CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 26-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2023 |
26-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1094 |
1.1086 |
-0.0009 |
-0.1% |
1.1266 |
| High |
1.1117 |
1.1137 |
0.0020 |
0.2% |
1.1311 |
| Low |
1.1051 |
1.1067 |
0.0016 |
0.1% |
1.1139 |
| Close |
1.1075 |
1.1133 |
0.0058 |
0.5% |
1.1156 |
| Range |
0.0066 |
0.0070 |
0.0004 |
5.3% |
0.0172 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
183,027 |
174,937 |
-8,090 |
-4.4% |
852,454 |
|
| Daily Pivots for day following 26-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1321 |
1.1296 |
1.1171 |
|
| R3 |
1.1251 |
1.1227 |
1.1152 |
|
| R2 |
1.1182 |
1.1182 |
1.1145 |
|
| R1 |
1.1157 |
1.1157 |
1.1139 |
1.1169 |
| PP |
1.1112 |
1.1112 |
1.1112 |
1.1118 |
| S1 |
1.1088 |
1.1088 |
1.1126 |
1.1100 |
| S2 |
1.1043 |
1.1043 |
1.1120 |
|
| S3 |
1.0973 |
1.1018 |
1.1113 |
|
| S4 |
1.0904 |
1.0949 |
1.1094 |
|
|
| 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 |
1.1262 |
1.1051 |
0.0211 |
1.9% |
0.0074 |
0.7% |
39% |
False |
False |
172,081 |
| 10 |
1.1311 |
1.1051 |
0.0260 |
2.3% |
0.0069 |
0.6% |
31% |
False |
False |
183,478 |
| 20 |
1.1311 |
1.0872 |
0.0439 |
3.9% |
0.0074 |
0.7% |
59% |
False |
False |
189,201 |
| 40 |
1.1311 |
1.0703 |
0.0608 |
5.5% |
0.0075 |
0.7% |
71% |
False |
False |
158,242 |
| 60 |
1.1311 |
1.0703 |
0.0608 |
5.5% |
0.0071 |
0.6% |
71% |
False |
False |
106,103 |
| 80 |
1.1311 |
1.0703 |
0.0608 |
5.5% |
0.0073 |
0.7% |
71% |
False |
False |
79,828 |
| 100 |
1.1311 |
1.0624 |
0.0687 |
6.2% |
0.0075 |
0.7% |
74% |
False |
False |
64,170 |
| 120 |
1.1311 |
1.0624 |
0.0687 |
6.2% |
0.0072 |
0.7% |
74% |
False |
False |
53,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1432 |
|
2.618 |
1.1318 |
|
1.618 |
1.1249 |
|
1.000 |
1.1206 |
|
0.618 |
1.1179 |
|
HIGH |
1.1137 |
|
0.618 |
1.1110 |
|
0.500 |
1.1102 |
|
0.382 |
1.1094 |
|
LOW |
1.1067 |
|
0.618 |
1.1024 |
|
1.000 |
1.0998 |
|
1.618 |
1.0955 |
|
2.618 |
1.0885 |
|
4.250 |
1.0772 |
|
|
| Fisher Pivots for day following 26-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1122 |
1.1126 |
| PP |
1.1112 |
1.1120 |
| S1 |
1.1102 |
1.1114 |
|