CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 14-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2023 |
14-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1168 |
1.1260 |
0.0093 |
0.8% |
1.1005 |
| High |
1.1265 |
1.1281 |
0.0016 |
0.1% |
1.1281 |
| Low |
1.1166 |
1.1241 |
0.0075 |
0.7% |
1.0982 |
| Close |
1.1259 |
1.1270 |
0.0011 |
0.1% |
1.1270 |
| Range |
0.0099 |
0.0040 |
-0.0059 |
-59.4% |
0.0299 |
| ATR |
0.0079 |
0.0076 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
229,029 |
197,925 |
-31,104 |
-13.6% |
966,870 |
|
| Daily Pivots for day following 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1384 |
1.1367 |
1.1292 |
|
| R3 |
1.1344 |
1.1327 |
1.1281 |
|
| R2 |
1.1304 |
1.1304 |
1.1277 |
|
| R1 |
1.1287 |
1.1287 |
1.1273 |
1.1295 |
| PP |
1.1264 |
1.1264 |
1.1264 |
1.1268 |
| S1 |
1.1247 |
1.1247 |
1.1266 |
1.1255 |
| S2 |
1.1224 |
1.1224 |
1.1262 |
|
| S3 |
1.1184 |
1.1207 |
1.1259 |
|
| S4 |
1.1144 |
1.1167 |
1.1248 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2073 |
1.1970 |
1.1434 |
|
| R3 |
1.1774 |
1.1671 |
1.1352 |
|
| R2 |
1.1476 |
1.1476 |
1.1324 |
|
| R1 |
1.1373 |
1.1373 |
1.1297 |
1.1424 |
| PP |
1.1177 |
1.1177 |
1.1177 |
1.1203 |
| S1 |
1.1074 |
1.1074 |
1.1242 |
1.1126 |
| S2 |
1.0879 |
1.0879 |
1.1215 |
|
| S3 |
1.0580 |
1.0776 |
1.1187 |
|
| S4 |
1.0282 |
1.0477 |
1.1105 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1281 |
1.0982 |
0.0299 |
2.6% |
0.0077 |
0.7% |
96% |
True |
False |
193,374 |
| 10 |
1.1281 |
1.0872 |
0.0409 |
3.6% |
0.0079 |
0.7% |
97% |
True |
False |
197,182 |
| 20 |
1.1281 |
1.0856 |
0.0425 |
3.8% |
0.0078 |
0.7% |
97% |
True |
False |
191,661 |
| 40 |
1.1281 |
1.0703 |
0.0578 |
5.1% |
0.0072 |
0.6% |
98% |
True |
False |
123,581 |
| 60 |
1.1281 |
1.0703 |
0.0578 |
5.1% |
0.0072 |
0.6% |
98% |
True |
False |
82,825 |
| 80 |
1.1281 |
1.0703 |
0.0578 |
5.1% |
0.0074 |
0.7% |
98% |
True |
False |
62,321 |
| 100 |
1.1281 |
1.0624 |
0.0657 |
5.8% |
0.0074 |
0.7% |
98% |
True |
False |
50,105 |
| 120 |
1.1281 |
1.0624 |
0.0657 |
5.8% |
0.0071 |
0.6% |
98% |
True |
False |
41,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1451 |
|
2.618 |
1.1385 |
|
1.618 |
1.1345 |
|
1.000 |
1.1321 |
|
0.618 |
1.1305 |
|
HIGH |
1.1281 |
|
0.618 |
1.1265 |
|
0.500 |
1.1261 |
|
0.382 |
1.1256 |
|
LOW |
1.1241 |
|
0.618 |
1.1216 |
|
1.000 |
1.1201 |
|
1.618 |
1.1176 |
|
2.618 |
1.1136 |
|
4.250 |
1.1071 |
|
|
| Fisher Pivots for day following 14-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1267 |
1.1234 |
| PP |
1.1264 |
1.1198 |
| S1 |
1.1261 |
1.1162 |
|