CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 21-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2023 |
21-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1281 |
1.1213 |
-0.0068 |
-0.6% |
1.1303 |
| High |
1.1309 |
1.1224 |
-0.0086 |
-0.8% |
1.1357 |
| Low |
1.1200 |
1.1188 |
-0.0012 |
-0.1% |
1.1188 |
| Close |
1.1206 |
1.1204 |
-0.0002 |
0.0% |
1.1204 |
| Range |
0.0109 |
0.0036 |
-0.0074 |
-67.4% |
0.0169 |
| ATR |
0.0070 |
0.0067 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
1,988 |
1,475 |
-513 |
-25.8% |
7,697 |
|
| Daily Pivots for day following 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1312 |
1.1293 |
1.1224 |
|
| R3 |
1.1276 |
1.1258 |
1.1214 |
|
| R2 |
1.1241 |
1.1241 |
1.1211 |
|
| R1 |
1.1222 |
1.1222 |
1.1207 |
1.1214 |
| PP |
1.1205 |
1.1205 |
1.1205 |
1.1201 |
| S1 |
1.1187 |
1.1187 |
1.1201 |
1.1178 |
| S2 |
1.1170 |
1.1170 |
1.1197 |
|
| S3 |
1.1134 |
1.1151 |
1.1194 |
|
| S4 |
1.1099 |
1.1116 |
1.1184 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1755 |
1.1648 |
1.1297 |
|
| R3 |
1.1587 |
1.1480 |
1.1250 |
|
| R2 |
1.1418 |
1.1418 |
1.1235 |
|
| R1 |
1.1311 |
1.1311 |
1.1219 |
1.1280 |
| PP |
1.1250 |
1.1250 |
1.1250 |
1.1234 |
| S1 |
1.1143 |
1.1143 |
1.1189 |
1.1112 |
| S2 |
1.1081 |
1.1081 |
1.1173 |
|
| S3 |
1.0913 |
1.0974 |
1.1158 |
|
| S4 |
1.0744 |
1.0806 |
1.1111 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1357 |
1.1188 |
0.0169 |
1.5% |
0.0063 |
0.6% |
9% |
False |
True |
1,539 |
| 10 |
1.1357 |
1.1034 |
0.0323 |
2.9% |
0.0067 |
0.6% |
53% |
False |
False |
1,455 |
| 20 |
1.1357 |
1.0920 |
0.0437 |
3.9% |
0.0069 |
0.6% |
65% |
False |
False |
1,022 |
| 40 |
1.1357 |
1.0758 |
0.0599 |
5.3% |
0.0062 |
0.6% |
75% |
False |
False |
816 |
| 60 |
1.1357 |
1.0758 |
0.0599 |
5.3% |
0.0057 |
0.5% |
75% |
False |
False |
605 |
| 80 |
1.1357 |
1.0758 |
0.0599 |
5.3% |
0.0056 |
0.5% |
75% |
False |
False |
468 |
| 100 |
1.1357 |
1.0661 |
0.0696 |
6.2% |
0.0056 |
0.5% |
78% |
False |
False |
391 |
| 120 |
1.1357 |
1.0661 |
0.0696 |
6.2% |
0.0055 |
0.5% |
78% |
False |
False |
339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1374 |
|
2.618 |
1.1316 |
|
1.618 |
1.1281 |
|
1.000 |
1.1259 |
|
0.618 |
1.1245 |
|
HIGH |
1.1224 |
|
0.618 |
1.1210 |
|
0.500 |
1.1206 |
|
0.382 |
1.1202 |
|
LOW |
1.1188 |
|
0.618 |
1.1166 |
|
1.000 |
1.1153 |
|
1.618 |
1.1131 |
|
2.618 |
1.1095 |
|
4.250 |
1.1037 |
|
|
| Fisher Pivots for day following 21-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1206 |
1.1255 |
| PP |
1.1205 |
1.1238 |
| S1 |
1.1205 |
1.1221 |
|