CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 11-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2023 |
11-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1005 |
1.1039 |
0.0034 |
0.3% |
1.0952 |
| High |
1.1040 |
1.1066 |
0.0026 |
0.2% |
1.1013 |
| Low |
1.0982 |
1.1014 |
0.0032 |
0.3% |
1.0872 |
| Close |
1.1038 |
1.1037 |
-0.0001 |
0.0% |
1.1007 |
| Range |
0.0058 |
0.0052 |
-0.0007 |
-11.2% |
0.0141 |
| ATR |
0.0074 |
0.0073 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
149,102 |
152,271 |
3,169 |
2.1% |
807,579 |
|
| Daily Pivots for day following 11-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1193 |
1.1167 |
1.1065 |
|
| R3 |
1.1142 |
1.1115 |
1.1051 |
|
| R2 |
1.1090 |
1.1090 |
1.1046 |
|
| R1 |
1.1064 |
1.1064 |
1.1042 |
1.1051 |
| PP |
1.1039 |
1.1039 |
1.1039 |
1.1033 |
| S1 |
1.1012 |
1.1012 |
1.1032 |
1.1000 |
| S2 |
1.0987 |
1.0987 |
1.1028 |
|
| S3 |
1.0936 |
1.0961 |
1.1023 |
|
| S4 |
1.0884 |
1.0909 |
1.1009 |
|
|
| 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 |
1.1066 |
1.0872 |
0.0194 |
1.8% |
0.0070 |
0.6% |
85% |
True |
False |
195,352 |
| 10 |
1.1066 |
1.0872 |
0.0194 |
1.8% |
0.0074 |
0.7% |
85% |
True |
False |
185,457 |
| 20 |
1.1066 |
1.0792 |
0.0274 |
2.5% |
0.0075 |
0.7% |
90% |
True |
False |
199,384 |
| 40 |
1.1066 |
1.0703 |
0.0363 |
3.3% |
0.0070 |
0.6% |
92% |
True |
False |
106,991 |
| 60 |
1.1177 |
1.0703 |
0.0475 |
4.3% |
0.0072 |
0.7% |
70% |
False |
False |
71,782 |
| 80 |
1.1177 |
1.0703 |
0.0475 |
4.3% |
0.0073 |
0.7% |
70% |
False |
False |
54,067 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0073 |
0.7% |
75% |
False |
False |
43,451 |
| 120 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0069 |
0.6% |
75% |
False |
False |
36,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1284 |
|
2.618 |
1.1200 |
|
1.618 |
1.1149 |
|
1.000 |
1.1117 |
|
0.618 |
1.1097 |
|
HIGH |
1.1066 |
|
0.618 |
1.1046 |
|
0.500 |
1.1040 |
|
0.382 |
1.1034 |
|
LOW |
1.1014 |
|
0.618 |
1.0982 |
|
1.000 |
1.0963 |
|
1.618 |
1.0931 |
|
2.618 |
1.0879 |
|
4.250 |
1.0795 |
|
|
| Fisher Pivots for day following 11-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1040 |
1.1020 |
| PP |
1.1039 |
1.1003 |
| S1 |
1.1038 |
1.0986 |
|