CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 06-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2023 |
06-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1000 |
1.0941 |
-0.0060 |
-0.5% |
1.0995 |
| High |
1.1002 |
1.0988 |
-0.0014 |
-0.1% |
1.1068 |
| Low |
1.0941 |
1.0920 |
-0.0021 |
-0.2% |
1.0927 |
| Close |
1.0941 |
1.0968 |
0.0027 |
0.2% |
1.1002 |
| Range |
0.0061 |
0.0068 |
0.0007 |
11.6% |
0.0141 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.4% |
0.0000 |
| Volume |
575 |
696 |
121 |
21.0% |
2,890 |
|
| Daily Pivots for day following 06-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1161 |
1.1132 |
1.1005 |
|
| R3 |
1.1094 |
1.1065 |
1.0987 |
|
| R2 |
1.1026 |
1.1026 |
1.0980 |
|
| R1 |
1.0997 |
1.0997 |
1.0974 |
1.1012 |
| PP |
1.0959 |
1.0959 |
1.0959 |
1.0966 |
| S1 |
1.0930 |
1.0930 |
1.0962 |
1.0944 |
| S2 |
1.0891 |
1.0891 |
1.0956 |
|
| S3 |
1.0824 |
1.0862 |
1.0949 |
|
| S4 |
1.0756 |
1.0795 |
1.0931 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1422 |
1.1353 |
1.1080 |
|
| R3 |
1.1281 |
1.1212 |
1.1041 |
|
| R2 |
1.1140 |
1.1140 |
1.1028 |
|
| R1 |
1.1071 |
1.1071 |
1.1015 |
1.1106 |
| PP |
1.0999 |
1.0999 |
1.0999 |
1.1016 |
| S1 |
1.0930 |
1.0930 |
1.0989 |
1.0965 |
| S2 |
1.0858 |
1.0858 |
1.0976 |
|
| S3 |
1.0717 |
1.0789 |
1.0963 |
|
| S4 |
1.0576 |
1.0648 |
1.0924 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1022 |
1.0920 |
0.0102 |
0.9% |
0.0067 |
0.6% |
47% |
False |
True |
625 |
| 10 |
1.1105 |
1.0920 |
0.0185 |
1.7% |
0.0067 |
0.6% |
26% |
False |
True |
596 |
| 20 |
1.1105 |
1.0784 |
0.0322 |
2.9% |
0.0066 |
0.6% |
57% |
False |
False |
779 |
| 40 |
1.1110 |
1.0758 |
0.0353 |
3.2% |
0.0055 |
0.5% |
60% |
False |
False |
482 |
| 60 |
1.1206 |
1.0758 |
0.0448 |
4.1% |
0.0054 |
0.5% |
47% |
False |
False |
365 |
| 80 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0055 |
0.5% |
56% |
False |
False |
285 |
| 100 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0052 |
0.5% |
56% |
False |
False |
248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1274 |
|
2.618 |
1.1164 |
|
1.618 |
1.1097 |
|
1.000 |
1.1055 |
|
0.618 |
1.1029 |
|
HIGH |
1.0988 |
|
0.618 |
1.0962 |
|
0.500 |
1.0954 |
|
0.382 |
1.0946 |
|
LOW |
1.0920 |
|
0.618 |
1.0878 |
|
1.000 |
1.0853 |
|
1.618 |
1.0811 |
|
2.618 |
1.0743 |
|
4.250 |
1.0633 |
|
|
| Fisher Pivots for day following 06-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0963 |
1.0968 |
| PP |
1.0959 |
1.0968 |
| S1 |
1.0954 |
1.0967 |
|