CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 01-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2023 |
01-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1045 |
1.1023 |
-0.0022 |
-0.2% |
1.1160 |
| High |
1.1073 |
1.1029 |
-0.0044 |
-0.4% |
1.1178 |
| Low |
1.1020 |
1.0978 |
-0.0042 |
-0.4% |
1.0970 |
| Close |
1.1025 |
1.0999 |
-0.0026 |
-0.2% |
1.1051 |
| Range |
0.0053 |
0.0052 |
-0.0002 |
-2.8% |
0.0208 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
147,394 |
155,624 |
8,230 |
5.6% |
1,137,137 |
|
| Daily Pivots for day following 01-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1156 |
1.1129 |
1.1027 |
|
| R3 |
1.1105 |
1.1078 |
1.1013 |
|
| R2 |
1.1053 |
1.1053 |
1.1008 |
|
| R1 |
1.1026 |
1.1026 |
1.1004 |
1.1014 |
| PP |
1.1002 |
1.1002 |
1.1002 |
1.0996 |
| S1 |
1.0975 |
1.0975 |
1.0994 |
1.0963 |
| S2 |
1.0950 |
1.0950 |
1.0990 |
|
| S3 |
1.0899 |
1.0923 |
1.0985 |
|
| S4 |
1.0847 |
1.0872 |
1.0971 |
|
|
| 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% |
0.0093 |
0.8% |
14% |
False |
False |
211,943 |
| 10 |
1.1275 |
1.0970 |
0.0305 |
2.8% |
0.0083 |
0.8% |
10% |
False |
False |
193,420 |
| 20 |
1.1311 |
1.0872 |
0.0439 |
4.0% |
0.0078 |
0.7% |
29% |
False |
False |
196,743 |
| 40 |
1.1311 |
1.0729 |
0.0582 |
5.3% |
0.0076 |
0.7% |
46% |
False |
False |
179,722 |
| 60 |
1.1311 |
1.0703 |
0.0608 |
5.5% |
0.0073 |
0.7% |
49% |
False |
False |
120,733 |
| 80 |
1.1311 |
1.0703 |
0.0608 |
5.5% |
0.0073 |
0.7% |
49% |
False |
False |
90,840 |
| 100 |
1.1311 |
1.0624 |
0.0687 |
6.2% |
0.0076 |
0.7% |
55% |
False |
False |
72,942 |
| 120 |
1.1311 |
1.0624 |
0.0687 |
6.2% |
0.0073 |
0.7% |
55% |
False |
False |
60,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1248 |
|
2.618 |
1.1164 |
|
1.618 |
1.1112 |
|
1.000 |
1.1081 |
|
0.618 |
1.1061 |
|
HIGH |
1.1029 |
|
0.618 |
1.1009 |
|
0.500 |
1.1003 |
|
0.382 |
1.0997 |
|
LOW |
1.0978 |
|
0.618 |
1.0946 |
|
1.000 |
1.0926 |
|
1.618 |
1.0894 |
|
2.618 |
1.0843 |
|
4.250 |
1.0759 |
|
|
| Fisher Pivots for day following 01-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1003 |
1.1022 |
| PP |
1.1002 |
1.1015 |
| S1 |
1.1000 |
1.1007 |
|