CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 06-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2023 |
06-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0955 |
1.0895 |
-0.0061 |
-0.6% |
1.0946 |
| High |
1.0958 |
1.0941 |
-0.0017 |
-0.2% |
1.1023 |
| Low |
1.0891 |
1.0872 |
-0.0020 |
-0.2% |
1.0876 |
| Close |
1.0894 |
1.0920 |
0.0027 |
0.2% |
1.0953 |
| Range |
0.0067 |
0.0069 |
0.0003 |
3.8% |
0.0147 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
243,866 |
227,043 |
-16,823 |
-6.9% |
880,669 |
|
| Daily Pivots for day following 06-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1118 |
1.1088 |
1.0958 |
|
| R3 |
1.1049 |
1.1019 |
1.0939 |
|
| R2 |
1.0980 |
1.0980 |
1.0933 |
|
| R1 |
1.0950 |
1.0950 |
1.0926 |
1.0965 |
| PP |
1.0911 |
1.0911 |
1.0911 |
1.0918 |
| S1 |
1.0881 |
1.0881 |
1.0914 |
1.0896 |
| S2 |
1.0842 |
1.0842 |
1.0907 |
|
| S3 |
1.0773 |
1.0812 |
1.0901 |
|
| S4 |
1.0704 |
1.0743 |
1.0882 |
|
|
| 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 |
1.0985 |
1.0872 |
0.0113 |
1.0% |
0.0076 |
0.7% |
43% |
False |
True |
201,489 |
| 10 |
1.1062 |
1.0872 |
0.0190 |
1.7% |
0.0074 |
0.7% |
26% |
False |
True |
185,011 |
| 20 |
1.1062 |
1.0730 |
0.0332 |
3.0% |
0.0075 |
0.7% |
57% |
False |
False |
183,929 |
| 40 |
1.1082 |
1.0703 |
0.0380 |
3.5% |
0.0070 |
0.6% |
57% |
False |
False |
94,424 |
| 60 |
1.1177 |
1.0703 |
0.0475 |
4.3% |
0.0072 |
0.7% |
46% |
False |
False |
63,384 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0075 |
0.7% |
54% |
False |
False |
47,841 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0072 |
0.7% |
54% |
False |
False |
38,393 |
| 120 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0069 |
0.6% |
54% |
False |
False |
32,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1234 |
|
2.618 |
1.1121 |
|
1.618 |
1.1052 |
|
1.000 |
1.1010 |
|
0.618 |
1.0983 |
|
HIGH |
1.0941 |
|
0.618 |
1.0914 |
|
0.500 |
1.0906 |
|
0.382 |
1.0898 |
|
LOW |
1.0872 |
|
0.618 |
1.0829 |
|
1.000 |
1.0803 |
|
1.618 |
1.0760 |
|
2.618 |
1.0691 |
|
4.250 |
1.0578 |
|
|
| Fisher Pivots for day following 06-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0915 |
1.0924 |
| PP |
1.0911 |
1.0922 |
| S1 |
1.0906 |
1.0921 |
|