CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 12-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2023 |
12-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1091 |
1.1098 |
0.0007 |
0.1% |
1.1006 |
| High |
1.1111 |
1.1224 |
0.0113 |
1.0% |
1.1060 |
| Low |
1.1064 |
1.1098 |
0.0034 |
0.3% |
1.0920 |
| Close |
1.1085 |
1.1224 |
0.0139 |
1.2% |
1.1056 |
| Range |
0.0047 |
0.0126 |
0.0079 |
168.1% |
0.0140 |
| ATR |
0.0065 |
0.0070 |
0.0005 |
8.1% |
0.0000 |
| Volume |
1,495 |
2,079 |
584 |
39.1% |
2,360 |
|
| Daily Pivots for day following 12-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1560 |
1.1518 |
1.1293 |
|
| R3 |
1.1434 |
1.1392 |
1.1258 |
|
| R2 |
1.1308 |
1.1308 |
1.1247 |
|
| R1 |
1.1266 |
1.1266 |
1.1235 |
1.1287 |
| PP |
1.1182 |
1.1182 |
1.1182 |
1.1192 |
| S1 |
1.1140 |
1.1140 |
1.1212 |
1.1161 |
| S2 |
1.1056 |
1.1056 |
1.1200 |
|
| S3 |
1.0930 |
1.1014 |
1.1189 |
|
| S4 |
1.0804 |
1.0888 |
1.1154 |
|
|
| 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 |
1.1224 |
1.0920 |
0.0304 |
2.7% |
0.0080 |
0.7% |
100% |
True |
False |
1,136 |
| 10 |
1.1224 |
1.0920 |
0.0304 |
2.7% |
0.0073 |
0.6% |
100% |
True |
False |
854 |
| 20 |
1.1224 |
1.0877 |
0.0347 |
3.1% |
0.0072 |
0.6% |
100% |
True |
False |
950 |
| 40 |
1.1224 |
1.0758 |
0.0466 |
4.2% |
0.0057 |
0.5% |
100% |
True |
False |
577 |
| 60 |
1.1224 |
1.0758 |
0.0466 |
4.2% |
0.0056 |
0.5% |
100% |
True |
False |
439 |
| 80 |
1.1224 |
1.0758 |
0.0466 |
4.2% |
0.0055 |
0.5% |
100% |
True |
False |
341 |
| 100 |
1.1224 |
1.0661 |
0.0563 |
5.0% |
0.0053 |
0.5% |
100% |
True |
False |
292 |
| 120 |
1.1224 |
1.0661 |
0.0563 |
5.0% |
0.0053 |
0.5% |
100% |
True |
False |
255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1759 |
|
2.618 |
1.1553 |
|
1.618 |
1.1427 |
|
1.000 |
1.1350 |
|
0.618 |
1.1301 |
|
HIGH |
1.1224 |
|
0.618 |
1.1175 |
|
0.500 |
1.1161 |
|
0.382 |
1.1146 |
|
LOW |
1.1098 |
|
0.618 |
1.1020 |
|
1.000 |
1.0972 |
|
1.618 |
1.0894 |
|
2.618 |
1.0768 |
|
4.250 |
1.0562 |
|
|
| Fisher Pivots for day following 12-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1203 |
1.1192 |
| PP |
1.1182 |
1.1160 |
| S1 |
1.1161 |
1.1129 |
|