CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 12-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2023 |
12-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1039 |
1.1046 |
0.0007 |
0.1% |
1.0952 |
| High |
1.1066 |
1.1179 |
0.0113 |
1.0% |
1.1013 |
| Low |
1.1014 |
1.1044 |
0.0030 |
0.3% |
1.0872 |
| Close |
1.1037 |
1.1176 |
0.0139 |
1.3% |
1.1007 |
| Range |
0.0052 |
0.0135 |
0.0083 |
161.2% |
0.0141 |
| ATR |
0.0073 |
0.0077 |
0.0005 |
6.8% |
0.0000 |
| Volume |
152,271 |
238,543 |
86,272 |
56.7% |
807,579 |
|
| Daily Pivots for day following 12-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1536 |
1.1491 |
1.1250 |
|
| R3 |
1.1402 |
1.1356 |
1.1213 |
|
| R2 |
1.1267 |
1.1267 |
1.1201 |
|
| R1 |
1.1222 |
1.1222 |
1.1188 |
1.1245 |
| PP |
1.1133 |
1.1133 |
1.1133 |
1.1144 |
| S1 |
1.1087 |
1.1087 |
1.1164 |
1.1110 |
| S2 |
1.0998 |
1.0998 |
1.1151 |
|
| S3 |
1.0864 |
1.0953 |
1.1139 |
|
| S4 |
1.0729 |
1.0818 |
1.1102 |
|
|
| 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 |
1.1179 |
1.0872 |
0.0307 |
2.7% |
0.0084 |
0.8% |
99% |
True |
False |
194,287 |
| 10 |
1.1179 |
1.0872 |
0.0307 |
2.7% |
0.0080 |
0.7% |
99% |
True |
False |
194,923 |
| 20 |
1.1179 |
1.0816 |
0.0363 |
3.2% |
0.0079 |
0.7% |
99% |
True |
False |
201,679 |
| 40 |
1.1179 |
1.0703 |
0.0476 |
4.3% |
0.0071 |
0.6% |
99% |
True |
False |
112,938 |
| 60 |
1.1179 |
1.0703 |
0.0476 |
4.3% |
0.0073 |
0.6% |
99% |
True |
False |
75,735 |
| 80 |
1.1179 |
1.0703 |
0.0476 |
4.3% |
0.0074 |
0.7% |
99% |
True |
False |
57,021 |
| 100 |
1.1179 |
1.0624 |
0.0555 |
5.0% |
0.0074 |
0.7% |
100% |
True |
False |
45,836 |
| 120 |
1.1179 |
1.0624 |
0.0555 |
5.0% |
0.0070 |
0.6% |
100% |
True |
False |
38,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1750 |
|
2.618 |
1.1531 |
|
1.618 |
1.1396 |
|
1.000 |
1.1313 |
|
0.618 |
1.1262 |
|
HIGH |
1.1179 |
|
0.618 |
1.1127 |
|
0.500 |
1.1111 |
|
0.382 |
1.1095 |
|
LOW |
1.1044 |
|
0.618 |
1.0961 |
|
1.000 |
1.0910 |
|
1.618 |
1.0826 |
|
2.618 |
1.0692 |
|
4.250 |
1.0472 |
|
|
| Fisher Pivots for day following 12-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1154 |
1.1144 |
| PP |
1.1133 |
1.1112 |
| S1 |
1.1111 |
1.1080 |
|