CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 02-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2023 |
02-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1023 |
1.1040 |
0.0017 |
0.1% |
1.1160 |
| High |
1.1029 |
1.1043 |
0.0014 |
0.1% |
1.1178 |
| Low |
1.0978 |
1.0943 |
-0.0035 |
-0.3% |
1.0970 |
| Close |
1.0999 |
1.0968 |
-0.0032 |
-0.3% |
1.1051 |
| Range |
0.0052 |
0.0101 |
0.0049 |
95.1% |
0.0208 |
| ATR |
0.0079 |
0.0080 |
0.0002 |
2.0% |
0.0000 |
| Volume |
155,624 |
197,586 |
41,962 |
27.0% |
1,137,137 |
|
| Daily Pivots for day following 02-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1286 |
1.1227 |
1.1023 |
|
| R3 |
1.1185 |
1.1127 |
1.0995 |
|
| R2 |
1.1085 |
1.1085 |
1.0986 |
|
| R1 |
1.1026 |
1.1026 |
1.0977 |
1.1005 |
| PP |
1.0984 |
1.0984 |
1.0984 |
1.0974 |
| S1 |
1.0926 |
1.0926 |
1.0958 |
1.0905 |
| S2 |
1.0884 |
1.0884 |
1.0949 |
|
| S3 |
1.0783 |
1.0825 |
1.0940 |
|
| S4 |
1.0683 |
1.0725 |
1.0912 |
|
|
| 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 |
1.0943 |
0.0235 |
2.1% |
0.0099 |
0.9% |
11% |
False |
True |
216,473 |
| 10 |
1.1262 |
1.0943 |
0.0319 |
2.9% |
0.0086 |
0.8% |
8% |
False |
True |
194,277 |
| 20 |
1.1311 |
1.0872 |
0.0439 |
4.0% |
0.0080 |
0.7% |
22% |
False |
False |
194,429 |
| 40 |
1.1311 |
1.0729 |
0.0582 |
5.3% |
0.0077 |
0.7% |
41% |
False |
False |
184,045 |
| 60 |
1.1311 |
1.0703 |
0.0608 |
5.5% |
0.0073 |
0.7% |
44% |
False |
False |
123,997 |
| 80 |
1.1311 |
1.0703 |
0.0608 |
5.5% |
0.0074 |
0.7% |
44% |
False |
False |
93,310 |
| 100 |
1.1311 |
1.0624 |
0.0687 |
6.3% |
0.0076 |
0.7% |
50% |
False |
False |
74,909 |
| 120 |
1.1311 |
1.0624 |
0.0687 |
6.3% |
0.0073 |
0.7% |
50% |
False |
False |
62,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1470 |
|
2.618 |
1.1306 |
|
1.618 |
1.1206 |
|
1.000 |
1.1144 |
|
0.618 |
1.1105 |
|
HIGH |
1.1043 |
|
0.618 |
1.1005 |
|
0.500 |
1.0993 |
|
0.382 |
1.0981 |
|
LOW |
1.0943 |
|
0.618 |
1.0880 |
|
1.000 |
1.0842 |
|
1.618 |
1.0780 |
|
2.618 |
1.0679 |
|
4.250 |
1.0515 |
|
|
| Fisher Pivots for day following 02-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0993 |
1.1008 |
| PP |
1.0984 |
1.0994 |
| S1 |
1.0976 |
1.0981 |
|