CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 03-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2023 |
03-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1091 |
1.1016 |
-0.0075 |
-0.7% |
1.1206 |
| High |
1.1091 |
1.1029 |
-0.0062 |
-0.6% |
1.1225 |
| Low |
1.0992 |
1.0986 |
-0.0006 |
-0.1% |
1.1020 |
| Close |
1.1017 |
1.1015 |
-0.0002 |
0.0% |
1.1100 |
| Range |
0.0099 |
0.0043 |
-0.0056 |
-56.6% |
0.0205 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
1,093 |
942 |
-151 |
-13.8% |
7,877 |
|
| Daily Pivots for day following 03-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1139 |
1.1120 |
1.1039 |
|
| R3 |
1.1096 |
1.1077 |
1.1027 |
|
| R2 |
1.1053 |
1.1053 |
1.1023 |
|
| R1 |
1.1034 |
1.1034 |
1.1019 |
1.1022 |
| PP |
1.1010 |
1.1010 |
1.1010 |
1.1004 |
| S1 |
1.0991 |
1.0991 |
1.1011 |
1.0979 |
| S2 |
1.0967 |
1.0967 |
1.1007 |
|
| S3 |
1.0924 |
1.0948 |
1.1003 |
|
| S4 |
1.0881 |
1.0905 |
1.0991 |
|
|
| 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 |
1.1124 |
1.0986 |
0.0138 |
1.2% |
0.0068 |
0.6% |
21% |
False |
True |
1,571 |
| 10 |
1.1225 |
1.0986 |
0.0239 |
2.2% |
0.0077 |
0.7% |
12% |
False |
True |
1,344 |
| 20 |
1.1357 |
1.0955 |
0.0402 |
3.6% |
0.0075 |
0.7% |
15% |
False |
False |
1,363 |
| 40 |
1.1357 |
1.0784 |
0.0573 |
5.2% |
0.0071 |
0.6% |
40% |
False |
False |
1,071 |
| 60 |
1.1357 |
1.0758 |
0.0599 |
5.4% |
0.0061 |
0.6% |
43% |
False |
False |
776 |
| 80 |
1.1357 |
1.0758 |
0.0599 |
5.4% |
0.0059 |
0.5% |
43% |
False |
False |
614 |
| 100 |
1.1357 |
1.0661 |
0.0696 |
6.3% |
0.0059 |
0.5% |
51% |
False |
False |
500 |
| 120 |
1.1357 |
1.0661 |
0.0696 |
6.3% |
0.0056 |
0.5% |
51% |
False |
False |
434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1212 |
|
2.618 |
1.1142 |
|
1.618 |
1.1099 |
|
1.000 |
1.1072 |
|
0.618 |
1.1056 |
|
HIGH |
1.1029 |
|
0.618 |
1.1013 |
|
0.500 |
1.1008 |
|
0.382 |
1.1002 |
|
LOW |
1.0986 |
|
0.618 |
1.0959 |
|
1.000 |
1.0943 |
|
1.618 |
1.0916 |
|
2.618 |
1.0873 |
|
4.250 |
1.0803 |
|
|
| Fisher Pivots for day following 03-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1013 |
1.1038 |
| PP |
1.1010 |
1.1031 |
| S1 |
1.1008 |
1.1023 |
|