CME Euro FX (E) Future March 2024
Trading Metrics calculated at close of trading on 05-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2023 |
05-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1.1032 |
1.1007 |
-0.0025 |
-0.2% |
1.1046 |
High |
1.1071 |
1.1007 |
-0.0064 |
-0.6% |
1.1113 |
Low |
1.1032 |
1.0994 |
-0.0038 |
-0.3% |
1.0984 |
Close |
1.1055 |
1.0994 |
-0.0061 |
-0.5% |
1.1056 |
Range |
0.0039 |
0.0013 |
-0.0026 |
-66.7% |
0.0129 |
ATR |
0.0052 |
0.0052 |
0.0001 |
1.2% |
0.0000 |
Volume |
49 |
112 |
63 |
128.6% |
136 |
|
Daily Pivots for day following 05-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1037 |
1.1029 |
1.1001 |
|
R3 |
1.1024 |
1.1016 |
1.0998 |
|
R2 |
1.1011 |
1.1011 |
1.0996 |
|
R1 |
1.1003 |
1.1003 |
1.0995 |
1.1001 |
PP |
1.0998 |
1.0998 |
1.0998 |
1.0997 |
S1 |
1.0990 |
1.0990 |
1.0993 |
1.0988 |
S2 |
1.0985 |
1.0985 |
1.0992 |
|
S3 |
1.0972 |
1.0977 |
1.0990 |
|
S4 |
1.0959 |
1.0964 |
1.0987 |
|
|
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 |
1.1062 |
2.618 |
1.1041 |
1.618 |
1.1028 |
1.000 |
1.1020 |
0.618 |
1.1015 |
HIGH |
1.1007 |
0.618 |
1.1002 |
0.500 |
1.1001 |
0.382 |
1.0999 |
LOW |
1.0994 |
0.618 |
1.0986 |
1.000 |
1.0981 |
1.618 |
1.0973 |
2.618 |
1.0960 |
4.250 |
1.0939 |
|
|
Fisher Pivots for day following 05-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1001 |
1.1027 |
PP |
1.0998 |
1.1016 |
S1 |
1.0996 |
1.1005 |
|