CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 25-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2023 |
25-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1206 |
1.1143 |
-0.0063 |
-0.6% |
1.1303 |
| High |
1.1222 |
1.1165 |
-0.0057 |
-0.5% |
1.1357 |
| Low |
1.1140 |
1.1100 |
-0.0040 |
-0.4% |
1.1188 |
| Close |
1.1150 |
1.1124 |
-0.0027 |
-0.2% |
1.1204 |
| Range |
0.0082 |
0.0065 |
-0.0017 |
-20.7% |
0.0169 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
1,188 |
945 |
-243 |
-20.5% |
7,697 |
|
| Daily Pivots for day following 25-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1325 |
1.1289 |
1.1159 |
|
| R3 |
1.1260 |
1.1224 |
1.1141 |
|
| R2 |
1.1195 |
1.1195 |
1.1135 |
|
| R1 |
1.1159 |
1.1159 |
1.1129 |
1.1144 |
| PP |
1.1130 |
1.1130 |
1.1130 |
1.1122 |
| S1 |
1.1094 |
1.1094 |
1.1118 |
1.1079 |
| S2 |
1.1065 |
1.1065 |
1.1112 |
|
| S3 |
1.1000 |
1.1029 |
1.1106 |
|
| S4 |
1.0935 |
1.0964 |
1.1088 |
|
|
| 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 |
1.1321 |
1.1100 |
0.0221 |
2.0% |
0.0070 |
0.6% |
11% |
False |
True |
1,575 |
| 10 |
1.1357 |
1.1098 |
0.0259 |
2.3% |
0.0072 |
0.6% |
10% |
False |
False |
1,451 |
| 20 |
1.1357 |
1.0920 |
0.0437 |
3.9% |
0.0069 |
0.6% |
47% |
False |
False |
1,070 |
| 40 |
1.1357 |
1.0758 |
0.0599 |
5.4% |
0.0066 |
0.6% |
61% |
False |
False |
861 |
| 60 |
1.1357 |
1.0758 |
0.0599 |
5.4% |
0.0058 |
0.5% |
61% |
False |
False |
639 |
| 80 |
1.1357 |
1.0758 |
0.0599 |
5.4% |
0.0057 |
0.5% |
61% |
False |
False |
494 |
| 100 |
1.1357 |
1.0661 |
0.0696 |
6.3% |
0.0057 |
0.5% |
66% |
False |
False |
411 |
| 120 |
1.1357 |
1.0661 |
0.0696 |
6.3% |
0.0055 |
0.5% |
66% |
False |
False |
357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1441 |
|
2.618 |
1.1335 |
|
1.618 |
1.1270 |
|
1.000 |
1.1230 |
|
0.618 |
1.1205 |
|
HIGH |
1.1165 |
|
0.618 |
1.1140 |
|
0.500 |
1.1133 |
|
0.382 |
1.1125 |
|
LOW |
1.1100 |
|
0.618 |
1.1060 |
|
1.000 |
1.1035 |
|
1.618 |
1.0995 |
|
2.618 |
1.0930 |
|
4.250 |
1.0824 |
|
|
| Fisher Pivots for day following 25-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1133 |
1.1162 |
| PP |
1.1130 |
1.1149 |
| S1 |
1.1127 |
1.1136 |
|