CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 26-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2023 |
26-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1143 |
1.1129 |
-0.0015 |
-0.1% |
1.1303 |
| High |
1.1165 |
1.1182 |
0.0017 |
0.1% |
1.1357 |
| Low |
1.1100 |
1.1119 |
0.0019 |
0.2% |
1.1188 |
| Close |
1.1124 |
1.1182 |
0.0058 |
0.5% |
1.1204 |
| Range |
0.0065 |
0.0063 |
-0.0002 |
-3.1% |
0.0169 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
945 |
747 |
-198 |
-21.0% |
7,697 |
|
| Daily Pivots for day following 26-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1350 |
1.1329 |
1.1216 |
|
| R3 |
1.1287 |
1.1266 |
1.1199 |
|
| R2 |
1.1224 |
1.1224 |
1.1193 |
|
| R1 |
1.1203 |
1.1203 |
1.1187 |
1.1213 |
| PP |
1.1161 |
1.1161 |
1.1161 |
1.1166 |
| S1 |
1.1140 |
1.1140 |
1.1176 |
1.1150 |
| S2 |
1.1098 |
1.1098 |
1.1170 |
|
| S3 |
1.1035 |
1.1077 |
1.1164 |
|
| S4 |
1.0972 |
1.1014 |
1.1147 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1755 |
1.1648 |
1.1297 |
|
| R3 |
1.1587 |
1.1480 |
1.1250 |
|
| R2 |
1.1418 |
1.1418 |
1.1235 |
|
| R1 |
1.1311 |
1.1311 |
1.1219 |
1.1280 |
| PP |
1.1250 |
1.1250 |
1.1250 |
1.1234 |
| S1 |
1.1143 |
1.1143 |
1.1189 |
1.1112 |
| S2 |
1.1081 |
1.1081 |
1.1173 |
|
| S3 |
1.0913 |
1.0974 |
1.1158 |
|
| S4 |
1.0744 |
1.0806 |
1.1111 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1309 |
1.1100 |
0.0209 |
1.9% |
0.0071 |
0.6% |
39% |
False |
False |
1,268 |
| 10 |
1.1357 |
1.1100 |
0.0257 |
2.3% |
0.0065 |
0.6% |
32% |
False |
False |
1,318 |
| 20 |
1.1357 |
1.0920 |
0.0437 |
3.9% |
0.0069 |
0.6% |
60% |
False |
False |
1,086 |
| 40 |
1.1357 |
1.0758 |
0.0599 |
5.4% |
0.0066 |
0.6% |
71% |
False |
False |
879 |
| 60 |
1.1357 |
1.0758 |
0.0599 |
5.4% |
0.0057 |
0.5% |
71% |
False |
False |
647 |
| 80 |
1.1357 |
1.0758 |
0.0599 |
5.4% |
0.0056 |
0.5% |
71% |
False |
False |
503 |
| 100 |
1.1357 |
1.0661 |
0.0696 |
6.2% |
0.0057 |
0.5% |
75% |
False |
False |
418 |
| 120 |
1.1357 |
1.0661 |
0.0696 |
6.2% |
0.0055 |
0.5% |
75% |
False |
False |
363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1449 |
|
2.618 |
1.1346 |
|
1.618 |
1.1283 |
|
1.000 |
1.1245 |
|
0.618 |
1.1220 |
|
HIGH |
1.1182 |
|
0.618 |
1.1157 |
|
0.500 |
1.1150 |
|
0.382 |
1.1143 |
|
LOW |
1.1119 |
|
0.618 |
1.1080 |
|
1.000 |
1.1056 |
|
1.618 |
1.1017 |
|
2.618 |
1.0954 |
|
4.250 |
1.0851 |
|
|
| Fisher Pivots for day following 26-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1171 |
1.1175 |
| PP |
1.1161 |
1.1168 |
| S1 |
1.1150 |
1.1161 |
|