CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 31-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2023 |
31-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1100 |
1.1159 |
0.0059 |
0.5% |
1.1263 |
| High |
1.1168 |
1.1159 |
-0.0009 |
-0.1% |
1.1268 |
| Low |
1.1077 |
1.1129 |
0.0053 |
0.5% |
1.1077 |
| Close |
1.1156 |
1.1129 |
-0.0027 |
-0.2% |
1.1156 |
| Range |
0.0092 |
0.0030 |
-0.0062 |
-67.2% |
0.0192 |
| ATR |
0.0062 |
0.0059 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
43 |
44 |
1 |
2.3% |
612 |
|
| Daily Pivots for day following 31-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1229 |
1.1209 |
1.1146 |
|
| R3 |
1.1199 |
1.1179 |
1.1137 |
|
| R2 |
1.1169 |
1.1169 |
1.1135 |
|
| R1 |
1.1149 |
1.1149 |
1.1132 |
1.1144 |
| PP |
1.1139 |
1.1139 |
1.1139 |
1.1137 |
| S1 |
1.1119 |
1.1119 |
1.1126 |
1.1114 |
| S2 |
1.1109 |
1.1109 |
1.1124 |
|
| S3 |
1.1079 |
1.1089 |
1.1121 |
|
| S4 |
1.1049 |
1.1059 |
1.1113 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1741 |
1.1640 |
1.1261 |
|
| R3 |
1.1550 |
1.1449 |
1.1209 |
|
| R2 |
1.1358 |
1.1358 |
1.1191 |
|
| R1 |
1.1257 |
1.1257 |
1.1174 |
1.1212 |
| PP |
1.1167 |
1.1167 |
1.1167 |
1.1144 |
| S1 |
1.1066 |
1.1066 |
1.1138 |
1.1021 |
| S2 |
1.0975 |
1.0975 |
1.1121 |
|
| S3 |
1.0784 |
1.0874 |
1.1103 |
|
| S4 |
1.0592 |
1.0683 |
1.1051 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1268 |
1.1077 |
0.0192 |
1.7% |
0.0071 |
0.6% |
27% |
False |
False |
125 |
| 10 |
1.1382 |
1.1077 |
0.0305 |
2.7% |
0.0055 |
0.5% |
17% |
False |
False |
71 |
| 20 |
1.1382 |
1.0980 |
0.0402 |
3.6% |
0.0049 |
0.4% |
37% |
False |
False |
74 |
| 40 |
1.1382 |
1.0848 |
0.0534 |
4.8% |
0.0044 |
0.4% |
53% |
False |
False |
61 |
| 60 |
1.1382 |
1.0822 |
0.0560 |
5.0% |
0.0037 |
0.3% |
55% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1287 |
|
2.618 |
1.1238 |
|
1.618 |
1.1208 |
|
1.000 |
1.1189 |
|
0.618 |
1.1178 |
|
HIGH |
1.1159 |
|
0.618 |
1.1148 |
|
0.500 |
1.1144 |
|
0.382 |
1.1140 |
|
LOW |
1.1129 |
|
0.618 |
1.1110 |
|
1.000 |
1.1099 |
|
1.618 |
1.1080 |
|
2.618 |
1.1050 |
|
4.250 |
1.1002 |
|
|
| Fisher Pivots for day following 31-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1144 |
1.1172 |
| PP |
1.1139 |
1.1158 |
| S1 |
1.1134 |
1.1143 |
|