CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 01-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2023 |
01-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1159 |
1.1113 |
-0.0046 |
-0.4% |
1.1263 |
| High |
1.1159 |
1.1113 |
-0.0046 |
-0.4% |
1.1268 |
| Low |
1.1129 |
1.1094 |
-0.0035 |
-0.3% |
1.1077 |
| Close |
1.1129 |
1.1103 |
-0.0026 |
-0.2% |
1.1156 |
| Range |
0.0030 |
0.0019 |
-0.0011 |
-36.7% |
0.0192 |
| ATR |
0.0059 |
0.0058 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
44 |
64 |
20 |
45.5% |
612 |
|
| Daily Pivots for day following 01-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1160 |
1.1151 |
1.1113 |
|
| R3 |
1.1141 |
1.1132 |
1.1108 |
|
| R2 |
1.1122 |
1.1122 |
1.1106 |
|
| R1 |
1.1113 |
1.1113 |
1.1105 |
1.1108 |
| PP |
1.1103 |
1.1103 |
1.1103 |
1.1101 |
| S1 |
1.1094 |
1.1094 |
1.1101 |
1.1089 |
| S2 |
1.1084 |
1.1084 |
1.1100 |
|
| S3 |
1.1065 |
1.1075 |
1.1098 |
|
| S4 |
1.1046 |
1.1056 |
1.1093 |
|
|
| 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% |
0.0070 |
0.6% |
14% |
False |
False |
52 |
| 10 |
1.1375 |
1.1077 |
0.0299 |
2.7% |
0.0055 |
0.5% |
9% |
False |
False |
74 |
| 20 |
1.1382 |
1.0980 |
0.0402 |
3.6% |
0.0048 |
0.4% |
31% |
False |
False |
75 |
| 40 |
1.1382 |
1.0848 |
0.0534 |
4.8% |
0.0043 |
0.4% |
48% |
False |
False |
63 |
| 60 |
1.1382 |
1.0822 |
0.0560 |
5.0% |
0.0038 |
0.3% |
50% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1194 |
|
2.618 |
1.1163 |
|
1.618 |
1.1144 |
|
1.000 |
1.1132 |
|
0.618 |
1.1125 |
|
HIGH |
1.1113 |
|
0.618 |
1.1106 |
|
0.500 |
1.1104 |
|
0.382 |
1.1101 |
|
LOW |
1.1094 |
|
0.618 |
1.1082 |
|
1.000 |
1.1075 |
|
1.618 |
1.1063 |
|
2.618 |
1.1044 |
|
4.250 |
1.1013 |
|
|
| Fisher Pivots for day following 01-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1104 |
1.1122 |
| PP |
1.1103 |
1.1116 |
| S1 |
1.1103 |
1.1109 |
|