CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 24-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2023 |
24-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1165 |
1.1160 |
-0.0005 |
0.0% |
1.1266 |
| High |
1.1176 |
1.1178 |
0.0002 |
0.0% |
1.1311 |
| Low |
1.1139 |
1.1091 |
-0.0049 |
-0.4% |
1.1139 |
| Close |
1.1156 |
1.1102 |
-0.0055 |
-0.5% |
1.1156 |
| Range |
0.0037 |
0.0087 |
0.0050 |
135.1% |
0.0172 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
1.4% |
0.0000 |
| Volume |
134,579 |
197,409 |
62,830 |
46.7% |
852,454 |
|
| Daily Pivots for day following 24-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1384 |
1.1330 |
1.1149 |
|
| R3 |
1.1297 |
1.1243 |
1.1125 |
|
| R2 |
1.1210 |
1.1210 |
1.1117 |
|
| R1 |
1.1156 |
1.1156 |
1.1109 |
1.1140 |
| PP |
1.1123 |
1.1123 |
1.1123 |
1.1115 |
| S1 |
1.1069 |
1.1069 |
1.1094 |
1.1053 |
| S2 |
1.1036 |
1.1036 |
1.1086 |
|
| S3 |
1.0949 |
1.0982 |
1.1078 |
|
| S4 |
1.0862 |
1.0895 |
1.1054 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1716 |
1.1608 |
1.1250 |
|
| R3 |
1.1545 |
1.1436 |
1.1203 |
|
| R2 |
1.1373 |
1.1373 |
1.1187 |
|
| R1 |
1.1265 |
1.1265 |
1.1172 |
1.1233 |
| PP |
1.1202 |
1.1202 |
1.1202 |
1.1186 |
| S1 |
1.1093 |
1.1093 |
1.1140 |
1.1062 |
| S2 |
1.1030 |
1.1030 |
1.1125 |
|
| S3 |
1.0859 |
1.0922 |
1.1109 |
|
| S4 |
1.0687 |
1.0750 |
1.1062 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1311 |
1.1091 |
0.0220 |
2.0% |
0.0074 |
0.7% |
5% |
False |
True |
180,783 |
| 10 |
1.1311 |
1.1014 |
0.0297 |
2.7% |
0.0074 |
0.7% |
30% |
False |
False |
186,763 |
| 20 |
1.1311 |
1.0872 |
0.0439 |
4.0% |
0.0073 |
0.7% |
52% |
False |
False |
185,249 |
| 40 |
1.1311 |
1.0703 |
0.0608 |
5.5% |
0.0074 |
0.7% |
66% |
False |
False |
149,472 |
| 60 |
1.1311 |
1.0703 |
0.0608 |
5.5% |
0.0071 |
0.6% |
66% |
False |
False |
100,254 |
| 80 |
1.1311 |
1.0703 |
0.0608 |
5.5% |
0.0073 |
0.7% |
66% |
False |
False |
75,360 |
| 100 |
1.1311 |
1.0624 |
0.0687 |
6.2% |
0.0075 |
0.7% |
70% |
False |
False |
60,594 |
| 120 |
1.1311 |
1.0624 |
0.0687 |
6.2% |
0.0072 |
0.6% |
70% |
False |
False |
50,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1547 |
|
2.618 |
1.1405 |
|
1.618 |
1.1318 |
|
1.000 |
1.1265 |
|
0.618 |
1.1231 |
|
HIGH |
1.1178 |
|
0.618 |
1.1144 |
|
0.500 |
1.1134 |
|
0.382 |
1.1124 |
|
LOW |
1.1091 |
|
0.618 |
1.1037 |
|
1.000 |
1.1004 |
|
1.618 |
1.0950 |
|
2.618 |
1.0863 |
|
4.250 |
1.0721 |
|
|
| Fisher Pivots for day following 24-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1134 |
1.1176 |
| PP |
1.1123 |
1.1151 |
| S1 |
1.1112 |
1.1126 |
|