CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 02-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2023 |
02-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1074 |
1.1091 |
0.0017 |
0.2% |
1.1206 |
| High |
1.1074 |
1.1091 |
0.0017 |
0.2% |
1.1225 |
| Low |
1.1029 |
1.0992 |
-0.0038 |
-0.3% |
1.1020 |
| Close |
1.1048 |
1.1017 |
-0.0032 |
-0.3% |
1.1100 |
| Range |
0.0045 |
0.0099 |
0.0055 |
122.5% |
0.0205 |
| ATR |
0.0074 |
0.0075 |
0.0002 |
2.5% |
0.0000 |
| Volume |
790 |
1,093 |
303 |
38.4% |
7,877 |
|
| Daily Pivots for day following 02-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1330 |
1.1272 |
1.1071 |
|
| R3 |
1.1231 |
1.1173 |
1.1044 |
|
| R2 |
1.1132 |
1.1132 |
1.1035 |
|
| R1 |
1.1074 |
1.1074 |
1.1026 |
1.1054 |
| PP |
1.1033 |
1.1033 |
1.1033 |
1.1023 |
| S1 |
1.0975 |
1.0975 |
1.1007 |
1.0955 |
| S2 |
1.0934 |
1.0934 |
1.0998 |
|
| S3 |
1.0835 |
1.0876 |
1.0989 |
|
| S4 |
1.0736 |
1.0777 |
1.0962 |
|
|
| 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 |
1.0992 |
0.0234 |
2.1% |
0.0095 |
0.9% |
11% |
False |
True |
1,629 |
| 10 |
1.1309 |
1.0992 |
0.0318 |
2.9% |
0.0083 |
0.8% |
8% |
False |
True |
1,448 |
| 20 |
1.1357 |
1.0920 |
0.0437 |
4.0% |
0.0076 |
0.7% |
22% |
False |
False |
1,350 |
| 40 |
1.1357 |
1.0784 |
0.0573 |
5.2% |
0.0070 |
0.6% |
41% |
False |
False |
1,050 |
| 60 |
1.1357 |
1.0758 |
0.0599 |
5.4% |
0.0062 |
0.6% |
43% |
False |
False |
763 |
| 80 |
1.1357 |
1.0758 |
0.0599 |
5.4% |
0.0059 |
0.5% |
43% |
False |
False |
602 |
| 100 |
1.1357 |
1.0661 |
0.0696 |
6.3% |
0.0059 |
0.5% |
51% |
False |
False |
491 |
| 120 |
1.1357 |
1.0661 |
0.0696 |
6.3% |
0.0056 |
0.5% |
51% |
False |
False |
426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1511 |
|
2.618 |
1.1350 |
|
1.618 |
1.1251 |
|
1.000 |
1.1190 |
|
0.618 |
1.1152 |
|
HIGH |
1.1091 |
|
0.618 |
1.1053 |
|
0.500 |
1.1041 |
|
0.382 |
1.1029 |
|
LOW |
1.0992 |
|
0.618 |
1.0930 |
|
1.000 |
1.0893 |
|
1.618 |
1.0831 |
|
2.618 |
1.0732 |
|
4.250 |
1.0571 |
|
|
| Fisher Pivots for day following 02-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1041 |
1.1054 |
| PP |
1.1033 |
1.1042 |
| S1 |
1.1025 |
1.1029 |
|