CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 14-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2023 |
14-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1221 |
1.1310 |
0.0089 |
0.8% |
1.1053 |
| High |
1.1310 |
1.1327 |
0.0017 |
0.2% |
1.1327 |
| Low |
1.1220 |
1.1288 |
0.0068 |
0.6% |
1.1034 |
| Close |
1.1306 |
1.1317 |
0.0012 |
0.1% |
1.1317 |
| Range |
0.0090 |
0.0039 |
-0.0051 |
-56.7% |
0.0294 |
| ATR |
0.0072 |
0.0069 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
1,526 |
1,083 |
-443 |
-29.0% |
6,853 |
|
| Daily Pivots for day following 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1428 |
1.1411 |
1.1338 |
|
| R3 |
1.1389 |
1.1372 |
1.1328 |
|
| R2 |
1.1350 |
1.1350 |
1.1324 |
|
| R1 |
1.1333 |
1.1333 |
1.1321 |
1.1342 |
| PP |
1.1311 |
1.1311 |
1.1311 |
1.1315 |
| S1 |
1.1294 |
1.1294 |
1.1313 |
1.1303 |
| S2 |
1.1272 |
1.1272 |
1.1310 |
|
| S3 |
1.1233 |
1.1255 |
1.1306 |
|
| S4 |
1.1194 |
1.1216 |
1.1296 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2106 |
1.2005 |
1.1478 |
|
| R3 |
1.1813 |
1.1712 |
1.1398 |
|
| R2 |
1.1519 |
1.1519 |
1.1371 |
|
| R1 |
1.1418 |
1.1418 |
1.1344 |
1.1469 |
| PP |
1.1226 |
1.1226 |
1.1226 |
1.1251 |
| S1 |
1.1125 |
1.1125 |
1.1290 |
1.1175 |
| S2 |
1.0932 |
1.0932 |
1.1263 |
|
| S3 |
1.0639 |
1.0831 |
1.1236 |
|
| S4 |
1.0345 |
1.0538 |
1.1156 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1327 |
1.1034 |
0.0294 |
2.6% |
0.0071 |
0.6% |
97% |
True |
False |
1,370 |
| 10 |
1.1327 |
1.0920 |
0.0407 |
3.6% |
0.0073 |
0.6% |
98% |
True |
False |
1,020 |
| 20 |
1.1327 |
1.0914 |
0.0414 |
3.7% |
0.0073 |
0.6% |
98% |
True |
False |
878 |
| 40 |
1.1327 |
1.0758 |
0.0570 |
5.0% |
0.0059 |
0.5% |
98% |
True |
False |
627 |
| 60 |
1.1327 |
1.0758 |
0.0570 |
5.0% |
0.0056 |
0.5% |
98% |
True |
False |
483 |
| 80 |
1.1327 |
1.0758 |
0.0570 |
5.0% |
0.0057 |
0.5% |
98% |
True |
False |
372 |
| 100 |
1.1327 |
1.0661 |
0.0666 |
5.9% |
0.0054 |
0.5% |
98% |
True |
False |
317 |
| 120 |
1.1327 |
1.0661 |
0.0666 |
5.9% |
0.0054 |
0.5% |
98% |
True |
False |
276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1493 |
|
2.618 |
1.1429 |
|
1.618 |
1.1390 |
|
1.000 |
1.1366 |
|
0.618 |
1.1351 |
|
HIGH |
1.1327 |
|
0.618 |
1.1312 |
|
0.500 |
1.1308 |
|
0.382 |
1.1303 |
|
LOW |
1.1288 |
|
0.618 |
1.1264 |
|
1.000 |
1.1249 |
|
1.618 |
1.1225 |
|
2.618 |
1.1186 |
|
4.250 |
1.1122 |
|
|
| Fisher Pivots for day following 14-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1314 |
1.1282 |
| PP |
1.1311 |
1.1247 |
| S1 |
1.1308 |
1.1212 |
|