CME Euro FX (E) Future March 2024
Trading Metrics calculated at close of trading on 03-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2023 |
03-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1.1014 |
1.1032 |
0.0018 |
0.2% |
1.1046 |
High |
1.1038 |
1.1071 |
0.0033 |
0.3% |
1.1113 |
Low |
1.0984 |
1.1032 |
0.0048 |
0.4% |
1.0984 |
Close |
1.1056 |
1.1055 |
-0.0002 |
0.0% |
1.1056 |
Range |
0.0055 |
0.0039 |
-0.0016 |
-28.4% |
0.0129 |
ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
29 |
49 |
20 |
69.0% |
136 |
|
Daily Pivots for day following 03-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1169 |
1.1151 |
1.1076 |
|
R3 |
1.1130 |
1.1112 |
1.1065 |
|
R2 |
1.1091 |
1.1091 |
1.1062 |
|
R1 |
1.1073 |
1.1073 |
1.1058 |
1.1082 |
PP |
1.1052 |
1.1052 |
1.1052 |
1.1057 |
S1 |
1.1034 |
1.1034 |
1.1051 |
1.1043 |
S2 |
1.1013 |
1.1013 |
1.1047 |
|
S3 |
1.0974 |
1.0995 |
1.1044 |
|
S4 |
1.0935 |
1.0956 |
1.1033 |
|
|
Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1438 |
1.1376 |
1.1127 |
|
R3 |
1.1309 |
1.1247 |
1.1091 |
|
R2 |
1.1180 |
1.1180 |
1.1080 |
|
R1 |
1.1118 |
1.1118 |
1.1068 |
1.1149 |
PP |
1.1051 |
1.1051 |
1.1051 |
1.1066 |
S1 |
1.0989 |
1.0989 |
1.1044 |
1.1020 |
S2 |
1.0922 |
1.0922 |
1.1032 |
|
S3 |
1.0793 |
1.0860 |
1.1021 |
|
S4 |
1.0664 |
1.0731 |
1.0985 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1236 |
2.618 |
1.1173 |
1.618 |
1.1134 |
1.000 |
1.1110 |
0.618 |
1.1095 |
HIGH |
1.1071 |
0.618 |
1.1056 |
0.500 |
1.1051 |
0.382 |
1.1046 |
LOW |
1.1032 |
0.618 |
1.1007 |
1.000 |
1.0993 |
1.618 |
1.0968 |
2.618 |
1.0929 |
4.250 |
1.0866 |
|
|
Fisher Pivots for day following 03-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1053 |
1.1045 |
PP |
1.1052 |
1.1036 |
S1 |
1.1051 |
1.1027 |
|