CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 01-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2023 |
01-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1100 |
1.1074 |
-0.0027 |
-0.2% |
1.1206 |
| High |
1.1117 |
1.1074 |
-0.0044 |
-0.4% |
1.1225 |
| Low |
1.1070 |
1.1029 |
-0.0041 |
-0.4% |
1.1020 |
| Close |
1.1074 |
1.1048 |
-0.0026 |
-0.2% |
1.1100 |
| Range |
0.0048 |
0.0045 |
-0.0003 |
-6.3% |
0.0205 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
1,265 |
790 |
-475 |
-37.5% |
7,877 |
|
| Daily Pivots for day following 01-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1184 |
1.1160 |
1.1072 |
|
| R3 |
1.1139 |
1.1116 |
1.1060 |
|
| R2 |
1.1095 |
1.1095 |
1.1056 |
|
| R1 |
1.1071 |
1.1071 |
1.1052 |
1.1061 |
| PP |
1.1050 |
1.1050 |
1.1050 |
1.1045 |
| S1 |
1.1027 |
1.1027 |
1.1044 |
1.1016 |
| S2 |
1.1006 |
1.1006 |
1.1040 |
|
| S3 |
1.0961 |
1.0982 |
1.1036 |
|
| S4 |
1.0917 |
1.0938 |
1.1024 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1730 |
1.1620 |
1.1213 |
|
| R3 |
1.1525 |
1.1415 |
1.1156 |
|
| R2 |
1.1320 |
1.1320 |
1.1138 |
|
| R1 |
1.1210 |
1.1210 |
1.1119 |
1.1163 |
| PP |
1.1115 |
1.1115 |
1.1115 |
1.1091 |
| S1 |
1.1005 |
1.1005 |
1.1081 |
1.0958 |
| S2 |
1.0910 |
1.0910 |
1.1062 |
|
| S3 |
1.0705 |
1.0800 |
1.1044 |
|
| S4 |
1.0500 |
1.0595 |
1.0987 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1225 |
1.1020 |
0.0205 |
1.9% |
0.0088 |
0.8% |
14% |
False |
False |
1,559 |
| 10 |
1.1321 |
1.1020 |
0.0301 |
2.7% |
0.0079 |
0.7% |
9% |
False |
False |
1,567 |
| 20 |
1.1357 |
1.0920 |
0.0437 |
4.0% |
0.0075 |
0.7% |
29% |
False |
False |
1,324 |
| 40 |
1.1357 |
1.0784 |
0.0573 |
5.2% |
0.0069 |
0.6% |
46% |
False |
False |
1,027 |
| 60 |
1.1357 |
1.0758 |
0.0599 |
5.4% |
0.0061 |
0.6% |
48% |
False |
False |
747 |
| 80 |
1.1357 |
1.0758 |
0.0599 |
5.4% |
0.0058 |
0.5% |
48% |
False |
False |
589 |
| 100 |
1.1357 |
1.0661 |
0.0696 |
6.3% |
0.0059 |
0.5% |
56% |
False |
False |
482 |
| 120 |
1.1357 |
1.0661 |
0.0696 |
6.3% |
0.0056 |
0.5% |
56% |
False |
False |
419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1263 |
|
2.618 |
1.1190 |
|
1.618 |
1.1146 |
|
1.000 |
1.1118 |
|
0.618 |
1.1101 |
|
HIGH |
1.1074 |
|
0.618 |
1.1057 |
|
0.500 |
1.1051 |
|
0.382 |
1.1046 |
|
LOW |
1.1029 |
|
0.618 |
1.1001 |
|
1.000 |
1.0985 |
|
1.618 |
1.0957 |
|
2.618 |
1.0912 |
|
4.250 |
1.0840 |
|
|
| Fisher Pivots for day following 01-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1051 |
1.1072 |
| PP |
1.1050 |
1.1064 |
| S1 |
1.1049 |
1.1056 |
|