CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 27-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2023 |
27-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1129 |
1.1159 |
0.0031 |
0.3% |
1.1303 |
| High |
1.1182 |
1.1225 |
0.0044 |
0.4% |
1.1357 |
| Low |
1.1119 |
1.1043 |
-0.0076 |
-0.7% |
1.1188 |
| Close |
1.1182 |
1.1049 |
-0.0133 |
-1.2% |
1.1204 |
| Range |
0.0063 |
0.0183 |
0.0120 |
189.7% |
0.0169 |
| ATR |
0.0068 |
0.0076 |
0.0008 |
12.1% |
0.0000 |
| Volume |
747 |
1,229 |
482 |
64.5% |
7,697 |
|
| Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1653 |
1.1534 |
1.1149 |
|
| R3 |
1.1471 |
1.1351 |
1.1099 |
|
| R2 |
1.1288 |
1.1288 |
1.1082 |
|
| R1 |
1.1169 |
1.1169 |
1.1066 |
1.1137 |
| PP |
1.1106 |
1.1106 |
1.1106 |
1.1090 |
| S1 |
1.0986 |
1.0986 |
1.1032 |
1.0955 |
| S2 |
1.0923 |
1.0923 |
1.1016 |
|
| S3 |
1.0741 |
1.0804 |
1.0999 |
|
| S4 |
1.0558 |
1.0621 |
1.0949 |
|
|
| 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 |
1.1225 |
1.1043 |
0.0183 |
1.7% |
0.0086 |
0.8% |
4% |
True |
True |
1,116 |
| 10 |
1.1357 |
1.1043 |
0.0314 |
2.8% |
0.0075 |
0.7% |
2% |
False |
True |
1,288 |
| 20 |
1.1357 |
1.0920 |
0.0437 |
4.0% |
0.0075 |
0.7% |
30% |
False |
False |
1,126 |
| 40 |
1.1357 |
1.0758 |
0.0599 |
5.4% |
0.0069 |
0.6% |
49% |
False |
False |
905 |
| 60 |
1.1357 |
1.0758 |
0.0599 |
5.4% |
0.0060 |
0.5% |
49% |
False |
False |
664 |
| 80 |
1.1357 |
1.0758 |
0.0599 |
5.4% |
0.0057 |
0.5% |
49% |
False |
False |
518 |
| 100 |
1.1357 |
1.0661 |
0.0696 |
6.3% |
0.0058 |
0.5% |
56% |
False |
False |
426 |
| 120 |
1.1357 |
1.0661 |
0.0696 |
6.3% |
0.0055 |
0.5% |
56% |
False |
False |
373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2001 |
|
2.618 |
1.1703 |
|
1.618 |
1.1520 |
|
1.000 |
1.1408 |
|
0.618 |
1.1338 |
|
HIGH |
1.1225 |
|
0.618 |
1.1155 |
|
0.500 |
1.1134 |
|
0.382 |
1.1112 |
|
LOW |
1.1043 |
|
0.618 |
1.0930 |
|
1.000 |
1.0860 |
|
1.618 |
1.0747 |
|
2.618 |
1.0565 |
|
4.250 |
1.0267 |
|
|
| Fisher Pivots for day following 27-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1134 |
1.1134 |
| PP |
1.1106 |
1.1106 |
| S1 |
1.1077 |
1.1077 |
|