CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 31-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2023 |
31-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1006 |
1.1045 |
0.0039 |
0.3% |
1.1160 |
| High |
1.1075 |
1.1073 |
-0.0002 |
0.0% |
1.1178 |
| Low |
1.0970 |
1.1020 |
0.0050 |
0.5% |
1.0970 |
| Close |
1.1051 |
1.1025 |
-0.0026 |
-0.2% |
1.1051 |
| Range |
0.0105 |
0.0053 |
-0.0052 |
-49.3% |
0.0208 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
251,344 |
147,394 |
-103,950 |
-41.4% |
1,137,137 |
|
| Daily Pivots for day following 31-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1198 |
1.1164 |
1.1054 |
|
| R3 |
1.1145 |
1.1111 |
1.1039 |
|
| R2 |
1.1092 |
1.1092 |
1.1034 |
|
| R1 |
1.1058 |
1.1058 |
1.1029 |
1.1049 |
| PP |
1.1039 |
1.1039 |
1.1039 |
1.1034 |
| S1 |
1.1005 |
1.1005 |
1.1020 |
1.0996 |
| S2 |
1.0986 |
1.0986 |
1.1015 |
|
| S3 |
1.0933 |
1.0952 |
1.1010 |
|
| S4 |
1.0880 |
1.0899 |
1.0995 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1689 |
1.1577 |
1.1165 |
|
| R3 |
1.1481 |
1.1370 |
1.1108 |
|
| R2 |
1.1274 |
1.1274 |
1.1089 |
|
| R1 |
1.1162 |
1.1162 |
1.1070 |
1.1114 |
| PP |
1.1066 |
1.1066 |
1.1066 |
1.1042 |
| S1 |
1.0955 |
1.0955 |
1.1031 |
1.0907 |
| S2 |
1.0859 |
1.0859 |
1.1012 |
|
| S3 |
1.0651 |
1.0747 |
1.0993 |
|
| S4 |
1.0444 |
1.0540 |
1.0936 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1177 |
1.0970 |
0.0207 |
1.9% |
0.0095 |
0.9% |
26% |
False |
False |
217,424 |
| 10 |
1.1311 |
1.0970 |
0.0341 |
3.1% |
0.0085 |
0.8% |
16% |
False |
False |
199,103 |
| 20 |
1.1311 |
1.0872 |
0.0439 |
4.0% |
0.0079 |
0.7% |
35% |
False |
False |
195,571 |
| 40 |
1.1311 |
1.0729 |
0.0582 |
5.3% |
0.0076 |
0.7% |
51% |
False |
False |
176,026 |
| 60 |
1.1311 |
1.0703 |
0.0608 |
5.5% |
0.0073 |
0.7% |
53% |
False |
False |
118,176 |
| 80 |
1.1311 |
1.0703 |
0.0608 |
5.5% |
0.0073 |
0.7% |
53% |
False |
False |
88,899 |
| 100 |
1.1311 |
1.0624 |
0.0687 |
6.2% |
0.0076 |
0.7% |
58% |
False |
False |
71,441 |
| 120 |
1.1311 |
1.0624 |
0.0687 |
6.2% |
0.0073 |
0.7% |
58% |
False |
False |
59,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1298 |
|
2.618 |
1.1211 |
|
1.618 |
1.1158 |
|
1.000 |
1.1126 |
|
0.618 |
1.1105 |
|
HIGH |
1.1073 |
|
0.618 |
1.1052 |
|
0.500 |
1.1046 |
|
0.382 |
1.1040 |
|
LOW |
1.1020 |
|
0.618 |
1.0987 |
|
1.000 |
1.0967 |
|
1.618 |
1.0934 |
|
2.618 |
1.0881 |
|
4.250 |
1.0794 |
|
|
| Fisher Pivots for day following 31-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1046 |
1.1074 |
| PP |
1.1039 |
1.1057 |
| S1 |
1.1032 |
1.1041 |
|