CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 07-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2023 |
07-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0941 |
1.0977 |
0.0036 |
0.3% |
1.1006 |
| High |
1.0988 |
1.1060 |
0.0073 |
0.7% |
1.1060 |
| Low |
1.0920 |
1.0955 |
0.0035 |
0.3% |
1.0920 |
| Close |
1.0968 |
1.1056 |
0.0088 |
0.8% |
1.1056 |
| Range |
0.0068 |
0.0105 |
0.0038 |
55.6% |
0.0140 |
| ATR |
0.0064 |
0.0067 |
0.0003 |
4.5% |
0.0000 |
| Volume |
696 |
743 |
47 |
6.8% |
2,360 |
|
| Daily Pivots for day following 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1339 |
1.1302 |
1.1113 |
|
| R3 |
1.1234 |
1.1197 |
1.1084 |
|
| R2 |
1.1129 |
1.1129 |
1.1075 |
|
| R1 |
1.1092 |
1.1092 |
1.1065 |
1.1110 |
| PP |
1.1024 |
1.1024 |
1.1024 |
1.1033 |
| S1 |
1.0987 |
1.0987 |
1.1046 |
1.1005 |
| S2 |
1.0919 |
1.0919 |
1.1036 |
|
| S3 |
1.0814 |
1.0882 |
1.1027 |
|
| S4 |
1.0709 |
1.0777 |
1.0998 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1432 |
1.1384 |
1.1133 |
|
| R3 |
1.1292 |
1.1244 |
1.1094 |
|
| R2 |
1.1152 |
1.1152 |
1.1081 |
|
| R1 |
1.1104 |
1.1104 |
1.1068 |
1.1128 |
| PP |
1.1012 |
1.1012 |
1.1012 |
1.1024 |
| S1 |
1.0964 |
1.0964 |
1.1043 |
1.0988 |
| S2 |
1.0872 |
1.0872 |
1.1030 |
|
| S3 |
1.0732 |
1.0824 |
1.1017 |
|
| S4 |
1.0592 |
1.0684 |
1.0979 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1060 |
1.0920 |
0.0140 |
1.3% |
0.0075 |
0.7% |
97% |
True |
False |
669 |
| 10 |
1.1068 |
1.0920 |
0.0148 |
1.3% |
0.0072 |
0.6% |
92% |
False |
False |
590 |
| 20 |
1.1105 |
1.0806 |
0.0300 |
2.7% |
0.0069 |
0.6% |
83% |
False |
False |
815 |
| 40 |
1.1110 |
1.0758 |
0.0353 |
3.2% |
0.0056 |
0.5% |
85% |
False |
False |
499 |
| 60 |
1.1206 |
1.0758 |
0.0448 |
4.1% |
0.0056 |
0.5% |
67% |
False |
False |
376 |
| 80 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0056 |
0.5% |
72% |
False |
False |
293 |
| 100 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0052 |
0.5% |
72% |
False |
False |
255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1506 |
|
2.618 |
1.1335 |
|
1.618 |
1.1230 |
|
1.000 |
1.1165 |
|
0.618 |
1.1125 |
|
HIGH |
1.1060 |
|
0.618 |
1.1020 |
|
0.500 |
1.1008 |
|
0.382 |
1.0995 |
|
LOW |
1.0955 |
|
0.618 |
1.0890 |
|
1.000 |
1.0850 |
|
1.618 |
1.0785 |
|
2.618 |
1.0680 |
|
4.250 |
1.0509 |
|
|
| Fisher Pivots for day following 07-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1040 |
1.1034 |
| PP |
1.1024 |
1.1012 |
| S1 |
1.1008 |
1.0990 |
|