CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 13-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2023 |
13-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1046 |
1.1168 |
0.0122 |
1.1% |
1.0952 |
| High |
1.1179 |
1.1265 |
0.0086 |
0.8% |
1.1013 |
| Low |
1.1044 |
1.1166 |
0.0122 |
1.1% |
1.0872 |
| Close |
1.1176 |
1.1259 |
0.0083 |
0.7% |
1.1007 |
| Range |
0.0135 |
0.0099 |
-0.0036 |
-26.8% |
0.0141 |
| ATR |
0.0077 |
0.0079 |
0.0002 |
1.9% |
0.0000 |
| Volume |
238,543 |
229,029 |
-9,514 |
-4.0% |
807,579 |
|
| Daily Pivots for day following 13-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1525 |
1.1490 |
1.1313 |
|
| R3 |
1.1427 |
1.1392 |
1.1286 |
|
| R2 |
1.1328 |
1.1328 |
1.1277 |
|
| R1 |
1.1293 |
1.1293 |
1.1268 |
1.1311 |
| PP |
1.1230 |
1.1230 |
1.1230 |
1.1238 |
| S1 |
1.1195 |
1.1195 |
1.1249 |
1.1212 |
| S2 |
1.1131 |
1.1131 |
1.1240 |
|
| S3 |
1.1033 |
1.1096 |
1.1231 |
|
| S4 |
1.0934 |
1.0998 |
1.1204 |
|
|
| 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 |
1.1265 |
1.0906 |
0.0359 |
3.2% |
0.0090 |
0.8% |
98% |
True |
False |
194,685 |
| 10 |
1.1265 |
1.0872 |
0.0393 |
3.5% |
0.0083 |
0.7% |
98% |
True |
False |
198,087 |
| 20 |
1.1265 |
1.0830 |
0.0435 |
3.9% |
0.0081 |
0.7% |
99% |
True |
False |
195,680 |
| 40 |
1.1265 |
1.0703 |
0.0562 |
5.0% |
0.0073 |
0.6% |
99% |
True |
False |
118,650 |
| 60 |
1.1265 |
1.0703 |
0.0562 |
5.0% |
0.0073 |
0.6% |
99% |
True |
False |
79,542 |
| 80 |
1.1265 |
1.0703 |
0.0562 |
5.0% |
0.0074 |
0.7% |
99% |
True |
False |
59,855 |
| 100 |
1.1265 |
1.0624 |
0.0641 |
5.7% |
0.0074 |
0.7% |
99% |
True |
False |
48,126 |
| 120 |
1.1265 |
1.0624 |
0.0641 |
5.7% |
0.0070 |
0.6% |
99% |
True |
False |
40,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1683 |
|
2.618 |
1.1522 |
|
1.618 |
1.1424 |
|
1.000 |
1.1363 |
|
0.618 |
1.1325 |
|
HIGH |
1.1265 |
|
0.618 |
1.1227 |
|
0.500 |
1.1215 |
|
0.382 |
1.1204 |
|
LOW |
1.1166 |
|
0.618 |
1.1105 |
|
1.000 |
1.1068 |
|
1.618 |
1.1007 |
|
2.618 |
1.0908 |
|
4.250 |
1.0747 |
|
|
| Fisher Pivots for day following 13-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1244 |
1.1219 |
| PP |
1.1230 |
1.1179 |
| S1 |
1.1215 |
1.1139 |
|