CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 10-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2023 |
10-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0977 |
1.1053 |
0.0077 |
0.7% |
1.1006 |
| High |
1.1060 |
1.1087 |
0.0027 |
0.2% |
1.1060 |
| Low |
1.0955 |
1.1034 |
0.0079 |
0.7% |
1.0920 |
| Close |
1.1056 |
1.1086 |
0.0031 |
0.3% |
1.1056 |
| Range |
0.0105 |
0.0054 |
-0.0052 |
-49.0% |
0.0140 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
743 |
670 |
-73 |
-9.8% |
2,360 |
|
| Daily Pivots for day following 10-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1229 |
1.1211 |
1.1115 |
|
| R3 |
1.1176 |
1.1158 |
1.1101 |
|
| R2 |
1.1122 |
1.1122 |
1.1096 |
|
| R1 |
1.1104 |
1.1104 |
1.1091 |
1.1113 |
| PP |
1.1069 |
1.1069 |
1.1069 |
1.1073 |
| S1 |
1.1051 |
1.1051 |
1.1081 |
1.1060 |
| S2 |
1.1015 |
1.1015 |
1.1076 |
|
| S3 |
1.0962 |
1.0997 |
1.1071 |
|
| S4 |
1.0908 |
1.0944 |
1.1057 |
|
|
| 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 |
1.1087 |
1.0920 |
0.0167 |
1.5% |
0.0066 |
0.6% |
99% |
True |
False |
606 |
| 10 |
1.1087 |
1.0920 |
0.0167 |
1.5% |
0.0066 |
0.6% |
99% |
True |
False |
592 |
| 20 |
1.1105 |
1.0842 |
0.0264 |
2.4% |
0.0068 |
0.6% |
93% |
False |
False |
842 |
| 40 |
1.1105 |
1.0758 |
0.0348 |
3.1% |
0.0057 |
0.5% |
95% |
False |
False |
511 |
| 60 |
1.1206 |
1.0758 |
0.0448 |
4.0% |
0.0055 |
0.5% |
73% |
False |
False |
384 |
| 80 |
1.1206 |
1.0712 |
0.0494 |
4.5% |
0.0055 |
0.5% |
76% |
False |
False |
299 |
| 100 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0052 |
0.5% |
78% |
False |
False |
257 |
| 120 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0053 |
0.5% |
78% |
False |
False |
226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1314 |
|
2.618 |
1.1227 |
|
1.618 |
1.1174 |
|
1.000 |
1.1141 |
|
0.618 |
1.1120 |
|
HIGH |
1.1087 |
|
0.618 |
1.1067 |
|
0.500 |
1.1060 |
|
0.382 |
1.1054 |
|
LOW |
1.1034 |
|
0.618 |
1.1000 |
|
1.000 |
1.0980 |
|
1.618 |
1.0947 |
|
2.618 |
1.0893 |
|
4.250 |
1.0806 |
|
|
| Fisher Pivots for day following 10-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1077 |
1.1059 |
| PP |
1.1069 |
1.1031 |
| S1 |
1.1060 |
1.1004 |
|