CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 11-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2023 |
11-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1053 |
1.1091 |
0.0038 |
0.3% |
1.1006 |
| High |
1.1087 |
1.1111 |
0.0024 |
0.2% |
1.1060 |
| Low |
1.1034 |
1.1064 |
0.0031 |
0.3% |
1.0920 |
| Close |
1.1086 |
1.1085 |
-0.0001 |
0.0% |
1.1056 |
| Range |
0.0054 |
0.0047 |
-0.0007 |
-12.1% |
0.0140 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
670 |
1,495 |
825 |
123.1% |
2,360 |
|
| Daily Pivots for day following 11-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1228 |
1.1203 |
1.1111 |
|
| R3 |
1.1181 |
1.1156 |
1.1098 |
|
| R2 |
1.1134 |
1.1134 |
1.1094 |
|
| R1 |
1.1109 |
1.1109 |
1.1089 |
1.1098 |
| PP |
1.1087 |
1.1087 |
1.1087 |
1.1081 |
| S1 |
1.1062 |
1.1062 |
1.1081 |
1.1051 |
| S2 |
1.1040 |
1.1040 |
1.1076 |
|
| S3 |
1.0993 |
1.1015 |
1.1072 |
|
| S4 |
1.0946 |
1.0968 |
1.1059 |
|
|
| 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 |
1.1111 |
1.0920 |
0.0191 |
1.7% |
0.0067 |
0.6% |
86% |
True |
False |
835 |
| 10 |
1.1111 |
1.0920 |
0.0191 |
1.7% |
0.0067 |
0.6% |
86% |
True |
False |
689 |
| 20 |
1.1111 |
1.0842 |
0.0270 |
2.4% |
0.0068 |
0.6% |
90% |
True |
False |
913 |
| 40 |
1.1111 |
1.0758 |
0.0354 |
3.2% |
0.0056 |
0.5% |
93% |
True |
False |
541 |
| 60 |
1.1206 |
1.0758 |
0.0448 |
4.0% |
0.0055 |
0.5% |
73% |
False |
False |
407 |
| 80 |
1.1206 |
1.0758 |
0.0448 |
4.0% |
0.0055 |
0.5% |
73% |
False |
False |
315 |
| 100 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0052 |
0.5% |
78% |
False |
False |
272 |
| 120 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0053 |
0.5% |
78% |
False |
False |
238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1311 |
|
2.618 |
1.1234 |
|
1.618 |
1.1187 |
|
1.000 |
1.1158 |
|
0.618 |
1.1140 |
|
HIGH |
1.1111 |
|
0.618 |
1.1093 |
|
0.500 |
1.1088 |
|
0.382 |
1.1082 |
|
LOW |
1.1064 |
|
0.618 |
1.1035 |
|
1.000 |
1.1017 |
|
1.618 |
1.0988 |
|
2.618 |
1.0941 |
|
4.250 |
1.0864 |
|
|
| Fisher Pivots for day following 11-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1088 |
1.1068 |
| PP |
1.1087 |
1.1050 |
| S1 |
1.1086 |
1.1033 |
|