CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 27-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2023 |
27-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1086 |
1.1116 |
0.0031 |
0.3% |
1.1266 |
| High |
1.1137 |
1.1177 |
0.0041 |
0.4% |
1.1311 |
| Low |
1.1067 |
1.0993 |
-0.0074 |
-0.7% |
1.1139 |
| Close |
1.1133 |
1.1000 |
-0.0133 |
-1.2% |
1.1156 |
| Range |
0.0070 |
0.0184 |
0.0115 |
164.7% |
0.0172 |
| ATR |
0.0073 |
0.0081 |
0.0008 |
10.8% |
0.0000 |
| Volume |
174,937 |
330,420 |
155,483 |
88.9% |
852,454 |
|
| Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1609 |
1.1488 |
1.1101 |
|
| R3 |
1.1425 |
1.1304 |
1.1051 |
|
| R2 |
1.1241 |
1.1241 |
1.1034 |
|
| R1 |
1.1120 |
1.1120 |
1.1017 |
1.1089 |
| PP |
1.1057 |
1.1057 |
1.1057 |
1.1041 |
| S1 |
1.0936 |
1.0936 |
1.0983 |
1.0905 |
| S2 |
1.0873 |
1.0873 |
1.0966 |
|
| S3 |
1.0689 |
1.0752 |
1.0949 |
|
| S4 |
1.0505 |
1.0568 |
1.0899 |
|
|
| 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 |
1.1178 |
1.0993 |
0.0185 |
1.7% |
0.0089 |
0.8% |
4% |
False |
True |
204,074 |
| 10 |
1.1311 |
1.0993 |
0.0318 |
2.9% |
0.0077 |
0.7% |
2% |
False |
True |
193,617 |
| 20 |
1.1311 |
1.0872 |
0.0439 |
4.0% |
0.0080 |
0.7% |
29% |
False |
False |
195,852 |
| 40 |
1.1311 |
1.0703 |
0.0608 |
5.5% |
0.0078 |
0.7% |
49% |
False |
False |
166,411 |
| 60 |
1.1311 |
1.0703 |
0.0608 |
5.5% |
0.0073 |
0.7% |
49% |
False |
False |
111,603 |
| 80 |
1.1311 |
1.0703 |
0.0608 |
5.5% |
0.0073 |
0.7% |
49% |
False |
False |
83,941 |
| 100 |
1.1311 |
1.0624 |
0.0687 |
6.2% |
0.0076 |
0.7% |
55% |
False |
False |
67,470 |
| 120 |
1.1311 |
1.0624 |
0.0687 |
6.2% |
0.0073 |
0.7% |
55% |
False |
False |
56,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1959 |
|
2.618 |
1.1659 |
|
1.618 |
1.1475 |
|
1.000 |
1.1361 |
|
0.618 |
1.1291 |
|
HIGH |
1.1177 |
|
0.618 |
1.1107 |
|
0.500 |
1.1085 |
|
0.382 |
1.1063 |
|
LOW |
1.0993 |
|
0.618 |
1.0879 |
|
1.000 |
1.0809 |
|
1.618 |
1.0695 |
|
2.618 |
1.0511 |
|
4.250 |
1.0211 |
|
|
| Fisher Pivots for day following 27-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1085 |
1.1085 |
| PP |
1.1057 |
1.1057 |
| S1 |
1.1028 |
1.1028 |
|