CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 10-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2023 |
10-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0929 |
1.1005 |
0.0076 |
0.7% |
1.0952 |
| High |
1.1013 |
1.1040 |
0.0028 |
0.2% |
1.1013 |
| Low |
1.0906 |
1.0982 |
0.0076 |
0.7% |
1.0872 |
| Close |
1.1007 |
1.1038 |
0.0031 |
0.3% |
1.1007 |
| Range |
0.0107 |
0.0058 |
-0.0049 |
-45.5% |
0.0141 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
204,480 |
149,102 |
-55,378 |
-27.1% |
807,579 |
|
| Daily Pivots for day following 10-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1194 |
1.1174 |
1.1069 |
|
| R3 |
1.1136 |
1.1116 |
1.1053 |
|
| R2 |
1.1078 |
1.1078 |
1.1048 |
|
| R1 |
1.1058 |
1.1058 |
1.1043 |
1.1068 |
| PP |
1.1020 |
1.1020 |
1.1020 |
1.1025 |
| S1 |
1.1000 |
1.1000 |
1.1032 |
1.1010 |
| S2 |
1.0962 |
1.0962 |
1.1027 |
|
| S3 |
1.0904 |
1.0942 |
1.1022 |
|
| S4 |
1.0846 |
1.0884 |
1.1006 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1387 |
1.1338 |
1.1085 |
|
| R3 |
1.1246 |
1.1197 |
1.1046 |
|
| R2 |
1.1105 |
1.1105 |
1.1033 |
|
| R1 |
1.1056 |
1.1056 |
1.1020 |
1.1080 |
| PP |
1.0964 |
1.0964 |
1.0964 |
1.0976 |
| S1 |
1.0915 |
1.0915 |
1.0994 |
1.0939 |
| S2 |
1.0823 |
1.0823 |
1.0981 |
|
| S3 |
1.0682 |
1.0774 |
1.0968 |
|
| S4 |
1.0541 |
1.0633 |
1.0929 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1040 |
1.0872 |
0.0169 |
1.5% |
0.0073 |
0.7% |
99% |
True |
False |
191,336 |
| 10 |
1.1040 |
1.0872 |
0.0169 |
1.5% |
0.0072 |
0.7% |
99% |
True |
False |
183,735 |
| 20 |
1.1062 |
1.0792 |
0.0270 |
2.4% |
0.0075 |
0.7% |
91% |
False |
False |
195,522 |
| 40 |
1.1062 |
1.0703 |
0.0359 |
3.3% |
0.0071 |
0.6% |
93% |
False |
False |
103,210 |
| 60 |
1.1177 |
1.0703 |
0.0475 |
4.3% |
0.0073 |
0.7% |
71% |
False |
False |
69,254 |
| 80 |
1.1177 |
1.0678 |
0.0500 |
4.5% |
0.0074 |
0.7% |
72% |
False |
False |
52,200 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0073 |
0.7% |
75% |
False |
False |
41,929 |
| 120 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0069 |
0.6% |
75% |
False |
False |
34,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1287 |
|
2.618 |
1.1192 |
|
1.618 |
1.1134 |
|
1.000 |
1.1098 |
|
0.618 |
1.1076 |
|
HIGH |
1.1040 |
|
0.618 |
1.1018 |
|
0.500 |
1.1011 |
|
0.382 |
1.1004 |
|
LOW |
1.0982 |
|
0.618 |
1.0946 |
|
1.000 |
1.0924 |
|
1.618 |
1.0888 |
|
2.618 |
1.0830 |
|
4.250 |
1.0736 |
|
|
| Fisher Pivots for day following 10-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1029 |
1.1010 |
| PP |
1.1020 |
1.0983 |
| S1 |
1.1011 |
1.0956 |
|