CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 07-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2023 |
07-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0895 |
1.0929 |
0.0035 |
0.3% |
1.0952 |
| High |
1.0941 |
1.1013 |
0.0072 |
0.7% |
1.1013 |
| Low |
1.0872 |
1.0906 |
0.0035 |
0.3% |
1.0872 |
| Close |
1.0920 |
1.1007 |
0.0087 |
0.8% |
1.1007 |
| Range |
0.0069 |
0.0107 |
0.0038 |
54.3% |
0.0141 |
| ATR |
0.0073 |
0.0075 |
0.0002 |
3.3% |
0.0000 |
| Volume |
227,043 |
204,480 |
-22,563 |
-9.9% |
807,579 |
|
| Daily Pivots for day following 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1295 |
1.1257 |
1.1066 |
|
| R3 |
1.1188 |
1.1151 |
1.1036 |
|
| R2 |
1.1082 |
1.1082 |
1.1027 |
|
| R1 |
1.1044 |
1.1044 |
1.1017 |
1.1063 |
| PP |
1.0975 |
1.0975 |
1.0975 |
1.0985 |
| S1 |
1.0938 |
1.0938 |
1.0997 |
1.0957 |
| S2 |
1.0869 |
1.0869 |
1.0987 |
|
| S3 |
1.0762 |
1.0831 |
1.0978 |
|
| S4 |
1.0656 |
1.0725 |
1.0948 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1387 |
1.1338 |
1.1085 |
|
| R3 |
1.1246 |
1.1197 |
1.1046 |
|
| R2 |
1.1105 |
1.1105 |
1.1033 |
|
| R1 |
1.1056 |
1.1056 |
1.1020 |
1.1080 |
| PP |
1.0964 |
1.0964 |
1.0964 |
1.0976 |
| S1 |
1.0915 |
1.0915 |
1.0994 |
1.0939 |
| S2 |
1.0823 |
1.0823 |
1.0981 |
|
| S3 |
1.0682 |
1.0774 |
1.0968 |
|
| S4 |
1.0541 |
1.0633 |
1.0929 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1013 |
1.0872 |
0.0141 |
1.3% |
0.0081 |
0.7% |
96% |
True |
False |
200,990 |
| 10 |
1.1023 |
1.0872 |
0.0151 |
1.4% |
0.0078 |
0.7% |
90% |
False |
False |
188,994 |
| 20 |
1.1062 |
1.0756 |
0.0306 |
2.8% |
0.0076 |
0.7% |
82% |
False |
False |
190,263 |
| 40 |
1.1082 |
1.0703 |
0.0380 |
3.4% |
0.0071 |
0.6% |
80% |
False |
False |
99,511 |
| 60 |
1.1177 |
1.0703 |
0.0475 |
4.3% |
0.0073 |
0.7% |
64% |
False |
False |
66,781 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0076 |
0.7% |
69% |
False |
False |
50,372 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0072 |
0.7% |
69% |
False |
False |
40,438 |
| 120 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0069 |
0.6% |
69% |
False |
False |
33,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1465 |
|
2.618 |
1.1291 |
|
1.618 |
1.1185 |
|
1.000 |
1.1119 |
|
0.618 |
1.1078 |
|
HIGH |
1.1013 |
|
0.618 |
1.0972 |
|
0.500 |
1.0959 |
|
0.382 |
1.0947 |
|
LOW |
1.0906 |
|
0.618 |
1.0840 |
|
1.000 |
1.0800 |
|
1.618 |
1.0734 |
|
2.618 |
1.0627 |
|
4.250 |
1.0453 |
|
|
| Fisher Pivots for day following 07-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0991 |
1.0985 |
| PP |
1.0975 |
1.0964 |
| S1 |
1.0959 |
1.0942 |
|