CME Euro FX (E) Future June 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 |
1.1137 |
1.1199 |
0.0062 |
0.6% |
1.1270 |
| High |
1.1226 |
1.1206 |
-0.0020 |
-0.2% |
1.1319 |
| Low |
1.1129 |
1.1176 |
0.0047 |
0.4% |
1.1129 |
| Close |
1.1204 |
1.1176 |
-0.0028 |
-0.2% |
1.1204 |
| Range |
0.0097 |
0.0031 |
-0.0067 |
-68.6% |
0.0190 |
| ATR |
|
|
|
|
|
| Volume |
47 |
29 |
-18 |
-38.3% |
71 |
|
| Daily Pivots for day following 31-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1277 |
1.1257 |
1.1192 |
|
| R3 |
1.1247 |
1.1226 |
1.1184 |
|
| R2 |
1.1216 |
1.1216 |
1.1181 |
|
| R1 |
1.1196 |
1.1196 |
1.1178 |
1.1191 |
| PP |
1.1186 |
1.1186 |
1.1186 |
1.1183 |
| S1 |
1.1165 |
1.1165 |
1.1173 |
1.1160 |
| S2 |
1.1155 |
1.1155 |
1.1170 |
|
| S3 |
1.1125 |
1.1135 |
1.1167 |
|
| S4 |
1.1094 |
1.1104 |
1.1159 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1786 |
1.1684 |
1.1308 |
|
| R3 |
1.1596 |
1.1495 |
1.1256 |
|
| R2 |
1.1407 |
1.1407 |
1.1238 |
|
| R1 |
1.1305 |
1.1305 |
1.1221 |
1.1261 |
| PP |
1.1217 |
1.1217 |
1.1217 |
1.1195 |
| S1 |
1.1116 |
1.1116 |
1.1186 |
1.1072 |
| S2 |
1.1028 |
1.1028 |
1.1169 |
|
| S3 |
1.0838 |
1.0926 |
1.1151 |
|
| S4 |
1.0649 |
1.0737 |
1.1099 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1336 |
|
2.618 |
1.1286 |
|
1.618 |
1.1255 |
|
1.000 |
1.1237 |
|
0.618 |
1.1225 |
|
HIGH |
1.1206 |
|
0.618 |
1.1194 |
|
0.500 |
1.1191 |
|
0.382 |
1.1187 |
|
LOW |
1.1176 |
|
0.618 |
1.1157 |
|
1.000 |
1.1145 |
|
1.618 |
1.1126 |
|
2.618 |
1.1096 |
|
4.250 |
1.1046 |
|
|
| Fisher Pivots for day following 31-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1191 |
1.1224 |
| PP |
1.1186 |
1.1208 |
| S1 |
1.1181 |
1.1192 |
|