CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 21-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2023 |
21-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1236 |
1.1165 |
-0.0071 |
-0.6% |
1.1266 |
| High |
1.1262 |
1.1176 |
-0.0086 |
-0.8% |
1.1311 |
| Low |
1.1151 |
1.1139 |
-0.0012 |
-0.1% |
1.1139 |
| Close |
1.1158 |
1.1156 |
-0.0002 |
0.0% |
1.1156 |
| Range |
0.0111 |
0.0037 |
-0.0074 |
-66.7% |
0.0172 |
| ATR |
0.0076 |
0.0073 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
170,455 |
134,579 |
-35,876 |
-21.0% |
852,454 |
|
| Daily Pivots for day following 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1268 |
1.1249 |
1.1176 |
|
| R3 |
1.1231 |
1.1212 |
1.1166 |
|
| R2 |
1.1194 |
1.1194 |
1.1163 |
|
| R1 |
1.1175 |
1.1175 |
1.1159 |
1.1166 |
| PP |
1.1157 |
1.1157 |
1.1157 |
1.1153 |
| S1 |
1.1138 |
1.1138 |
1.1153 |
1.1129 |
| S2 |
1.1120 |
1.1120 |
1.1149 |
|
| S3 |
1.1083 |
1.1101 |
1.1146 |
|
| S4 |
1.1046 |
1.1064 |
1.1136 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1716 |
1.1608 |
1.1250 |
|
| R3 |
1.1545 |
1.1436 |
1.1203 |
|
| R2 |
1.1373 |
1.1373 |
1.1187 |
|
| R1 |
1.1265 |
1.1265 |
1.1172 |
1.1233 |
| PP |
1.1202 |
1.1202 |
1.1202 |
1.1186 |
| S1 |
1.1093 |
1.1093 |
1.1140 |
1.1062 |
| S2 |
1.1030 |
1.1030 |
1.1125 |
|
| S3 |
1.0859 |
1.0922 |
1.1109 |
|
| S4 |
1.0687 |
1.0750 |
1.1062 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1311 |
1.1139 |
0.0172 |
1.5% |
0.0065 |
0.6% |
10% |
False |
True |
170,490 |
| 10 |
1.1311 |
1.0982 |
0.0329 |
2.9% |
0.0071 |
0.6% |
53% |
False |
False |
181,932 |
| 20 |
1.1311 |
1.0872 |
0.0439 |
3.9% |
0.0074 |
0.7% |
65% |
False |
False |
185,463 |
| 40 |
1.1311 |
1.0703 |
0.0608 |
5.4% |
0.0073 |
0.7% |
75% |
False |
False |
144,598 |
| 60 |
1.1311 |
1.0703 |
0.0608 |
5.4% |
0.0072 |
0.6% |
75% |
False |
False |
96,988 |
| 80 |
1.1311 |
1.0703 |
0.0608 |
5.4% |
0.0073 |
0.7% |
75% |
False |
False |
72,896 |
| 100 |
1.1311 |
1.0624 |
0.0687 |
6.2% |
0.0075 |
0.7% |
78% |
False |
False |
58,623 |
| 120 |
1.1311 |
1.0624 |
0.0687 |
6.2% |
0.0071 |
0.6% |
78% |
False |
False |
48,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1333 |
|
2.618 |
1.1273 |
|
1.618 |
1.1236 |
|
1.000 |
1.1213 |
|
0.618 |
1.1199 |
|
HIGH |
1.1176 |
|
0.618 |
1.1162 |
|
0.500 |
1.1158 |
|
0.382 |
1.1153 |
|
LOW |
1.1139 |
|
0.618 |
1.1116 |
|
1.000 |
1.1102 |
|
1.618 |
1.1079 |
|
2.618 |
1.1042 |
|
4.250 |
1.0982 |
|
|
| Fisher Pivots for day following 21-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1158 |
1.1207 |
| PP |
1.1157 |
1.1190 |
| S1 |
1.1157 |
1.1173 |
|