CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 28-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2023 |
28-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1159 |
1.1058 |
-0.0102 |
-0.9% |
1.1206 |
| High |
1.1225 |
1.1124 |
-0.0102 |
-0.9% |
1.1225 |
| Low |
1.1043 |
1.1020 |
-0.0023 |
-0.2% |
1.1020 |
| Close |
1.1049 |
1.1100 |
0.0051 |
0.5% |
1.1100 |
| Range |
0.0183 |
0.0104 |
-0.0079 |
-43.3% |
0.0205 |
| ATR |
0.0076 |
0.0078 |
0.0002 |
2.6% |
0.0000 |
| Volume |
1,229 |
3,768 |
2,539 |
206.6% |
7,877 |
|
| Daily Pivots for day following 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1392 |
1.1349 |
1.1157 |
|
| R3 |
1.1288 |
1.1246 |
1.1128 |
|
| R2 |
1.1185 |
1.1185 |
1.1119 |
|
| R1 |
1.1142 |
1.1142 |
1.1109 |
1.1164 |
| PP |
1.1081 |
1.1081 |
1.1081 |
1.1092 |
| S1 |
1.1039 |
1.1039 |
1.1091 |
1.1060 |
| S2 |
1.0978 |
1.0978 |
1.1081 |
|
| S3 |
1.0874 |
1.0935 |
1.1072 |
|
| S4 |
1.0771 |
1.0832 |
1.1043 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1730 |
1.1620 |
1.1213 |
|
| R3 |
1.1525 |
1.1415 |
1.1156 |
|
| R2 |
1.1320 |
1.1320 |
1.1138 |
|
| R1 |
1.1210 |
1.1210 |
1.1119 |
1.1163 |
| PP |
1.1115 |
1.1115 |
1.1115 |
1.1091 |
| S1 |
1.1005 |
1.1005 |
1.1081 |
1.0958 |
| S2 |
1.0910 |
1.0910 |
1.1062 |
|
| S3 |
1.0705 |
1.0800 |
1.1044 |
|
| S4 |
1.0500 |
1.0595 |
1.0987 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1225 |
1.1020 |
0.0205 |
1.8% |
0.0099 |
0.9% |
39% |
False |
True |
1,575 |
| 10 |
1.1357 |
1.1020 |
0.0337 |
3.0% |
0.0081 |
0.7% |
24% |
False |
True |
1,557 |
| 20 |
1.1357 |
1.0920 |
0.0437 |
3.9% |
0.0077 |
0.7% |
41% |
False |
False |
1,288 |
| 40 |
1.1357 |
1.0784 |
0.0573 |
5.2% |
0.0070 |
0.6% |
55% |
False |
False |
984 |
| 60 |
1.1357 |
1.0758 |
0.0599 |
5.4% |
0.0061 |
0.6% |
57% |
False |
False |
724 |
| 80 |
1.1357 |
1.0758 |
0.0599 |
5.4% |
0.0058 |
0.5% |
57% |
False |
False |
564 |
| 100 |
1.1357 |
1.0661 |
0.0696 |
6.3% |
0.0059 |
0.5% |
63% |
False |
False |
464 |
| 120 |
1.1357 |
1.0661 |
0.0696 |
6.3% |
0.0056 |
0.5% |
63% |
False |
False |
404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1563 |
|
2.618 |
1.1394 |
|
1.618 |
1.1291 |
|
1.000 |
1.1227 |
|
0.618 |
1.1187 |
|
HIGH |
1.1124 |
|
0.618 |
1.1084 |
|
0.500 |
1.1072 |
|
0.382 |
1.1060 |
|
LOW |
1.1020 |
|
0.618 |
1.0956 |
|
1.000 |
1.0917 |
|
1.618 |
1.0853 |
|
2.618 |
1.0749 |
|
4.250 |
1.0580 |
|
|
| Fisher Pivots for day following 28-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1091 |
1.1123 |
| PP |
1.1081 |
1.1115 |
| S1 |
1.1072 |
1.1108 |
|