CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 17-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2023 |
17-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1260 |
1.1266 |
0.0006 |
0.0% |
1.1005 |
| High |
1.1281 |
1.1285 |
0.0004 |
0.0% |
1.1281 |
| Low |
1.1241 |
1.1239 |
-0.0002 |
0.0% |
1.0982 |
| Close |
1.1270 |
1.1278 |
0.0009 |
0.1% |
1.1270 |
| Range |
0.0040 |
0.0046 |
0.0006 |
13.8% |
0.0299 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
197,925 |
145,947 |
-51,978 |
-26.3% |
966,870 |
|
| Daily Pivots for day following 17-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1404 |
1.1386 |
1.1303 |
|
| R3 |
1.1358 |
1.1341 |
1.1291 |
|
| R2 |
1.1313 |
1.1313 |
1.1286 |
|
| R1 |
1.1295 |
1.1295 |
1.1282 |
1.1304 |
| PP |
1.1267 |
1.1267 |
1.1267 |
1.1272 |
| S1 |
1.1250 |
1.1250 |
1.1274 |
1.1259 |
| S2 |
1.1222 |
1.1222 |
1.1270 |
|
| S3 |
1.1176 |
1.1204 |
1.1265 |
|
| S4 |
1.1131 |
1.1159 |
1.1253 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2073 |
1.1970 |
1.1434 |
|
| R3 |
1.1774 |
1.1671 |
1.1352 |
|
| R2 |
1.1476 |
1.1476 |
1.1324 |
|
| R1 |
1.1373 |
1.1373 |
1.1297 |
1.1424 |
| PP |
1.1177 |
1.1177 |
1.1177 |
1.1203 |
| S1 |
1.1074 |
1.1074 |
1.1242 |
1.1126 |
| S2 |
1.0879 |
1.0879 |
1.1215 |
|
| S3 |
1.0580 |
1.0776 |
1.1187 |
|
| S4 |
1.0282 |
1.0477 |
1.1105 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1285 |
1.1014 |
0.0271 |
2.4% |
0.0074 |
0.7% |
98% |
True |
False |
192,743 |
| 10 |
1.1285 |
1.0872 |
0.0413 |
3.7% |
0.0073 |
0.7% |
98% |
True |
False |
192,039 |
| 20 |
1.1285 |
1.0872 |
0.0413 |
3.7% |
0.0073 |
0.6% |
98% |
True |
False |
185,592 |
| 40 |
1.1285 |
1.0703 |
0.0582 |
5.2% |
0.0072 |
0.6% |
99% |
True |
False |
127,205 |
| 60 |
1.1285 |
1.0703 |
0.0582 |
5.2% |
0.0072 |
0.6% |
99% |
True |
False |
85,250 |
| 80 |
1.1285 |
1.0703 |
0.0582 |
5.2% |
0.0073 |
0.6% |
99% |
True |
False |
64,121 |
| 100 |
1.1285 |
1.0624 |
0.0661 |
5.9% |
0.0074 |
0.7% |
99% |
True |
False |
51,564 |
| 120 |
1.1285 |
1.0624 |
0.0661 |
5.9% |
0.0071 |
0.6% |
99% |
True |
False |
42,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1478 |
|
2.618 |
1.1404 |
|
1.618 |
1.1358 |
|
1.000 |
1.1330 |
|
0.618 |
1.1313 |
|
HIGH |
1.1285 |
|
0.618 |
1.1267 |
|
0.500 |
1.1262 |
|
0.382 |
1.1256 |
|
LOW |
1.1239 |
|
0.618 |
1.1211 |
|
1.000 |
1.1194 |
|
1.618 |
1.1165 |
|
2.618 |
1.1120 |
|
4.250 |
1.1046 |
|
|
| Fisher Pivots for day following 17-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1273 |
1.1260 |
| PP |
1.1267 |
1.1243 |
| S1 |
1.1262 |
1.1225 |
|