CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 03-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2023 |
03-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0907 |
1.0952 |
0.0045 |
0.4% |
1.0946 |
| High |
1.0974 |
1.0976 |
0.0002 |
0.0% |
1.1023 |
| Low |
1.0876 |
1.0911 |
0.0035 |
0.3% |
1.0876 |
| Close |
1.0953 |
1.0953 |
0.0000 |
0.0% |
1.0953 |
| Range |
0.0098 |
0.0065 |
-0.0033 |
-33.8% |
0.0147 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
197,375 |
132,190 |
-65,185 |
-33.0% |
880,669 |
|
| Daily Pivots for day following 03-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1140 |
1.1111 |
1.0988 |
|
| R3 |
1.1076 |
1.1047 |
1.0971 |
|
| R2 |
1.1011 |
1.1011 |
1.0965 |
|
| R1 |
1.0982 |
1.0982 |
1.0959 |
1.0997 |
| PP |
1.0947 |
1.0947 |
1.0947 |
1.0954 |
| S1 |
1.0918 |
1.0918 |
1.0947 |
1.0932 |
| S2 |
1.0882 |
1.0882 |
1.0941 |
|
| S3 |
1.0818 |
1.0853 |
1.0935 |
|
| S4 |
1.0753 |
1.0789 |
1.0918 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1390 |
1.1318 |
1.1034 |
|
| R3 |
1.1244 |
1.1172 |
1.0993 |
|
| R2 |
1.1097 |
1.1097 |
1.0980 |
|
| R1 |
1.1025 |
1.1025 |
1.0966 |
1.1061 |
| PP |
1.0951 |
1.0951 |
1.0951 |
1.0969 |
| S1 |
1.0879 |
1.0879 |
1.0940 |
1.0915 |
| S2 |
1.0804 |
1.0804 |
1.0926 |
|
| S3 |
1.0658 |
1.0732 |
1.0913 |
|
| S4 |
1.0511 |
1.0586 |
1.0872 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1023 |
1.0876 |
0.0147 |
1.3% |
0.0077 |
0.7% |
53% |
False |
False |
175,563 |
| 10 |
1.1062 |
1.0876 |
0.0186 |
1.7% |
0.0074 |
0.7% |
42% |
False |
False |
171,520 |
| 20 |
1.1062 |
1.0729 |
0.0333 |
3.0% |
0.0073 |
0.7% |
67% |
False |
False |
162,702 |
| 40 |
1.1131 |
1.0703 |
0.0428 |
3.9% |
0.0070 |
0.6% |
59% |
False |
False |
82,727 |
| 60 |
1.1177 |
1.0703 |
0.0475 |
4.3% |
0.0072 |
0.7% |
53% |
False |
False |
55,539 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0076 |
0.7% |
60% |
False |
False |
41,991 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0072 |
0.7% |
60% |
False |
False |
33,685 |
| 120 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0068 |
0.6% |
60% |
False |
False |
28,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1250 |
|
2.618 |
1.1144 |
|
1.618 |
1.1080 |
|
1.000 |
1.1040 |
|
0.618 |
1.1015 |
|
HIGH |
1.0976 |
|
0.618 |
1.0951 |
|
0.500 |
1.0943 |
|
0.382 |
1.0936 |
|
LOW |
1.0911 |
|
0.618 |
1.0871 |
|
1.000 |
1.0847 |
|
1.618 |
1.0807 |
|
2.618 |
1.0742 |
|
4.250 |
1.0637 |
|
|
| Fisher Pivots for day following 03-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0950 |
1.0945 |
| PP |
1.0947 |
1.0938 |
| S1 |
1.0943 |
1.0930 |
|