CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 05-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2023 |
05-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1006 |
1.1000 |
-0.0006 |
0.0% |
1.0995 |
| High |
1.1015 |
1.1002 |
-0.0013 |
-0.1% |
1.1068 |
| Low |
1.0969 |
1.0941 |
-0.0028 |
-0.3% |
1.0927 |
| Close |
1.1001 |
1.0941 |
-0.0060 |
-0.5% |
1.1002 |
| Range |
0.0046 |
0.0061 |
0.0015 |
33.0% |
0.0141 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
346 |
575 |
229 |
66.2% |
2,890 |
|
| Daily Pivots for day following 05-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1143 |
1.1102 |
1.0974 |
|
| R3 |
1.1082 |
1.1042 |
1.0958 |
|
| R2 |
1.1022 |
1.1022 |
1.0952 |
|
| R1 |
1.0981 |
1.0981 |
1.0947 |
1.0971 |
| PP |
1.0961 |
1.0961 |
1.0961 |
1.0956 |
| S1 |
1.0921 |
1.0921 |
1.0935 |
1.0911 |
| S2 |
1.0901 |
1.0901 |
1.0930 |
|
| S3 |
1.0840 |
1.0860 |
1.0924 |
|
| S4 |
1.0780 |
1.0800 |
1.0908 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1422 |
1.1353 |
1.1080 |
|
| R3 |
1.1281 |
1.1212 |
1.1041 |
|
| R2 |
1.1140 |
1.1140 |
1.1028 |
|
| R1 |
1.1071 |
1.1071 |
1.1015 |
1.1106 |
| PP |
1.0999 |
1.0999 |
1.0999 |
1.1016 |
| S1 |
1.0930 |
1.0930 |
1.0989 |
1.0965 |
| S2 |
1.0858 |
1.0858 |
1.0976 |
|
| S3 |
1.0717 |
1.0789 |
1.0963 |
|
| S4 |
1.0576 |
1.0648 |
1.0924 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1053 |
1.0927 |
0.0126 |
1.2% |
0.0065 |
0.6% |
11% |
False |
False |
571 |
| 10 |
1.1105 |
1.0927 |
0.0178 |
1.6% |
0.0068 |
0.6% |
8% |
False |
False |
560 |
| 20 |
1.1105 |
1.0784 |
0.0322 |
2.9% |
0.0064 |
0.6% |
49% |
False |
False |
750 |
| 40 |
1.1166 |
1.0758 |
0.0408 |
3.7% |
0.0054 |
0.5% |
45% |
False |
False |
470 |
| 60 |
1.1206 |
1.0758 |
0.0448 |
4.1% |
0.0053 |
0.5% |
41% |
False |
False |
353 |
| 80 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0055 |
0.5% |
51% |
False |
False |
277 |
| 100 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0052 |
0.5% |
51% |
False |
False |
241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1259 |
|
2.618 |
1.1160 |
|
1.618 |
1.1099 |
|
1.000 |
1.1062 |
|
0.618 |
1.1039 |
|
HIGH |
1.1002 |
|
0.618 |
1.0978 |
|
0.500 |
1.0971 |
|
0.382 |
1.0964 |
|
LOW |
1.0941 |
|
0.618 |
1.0904 |
|
1.000 |
1.0881 |
|
1.618 |
1.0843 |
|
2.618 |
1.0783 |
|
4.250 |
1.0684 |
|
|
| Fisher Pivots for day following 05-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0971 |
1.0974 |
| PP |
1.0961 |
1.0963 |
| S1 |
1.0951 |
1.0952 |
|