CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 17-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2023 |
17-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1310 |
1.1303 |
-0.0007 |
-0.1% |
1.1053 |
| High |
1.1327 |
1.1331 |
0.0004 |
0.0% |
1.1327 |
| Low |
1.1288 |
1.1286 |
-0.0002 |
0.0% |
1.1034 |
| Close |
1.1317 |
1.1326 |
0.0009 |
0.1% |
1.1317 |
| Range |
0.0039 |
0.0045 |
0.0006 |
15.4% |
0.0294 |
| ATR |
0.0069 |
0.0068 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
1,083 |
981 |
-102 |
-9.4% |
6,853 |
|
| Daily Pivots for day following 17-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1449 |
1.1432 |
1.1350 |
|
| R3 |
1.1404 |
1.1387 |
1.1338 |
|
| R2 |
1.1359 |
1.1359 |
1.1334 |
|
| R1 |
1.1342 |
1.1342 |
1.1330 |
1.1351 |
| PP |
1.1314 |
1.1314 |
1.1314 |
1.1318 |
| S1 |
1.1297 |
1.1297 |
1.1321 |
1.1306 |
| S2 |
1.1269 |
1.1269 |
1.1317 |
|
| S3 |
1.1224 |
1.1252 |
1.1313 |
|
| S4 |
1.1179 |
1.1207 |
1.1301 |
|
|
| 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 |
1.1331 |
1.1064 |
0.0267 |
2.4% |
0.0069 |
0.6% |
98% |
True |
False |
1,432 |
| 10 |
1.1331 |
1.0920 |
0.0411 |
3.6% |
0.0068 |
0.6% |
99% |
True |
False |
1,019 |
| 20 |
1.1331 |
1.0920 |
0.0411 |
3.6% |
0.0068 |
0.6% |
99% |
True |
False |
798 |
| 40 |
1.1331 |
1.0758 |
0.0574 |
5.1% |
0.0060 |
0.5% |
99% |
True |
False |
650 |
| 60 |
1.1331 |
1.0758 |
0.0574 |
5.1% |
0.0056 |
0.5% |
99% |
True |
False |
498 |
| 80 |
1.1331 |
1.0758 |
0.0574 |
5.1% |
0.0056 |
0.5% |
99% |
True |
False |
385 |
| 100 |
1.1331 |
1.0661 |
0.0670 |
5.9% |
0.0054 |
0.5% |
99% |
True |
False |
327 |
| 120 |
1.1331 |
1.0661 |
0.0670 |
5.9% |
0.0054 |
0.5% |
99% |
True |
False |
284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1522 |
|
2.618 |
1.1449 |
|
1.618 |
1.1404 |
|
1.000 |
1.1376 |
|
0.618 |
1.1359 |
|
HIGH |
1.1331 |
|
0.618 |
1.1314 |
|
0.500 |
1.1309 |
|
0.382 |
1.1303 |
|
LOW |
1.1286 |
|
0.618 |
1.1258 |
|
1.000 |
1.1241 |
|
1.618 |
1.1213 |
|
2.618 |
1.1168 |
|
4.250 |
1.1095 |
|
|
| Fisher Pivots for day following 17-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1320 |
1.1309 |
| PP |
1.1314 |
1.1292 |
| S1 |
1.1309 |
1.1276 |
|