CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 28-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2023 |
28-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1116 |
1.1006 |
-0.0110 |
-1.0% |
1.1160 |
| High |
1.1177 |
1.1075 |
-0.0103 |
-0.9% |
1.1178 |
| Low |
1.0993 |
1.0970 |
-0.0023 |
-0.2% |
1.0970 |
| Close |
1.1000 |
1.1051 |
0.0051 |
0.5% |
1.1051 |
| Range |
0.0184 |
0.0105 |
-0.0080 |
-43.2% |
0.0208 |
| ATR |
0.0081 |
0.0083 |
0.0002 |
2.1% |
0.0000 |
| Volume |
330,420 |
251,344 |
-79,076 |
-23.9% |
1,137,137 |
|
| Daily Pivots for day following 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1345 |
1.1302 |
1.1108 |
|
| R3 |
1.1241 |
1.1198 |
1.1079 |
|
| R2 |
1.1136 |
1.1136 |
1.1070 |
|
| R1 |
1.1093 |
1.1093 |
1.1060 |
1.1115 |
| PP |
1.1032 |
1.1032 |
1.1032 |
1.1042 |
| S1 |
1.0989 |
1.0989 |
1.1041 |
1.1010 |
| S2 |
1.0927 |
1.0927 |
1.1031 |
|
| S3 |
1.0823 |
1.0884 |
1.1022 |
|
| S4 |
1.0718 |
1.0780 |
1.0993 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1689 |
1.1577 |
1.1165 |
|
| R3 |
1.1481 |
1.1370 |
1.1108 |
|
| R2 |
1.1274 |
1.1274 |
1.1089 |
|
| R1 |
1.1162 |
1.1162 |
1.1070 |
1.1114 |
| PP |
1.1066 |
1.1066 |
1.1066 |
1.1042 |
| S1 |
1.0955 |
1.0955 |
1.1031 |
1.0907 |
| S2 |
1.0859 |
1.0859 |
1.1012 |
|
| S3 |
1.0651 |
1.0747 |
1.0993 |
|
| S4 |
1.0444 |
1.0540 |
1.0936 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1178 |
1.0970 |
0.0208 |
1.9% |
0.0102 |
0.9% |
39% |
False |
True |
227,427 |
| 10 |
1.1311 |
1.0970 |
0.0341 |
3.1% |
0.0084 |
0.8% |
24% |
False |
True |
198,959 |
| 20 |
1.1311 |
1.0872 |
0.0439 |
4.0% |
0.0081 |
0.7% |
41% |
False |
False |
198,070 |
| 40 |
1.1311 |
1.0726 |
0.0585 |
5.3% |
0.0078 |
0.7% |
56% |
False |
False |
172,522 |
| 60 |
1.1311 |
1.0703 |
0.0608 |
5.5% |
0.0074 |
0.7% |
57% |
False |
False |
115,763 |
| 80 |
1.1311 |
1.0703 |
0.0608 |
5.5% |
0.0074 |
0.7% |
57% |
False |
False |
87,066 |
| 100 |
1.1311 |
1.0624 |
0.0687 |
6.2% |
0.0076 |
0.7% |
62% |
False |
False |
69,977 |
| 120 |
1.1311 |
1.0624 |
0.0687 |
6.2% |
0.0073 |
0.7% |
62% |
False |
False |
58,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1519 |
|
2.618 |
1.1348 |
|
1.618 |
1.1244 |
|
1.000 |
1.1179 |
|
0.618 |
1.1139 |
|
HIGH |
1.1075 |
|
0.618 |
1.1035 |
|
0.500 |
1.1022 |
|
0.382 |
1.1010 |
|
LOW |
1.0970 |
|
0.618 |
1.0905 |
|
1.000 |
1.0866 |
|
1.618 |
1.0801 |
|
2.618 |
1.0696 |
|
4.250 |
1.0526 |
|
|
| Fisher Pivots for day following 28-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1041 |
1.1074 |
| PP |
1.1032 |
1.1066 |
| S1 |
1.1022 |
1.1058 |
|