CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 20-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2023 |
20-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1262 |
1.1236 |
-0.0027 |
-0.2% |
1.1005 |
| High |
1.1275 |
1.1262 |
-0.0013 |
-0.1% |
1.1281 |
| Low |
1.1208 |
1.1151 |
-0.0058 |
-0.5% |
1.0982 |
| Close |
1.1236 |
1.1158 |
-0.0078 |
-0.7% |
1.1270 |
| Range |
0.0067 |
0.0111 |
0.0045 |
66.9% |
0.0299 |
| ATR |
0.0073 |
0.0076 |
0.0003 |
3.7% |
0.0000 |
| Volume |
189,013 |
170,455 |
-18,558 |
-9.8% |
966,870 |
|
| Daily Pivots for day following 20-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1523 |
1.1452 |
1.1219 |
|
| R3 |
1.1412 |
1.1341 |
1.1189 |
|
| R2 |
1.1301 |
1.1301 |
1.1178 |
|
| R1 |
1.1230 |
1.1230 |
1.1168 |
1.1210 |
| PP |
1.1190 |
1.1190 |
1.1190 |
1.1180 |
| S1 |
1.1119 |
1.1119 |
1.1148 |
1.1099 |
| S2 |
1.1079 |
1.1079 |
1.1138 |
|
| S3 |
1.0968 |
1.1008 |
1.1127 |
|
| S4 |
1.0857 |
1.0897 |
1.1097 |
|
|
| 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 |
1.1311 |
1.1151 |
0.0160 |
1.4% |
0.0066 |
0.6% |
5% |
False |
True |
183,160 |
| 10 |
1.1311 |
1.0906 |
0.0405 |
3.6% |
0.0078 |
0.7% |
62% |
False |
False |
188,922 |
| 20 |
1.1311 |
1.0872 |
0.0439 |
3.9% |
0.0076 |
0.7% |
65% |
False |
False |
186,967 |
| 40 |
1.1311 |
1.0703 |
0.0608 |
5.4% |
0.0074 |
0.7% |
75% |
False |
False |
141,312 |
| 60 |
1.1311 |
1.0703 |
0.0608 |
5.4% |
0.0073 |
0.7% |
75% |
False |
False |
94,763 |
| 80 |
1.1311 |
1.0703 |
0.0608 |
5.4% |
0.0073 |
0.7% |
75% |
False |
False |
71,217 |
| 100 |
1.1311 |
1.0624 |
0.0687 |
6.2% |
0.0075 |
0.7% |
78% |
False |
False |
57,280 |
| 120 |
1.1311 |
1.0624 |
0.0687 |
6.2% |
0.0072 |
0.6% |
78% |
False |
False |
47,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1733 |
|
2.618 |
1.1552 |
|
1.618 |
1.1441 |
|
1.000 |
1.1373 |
|
0.618 |
1.1330 |
|
HIGH |
1.1262 |
|
0.618 |
1.1219 |
|
0.500 |
1.1206 |
|
0.382 |
1.1193 |
|
LOW |
1.1151 |
|
0.618 |
1.1082 |
|
1.000 |
1.1040 |
|
1.618 |
1.0971 |
|
2.618 |
1.0860 |
|
4.250 |
1.0679 |
|
|
| Fisher Pivots for day following 20-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1206 |
1.1231 |
| PP |
1.1190 |
1.1206 |
| S1 |
1.1174 |
1.1182 |
|