CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 05-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2023 |
05-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0952 |
1.0955 |
0.0004 |
0.0% |
1.0946 |
| High |
1.0976 |
1.0958 |
-0.0018 |
-0.2% |
1.1023 |
| Low |
1.0911 |
1.0891 |
-0.0020 |
-0.2% |
1.0876 |
| Close |
1.0953 |
1.0894 |
-0.0060 |
-0.5% |
1.0953 |
| Range |
0.0065 |
0.0067 |
0.0002 |
3.1% |
0.0147 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
132,190 |
243,866 |
111,676 |
84.5% |
880,669 |
|
| Daily Pivots for day following 05-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1114 |
1.1070 |
1.0930 |
|
| R3 |
1.1047 |
1.1004 |
1.0912 |
|
| R2 |
1.0981 |
1.0981 |
1.0906 |
|
| R1 |
1.0937 |
1.0937 |
1.0900 |
1.0926 |
| PP |
1.0914 |
1.0914 |
1.0914 |
1.0908 |
| S1 |
1.0871 |
1.0871 |
1.0887 |
1.0859 |
| S2 |
1.0848 |
1.0848 |
1.0881 |
|
| S3 |
1.0781 |
1.0804 |
1.0875 |
|
| S4 |
1.0715 |
1.0738 |
1.0857 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1390 |
1.1318 |
1.1034 |
|
| R3 |
1.1244 |
1.1172 |
1.0993 |
|
| R2 |
1.1097 |
1.1097 |
1.0980 |
|
| R1 |
1.1025 |
1.1025 |
1.0966 |
1.1061 |
| PP |
1.0951 |
1.0951 |
1.0951 |
1.0969 |
| S1 |
1.0879 |
1.0879 |
1.0940 |
1.0915 |
| S2 |
1.0804 |
1.0804 |
1.0926 |
|
| S3 |
1.0658 |
1.0732 |
1.0913 |
|
| S4 |
1.0511 |
1.0586 |
1.0872 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1008 |
1.0876 |
0.0132 |
1.2% |
0.0075 |
0.7% |
13% |
False |
False |
195,560 |
| 10 |
1.1062 |
1.0876 |
0.0186 |
1.7% |
0.0075 |
0.7% |
9% |
False |
False |
175,840 |
| 20 |
1.1062 |
1.0729 |
0.0333 |
3.1% |
0.0074 |
0.7% |
49% |
False |
False |
173,662 |
| 40 |
1.1131 |
1.0703 |
0.0428 |
3.9% |
0.0069 |
0.6% |
45% |
False |
False |
88,781 |
| 60 |
1.1177 |
1.0703 |
0.0475 |
4.4% |
0.0072 |
0.7% |
40% |
False |
False |
59,604 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0075 |
0.7% |
49% |
False |
False |
45,029 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0072 |
0.7% |
49% |
False |
False |
36,123 |
| 120 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0069 |
0.6% |
49% |
False |
False |
30,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1240 |
|
2.618 |
1.1132 |
|
1.618 |
1.1065 |
|
1.000 |
1.1024 |
|
0.618 |
1.0999 |
|
HIGH |
1.0958 |
|
0.618 |
1.0932 |
|
0.500 |
1.0924 |
|
0.382 |
1.0916 |
|
LOW |
1.0891 |
|
0.618 |
1.0850 |
|
1.000 |
1.0825 |
|
1.618 |
1.0783 |
|
2.618 |
1.0717 |
|
4.250 |
1.0608 |
|
|
| Fisher Pivots for day following 05-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0924 |
1.0926 |
| PP |
1.0914 |
1.0915 |
| S1 |
1.0904 |
1.0904 |
|