CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 19-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2023 |
19-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1273 |
1.1262 |
-0.0011 |
-0.1% |
1.1005 |
| High |
1.1311 |
1.1275 |
-0.0036 |
-0.3% |
1.1281 |
| Low |
1.1244 |
1.1208 |
-0.0036 |
-0.3% |
1.0982 |
| Close |
1.1264 |
1.1236 |
-0.0028 |
-0.2% |
1.1270 |
| Range |
0.0067 |
0.0067 |
-0.0001 |
-0.7% |
0.0299 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
212,460 |
189,013 |
-23,447 |
-11.0% |
966,870 |
|
| Daily Pivots for day following 19-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1439 |
1.1404 |
1.1272 |
|
| R3 |
1.1372 |
1.1337 |
1.1254 |
|
| R2 |
1.1306 |
1.1306 |
1.1248 |
|
| R1 |
1.1271 |
1.1271 |
1.1242 |
1.1255 |
| PP |
1.1239 |
1.1239 |
1.1239 |
1.1232 |
| S1 |
1.1204 |
1.1204 |
1.1229 |
1.1189 |
| S2 |
1.1173 |
1.1173 |
1.1223 |
|
| S3 |
1.1106 |
1.1138 |
1.1217 |
|
| S4 |
1.1040 |
1.1071 |
1.1199 |
|
|
| 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 |
1.1166 |
0.0145 |
1.3% |
0.0064 |
0.6% |
48% |
False |
False |
194,874 |
| 10 |
1.1311 |
1.0872 |
0.0439 |
3.9% |
0.0074 |
0.7% |
83% |
False |
False |
194,581 |
| 20 |
1.1311 |
1.0872 |
0.0439 |
3.9% |
0.0074 |
0.7% |
83% |
False |
False |
185,210 |
| 40 |
1.1311 |
1.0703 |
0.0608 |
5.4% |
0.0072 |
0.6% |
88% |
False |
False |
137,120 |
| 60 |
1.1311 |
1.0703 |
0.0608 |
5.4% |
0.0073 |
0.6% |
88% |
False |
False |
91,933 |
| 80 |
1.1311 |
1.0703 |
0.0608 |
5.4% |
0.0072 |
0.6% |
88% |
False |
False |
69,094 |
| 100 |
1.1311 |
1.0624 |
0.0687 |
6.1% |
0.0074 |
0.7% |
89% |
False |
False |
55,578 |
| 120 |
1.1311 |
1.0624 |
0.0687 |
6.1% |
0.0071 |
0.6% |
89% |
False |
False |
46,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1557 |
|
2.618 |
1.1449 |
|
1.618 |
1.1382 |
|
1.000 |
1.1341 |
|
0.618 |
1.1316 |
|
HIGH |
1.1275 |
|
0.618 |
1.1249 |
|
0.500 |
1.1241 |
|
0.382 |
1.1233 |
|
LOW |
1.1208 |
|
0.618 |
1.1167 |
|
1.000 |
1.1142 |
|
1.618 |
1.1100 |
|
2.618 |
1.1034 |
|
4.250 |
1.0925 |
|
|
| Fisher Pivots for day following 19-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1241 |
1.1259 |
| PP |
1.1239 |
1.1251 |
| S1 |
1.1237 |
1.1243 |
|