CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 02-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2023 |
02-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1113 |
1.1117 |
0.0004 |
0.0% |
1.1263 |
| High |
1.1113 |
1.1117 |
0.0004 |
0.0% |
1.1268 |
| Low |
1.1094 |
1.1072 |
-0.0023 |
-0.2% |
1.1077 |
| Close |
1.1103 |
1.1072 |
-0.0032 |
-0.3% |
1.1156 |
| Range |
0.0019 |
0.0046 |
0.0027 |
139.5% |
0.0192 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
64 |
48 |
-16 |
-25.0% |
612 |
|
| Daily Pivots for day following 02-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1223 |
1.1193 |
1.1097 |
|
| R3 |
1.1178 |
1.1147 |
1.1084 |
|
| R2 |
1.1132 |
1.1132 |
1.1080 |
|
| R1 |
1.1102 |
1.1102 |
1.1076 |
1.1094 |
| PP |
1.1087 |
1.1087 |
1.1087 |
1.1083 |
| S1 |
1.1056 |
1.1056 |
1.1067 |
1.1049 |
| S2 |
1.1041 |
1.1041 |
1.1063 |
|
| S3 |
1.0996 |
1.1011 |
1.1059 |
|
| S4 |
1.0950 |
1.0965 |
1.1046 |
|
|
| 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 |
1.1072 |
0.0197 |
1.8% |
0.0071 |
0.6% |
0% |
False |
True |
49 |
| 10 |
1.1295 |
1.1072 |
0.0224 |
2.0% |
0.0055 |
0.5% |
0% |
False |
True |
78 |
| 20 |
1.1382 |
1.0980 |
0.0402 |
3.6% |
0.0049 |
0.4% |
23% |
False |
False |
72 |
| 40 |
1.1382 |
1.0848 |
0.0534 |
4.8% |
0.0044 |
0.4% |
42% |
False |
False |
61 |
| 60 |
1.1382 |
1.0822 |
0.0560 |
5.1% |
0.0037 |
0.3% |
45% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1310 |
|
2.618 |
1.1236 |
|
1.618 |
1.1191 |
|
1.000 |
1.1163 |
|
0.618 |
1.1145 |
|
HIGH |
1.1117 |
|
0.618 |
1.1100 |
|
0.500 |
1.1094 |
|
0.382 |
1.1089 |
|
LOW |
1.1072 |
|
0.618 |
1.1043 |
|
1.000 |
1.1026 |
|
1.618 |
1.0998 |
|
2.618 |
1.0952 |
|
4.250 |
1.0878 |
|
|
| Fisher Pivots for day following 02-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1094 |
1.1115 |
| PP |
1.1087 |
1.1101 |
| S1 |
1.1079 |
1.1086 |
|