CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 18-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2023 |
18-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1266 |
1.1273 |
0.0008 |
0.1% |
1.1005 |
| High |
1.1285 |
1.1311 |
0.0026 |
0.2% |
1.1281 |
| Low |
1.1239 |
1.1244 |
0.0005 |
0.0% |
1.0982 |
| Close |
1.1278 |
1.1264 |
-0.0015 |
-0.1% |
1.1270 |
| Range |
0.0046 |
0.0067 |
0.0022 |
47.3% |
0.0299 |
| ATR |
0.0074 |
0.0074 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
145,947 |
212,460 |
66,513 |
45.6% |
966,870 |
|
| Daily Pivots for day following 18-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1474 |
1.1436 |
1.1300 |
|
| R3 |
1.1407 |
1.1369 |
1.1282 |
|
| R2 |
1.1340 |
1.1340 |
1.1276 |
|
| R1 |
1.1302 |
1.1302 |
1.1270 |
1.1287 |
| PP |
1.1273 |
1.1273 |
1.1273 |
1.1265 |
| S1 |
1.1235 |
1.1235 |
1.1257 |
1.1220 |
| S2 |
1.1206 |
1.1206 |
1.1251 |
|
| S3 |
1.1139 |
1.1168 |
1.1245 |
|
| S4 |
1.1072 |
1.1101 |
1.1227 |
|
|
| 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 |
1.1311 |
1.1044 |
0.0267 |
2.4% |
0.0077 |
0.7% |
82% |
True |
False |
204,780 |
| 10 |
1.1311 |
1.0872 |
0.0439 |
3.9% |
0.0074 |
0.7% |
89% |
True |
False |
200,066 |
| 20 |
1.1311 |
1.0872 |
0.0439 |
3.9% |
0.0074 |
0.7% |
89% |
True |
False |
185,793 |
| 40 |
1.1311 |
1.0703 |
0.0608 |
5.4% |
0.0072 |
0.6% |
92% |
True |
False |
132,444 |
| 60 |
1.1311 |
1.0703 |
0.0608 |
5.4% |
0.0072 |
0.6% |
92% |
True |
False |
88,789 |
| 80 |
1.1311 |
1.0703 |
0.0608 |
5.4% |
0.0072 |
0.6% |
92% |
True |
False |
66,757 |
| 100 |
1.1311 |
1.0624 |
0.0687 |
6.1% |
0.0074 |
0.7% |
93% |
True |
False |
53,689 |
| 120 |
1.1311 |
1.0624 |
0.0687 |
6.1% |
0.0071 |
0.6% |
93% |
True |
False |
44,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1595 |
|
2.618 |
1.1486 |
|
1.618 |
1.1419 |
|
1.000 |
1.1378 |
|
0.618 |
1.1352 |
|
HIGH |
1.1311 |
|
0.618 |
1.1285 |
|
0.500 |
1.1277 |
|
0.382 |
1.1269 |
|
LOW |
1.1244 |
|
0.618 |
1.1202 |
|
1.000 |
1.1177 |
|
1.618 |
1.1135 |
|
2.618 |
1.1068 |
|
4.250 |
1.0959 |
|
|
| Fisher Pivots for day following 18-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1277 |
1.1275 |
| PP |
1.1273 |
1.1271 |
| S1 |
1.1268 |
1.1267 |
|