CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 18-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2023 |
18-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1303 |
1.1325 |
0.0022 |
0.2% |
1.1053 |
| High |
1.1331 |
1.1357 |
0.0026 |
0.2% |
1.1327 |
| Low |
1.1286 |
1.1292 |
0.0006 |
0.1% |
1.1034 |
| Close |
1.1326 |
1.1312 |
-0.0014 |
-0.1% |
1.1317 |
| Range |
0.0045 |
0.0065 |
0.0020 |
43.3% |
0.0294 |
| ATR |
0.0068 |
0.0067 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
981 |
974 |
-7 |
-0.7% |
6,853 |
|
| Daily Pivots for day following 18-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1514 |
1.1477 |
1.1347 |
|
| R3 |
1.1449 |
1.1413 |
1.1330 |
|
| R2 |
1.1385 |
1.1385 |
1.1324 |
|
| R1 |
1.1348 |
1.1348 |
1.1318 |
1.1334 |
| PP |
1.1320 |
1.1320 |
1.1320 |
1.1313 |
| S1 |
1.1284 |
1.1284 |
1.1306 |
1.1270 |
| S2 |
1.1256 |
1.1256 |
1.1300 |
|
| S3 |
1.1191 |
1.1219 |
1.1294 |
|
| S4 |
1.1127 |
1.1155 |
1.1277 |
|
|
| 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 |
1.1357 |
1.1098 |
0.0259 |
2.3% |
0.0073 |
0.6% |
83% |
True |
False |
1,328 |
| 10 |
1.1357 |
1.0920 |
0.0437 |
3.9% |
0.0070 |
0.6% |
90% |
True |
False |
1,082 |
| 20 |
1.1357 |
1.0920 |
0.0437 |
3.9% |
0.0069 |
0.6% |
90% |
True |
False |
816 |
| 40 |
1.1357 |
1.0758 |
0.0599 |
5.3% |
0.0060 |
0.5% |
93% |
True |
False |
674 |
| 60 |
1.1357 |
1.0758 |
0.0599 |
5.3% |
0.0057 |
0.5% |
93% |
True |
False |
513 |
| 80 |
1.1357 |
1.0758 |
0.0599 |
5.3% |
0.0056 |
0.5% |
93% |
True |
False |
397 |
| 100 |
1.1357 |
1.0661 |
0.0696 |
6.1% |
0.0055 |
0.5% |
94% |
True |
False |
335 |
| 120 |
1.1357 |
1.0661 |
0.0696 |
6.1% |
0.0054 |
0.5% |
94% |
True |
False |
292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1631 |
|
2.618 |
1.1525 |
|
1.618 |
1.1461 |
|
1.000 |
1.1421 |
|
0.618 |
1.1396 |
|
HIGH |
1.1357 |
|
0.618 |
1.1332 |
|
0.500 |
1.1324 |
|
0.382 |
1.1317 |
|
LOW |
1.1292 |
|
0.618 |
1.1252 |
|
1.000 |
1.1228 |
|
1.618 |
1.1188 |
|
2.618 |
1.1123 |
|
4.250 |
1.1018 |
|
|
| Fisher Pivots for day following 18-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1324 |
1.1321 |
| PP |
1.1320 |
1.1318 |
| S1 |
1.1316 |
1.1315 |
|