1.1268 |
0.0031 |
0.3% |
1.1382 |
| Low |
1.1194 |
1.1101 |
-0.0093 |
-0.8% |
1.1255 |
| Close |
1.1237 |
1.1105 |
-0.0132 |
-1.2% |
1.1259 |
| Range |
0.0043 |
0.0167 |
0.0124 |
288.4% |
0.0127 |
| ATR |
0.0051 |
0.0059 |
0.0008 |
16.3% |
0.0000 |
| Volume |
62 |
48 |
-14 |
-22.6% |
140 |
|
| Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1659 |
1.1549 |
1.1197 |
|
| R3 |
1.1492 |
1.1382 |
1.1151 |
|
| R2 |
1.1325 |
1.1325 |
1.1136 |
|
| R1 |
1.1215 |
1.1215 |
1.1120 |
1.1187 |
| PP |
1.1158 |
1.1158 |
1.1158 |
1.1144 |
| S1 |
1.1048 |
1.1048 |
1.1090 |
1.1020 |
| S2 |
1.0991 |
1.0991 |
1.1074 |
|
| S3 |
1.0824 |
1.0881 |
1.1059 |
|
| S4 |
1.0657 |
1.0714 |
1.1013 |
|
|
| 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 |
1.1276 |
1.1101 |
0.0175 |
1.6% |
0.0065 |
0.6% |
2% |
False |
True |
113 |
| 10 |
1.1382 |
1.1101 |
0.0281 |
2.5% |
0.0049 |
0.4% |
1% |
False |
True |
82 |
| 20 |
1.1382 |
1.0980 |
0.0402 |
3.6% |
0.0046 |
0.4% |
31% |
False |
False |
72 |
| 40 |
1.1382 |
1.0822 |
0.0560 |
5.0% |
0.0043 |
0.4% |
51% |
False |
False |
61 |
| 60 |
1.1382 |
1.0822 |
0.0560 |
5.0% |
0.0036 |
0.3% |
51% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1978 |
|
2.618 |
1.1705 |
|
1.618 |
1.1538 |
|
1.000 |
1.1435 |
|
0.618 |
1.1371 |
|
HIGH |
1.1268 |
|
0.618 |
1.1204 |
|
0.500 |
1.1185 |
|
0.382 |
1.1165 |
|
LOW |
1.1101 |
|
0.618 |
1.0998 |
|
1.000 |
1.0934 |
|
1.618 |
1.0831 |
|
2.618 |
1.0664 |
|
4.250 |
1.0391 |
|
|
| Fisher Pivots for day following 27-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1185 |
1.1185 |
| PP |
1.1158 |
1.1158 |
| S1 |
1.1132 |
1.1132 |
|