CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 20-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2023 |
20-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1313 |
1.1281 |
-0.0032 |
-0.3% |
1.1053 |
| High |
1.1321 |
1.1309 |
-0.0012 |
-0.1% |
1.1327 |
| Low |
1.1261 |
1.1200 |
-0.0061 |
-0.5% |
1.1034 |
| Close |
1.1284 |
1.1206 |
-0.0078 |
-0.7% |
1.1317 |
| Range |
0.0060 |
0.0109 |
0.0049 |
81.7% |
0.0294 |
| ATR |
0.0067 |
0.0070 |
0.0003 |
4.5% |
0.0000 |
| Volume |
2,279 |
1,988 |
-291 |
-12.8% |
6,853 |
|
| Daily Pivots for day following 20-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1565 |
1.1495 |
1.1266 |
|
| R3 |
1.1456 |
1.1386 |
1.1236 |
|
| R2 |
1.1347 |
1.1347 |
1.1226 |
|
| R1 |
1.1277 |
1.1277 |
1.1216 |
1.1258 |
| PP |
1.1238 |
1.1238 |
1.1238 |
1.1229 |
| S1 |
1.1168 |
1.1168 |
1.1196 |
1.1149 |
| S2 |
1.1129 |
1.1129 |
1.1186 |
|
| S3 |
1.1020 |
1.1059 |
1.1176 |
|
| S4 |
1.0911 |
1.0950 |
1.1146 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2106 |
1.2005 |
1.1478 |
|
| R3 |
1.1813 |
1.1712 |
1.1398 |
|
| R2 |
1.1519 |
1.1519 |
1.1371 |
|
| R1 |
1.1418 |
1.1418 |
1.1344 |
1.1469 |
| PP |
1.1226 |
1.1226 |
1.1226 |
1.1251 |
| S1 |
1.1125 |
1.1125 |
1.1290 |
1.1175 |
| S2 |
1.0932 |
1.0932 |
1.1263 |
|
| S3 |
1.0639 |
1.0831 |
1.1236 |
|
| S4 |
1.0345 |
1.0538 |
1.1156 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1357 |
1.1200 |
0.0157 |
1.4% |
0.0064 |
0.6% |
4% |
False |
True |
1,461 |
| 10 |
1.1357 |
1.0955 |
0.0402 |
3.6% |
0.0074 |
0.7% |
63% |
False |
False |
1,381 |
| 20 |
1.1357 |
1.0920 |
0.0437 |
3.9% |
0.0071 |
0.6% |
66% |
False |
False |
989 |
| 40 |
1.1357 |
1.0758 |
0.0599 |
5.3% |
0.0062 |
0.6% |
75% |
False |
False |
779 |
| 60 |
1.1357 |
1.0758 |
0.0599 |
5.3% |
0.0058 |
0.5% |
75% |
False |
False |
581 |
| 80 |
1.1357 |
1.0758 |
0.0599 |
5.3% |
0.0056 |
0.5% |
75% |
False |
False |
450 |
| 100 |
1.1357 |
1.0661 |
0.0696 |
6.2% |
0.0056 |
0.5% |
78% |
False |
False |
376 |
| 120 |
1.1357 |
1.0661 |
0.0696 |
6.2% |
0.0055 |
0.5% |
78% |
False |
False |
327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1772 |
|
2.618 |
1.1594 |
|
1.618 |
1.1485 |
|
1.000 |
1.1418 |
|
0.618 |
1.1376 |
|
HIGH |
1.1309 |
|
0.618 |
1.1267 |
|
0.500 |
1.1255 |
|
0.382 |
1.1242 |
|
LOW |
1.1200 |
|
0.618 |
1.1133 |
|
1.000 |
1.1091 |
|
1.618 |
1.1024 |
|
2.618 |
1.0915 |
|
4.250 |
1.0737 |
|
|
| Fisher Pivots for day following 20-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1255 |
1.1278 |
| PP |
1.1238 |
1.1254 |
| S1 |
1.1222 |
1.1230 |
|