CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 25-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2023 |
25-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1160 |
1.1094 |
-0.0066 |
-0.6% |
1.1266 |
| High |
1.1178 |
1.1117 |
-0.0061 |
-0.5% |
1.1311 |
| Low |
1.1091 |
1.1051 |
-0.0040 |
-0.4% |
1.1139 |
| Close |
1.1102 |
1.1075 |
-0.0027 |
-0.2% |
1.1156 |
| Range |
0.0087 |
0.0066 |
-0.0021 |
-24.1% |
0.0172 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
197,409 |
183,027 |
-14,382 |
-7.3% |
852,454 |
|
| Daily Pivots for day following 25-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1279 |
1.1243 |
1.1111 |
|
| R3 |
1.1213 |
1.1177 |
1.1093 |
|
| R2 |
1.1147 |
1.1147 |
1.1087 |
|
| R1 |
1.1111 |
1.1111 |
1.1081 |
1.1096 |
| PP |
1.1081 |
1.1081 |
1.1081 |
1.1074 |
| S1 |
1.1045 |
1.1045 |
1.1069 |
1.1030 |
| S2 |
1.1015 |
1.1015 |
1.1063 |
|
| S3 |
1.0949 |
1.0979 |
1.1057 |
|
| S4 |
1.0883 |
1.0913 |
1.1039 |
|
|
| 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 |
1.1275 |
1.1051 |
0.0224 |
2.0% |
0.0074 |
0.7% |
11% |
False |
True |
174,896 |
| 10 |
1.1311 |
1.1044 |
0.0267 |
2.4% |
0.0075 |
0.7% |
12% |
False |
False |
189,838 |
| 20 |
1.1311 |
1.0872 |
0.0439 |
4.0% |
0.0074 |
0.7% |
46% |
False |
False |
187,648 |
| 40 |
1.1311 |
1.0703 |
0.0608 |
5.5% |
0.0075 |
0.7% |
61% |
False |
False |
153,951 |
| 60 |
1.1311 |
1.0703 |
0.0608 |
5.5% |
0.0071 |
0.6% |
61% |
False |
False |
103,201 |
| 80 |
1.1311 |
1.0703 |
0.0608 |
5.5% |
0.0073 |
0.7% |
61% |
False |
False |
77,646 |
| 100 |
1.1311 |
1.0624 |
0.0687 |
6.2% |
0.0075 |
0.7% |
66% |
False |
False |
62,423 |
| 120 |
1.1311 |
1.0624 |
0.0687 |
6.2% |
0.0072 |
0.6% |
66% |
False |
False |
52,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1398 |
|
2.618 |
1.1290 |
|
1.618 |
1.1224 |
|
1.000 |
1.1183 |
|
0.618 |
1.1158 |
|
HIGH |
1.1117 |
|
0.618 |
1.1092 |
|
0.500 |
1.1084 |
|
0.382 |
1.1076 |
|
LOW |
1.1051 |
|
0.618 |
1.1010 |
|
1.000 |
1.0985 |
|
1.618 |
1.0944 |
|
2.618 |
1.0878 |
|
4.250 |
1.0771 |
|
|
| Fisher Pivots for day following 25-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1084 |
1.1114 |
| PP |
1.1081 |
1.1101 |
| S1 |
1.1078 |
1.1088 |
|