CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 12-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2023 |
12-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1155 |
1.1179 |
0.0024 |
0.2% |
1.1032 |
| High |
1.1155 |
1.1277 |
0.0122 |
1.1% |
1.1110 |
| Low |
1.1129 |
1.1176 |
0.0047 |
0.4% |
1.0980 |
| Close |
1.1139 |
1.1277 |
0.0138 |
1.2% |
1.1110 |
| Range |
0.0026 |
0.0101 |
0.0075 |
288.5% |
0.0131 |
| ATR |
0.0050 |
0.0057 |
0.0006 |
12.5% |
0.0000 |
| Volume |
33 |
117 |
84 |
254.5% |
311 |
|
| Daily Pivots for day following 12-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1546 |
1.1512 |
1.1332 |
|
| R3 |
1.1445 |
1.1411 |
1.1304 |
|
| R2 |
1.1344 |
1.1344 |
1.1295 |
|
| R1 |
1.1310 |
1.1310 |
1.1286 |
1.1327 |
| PP |
1.1243 |
1.1243 |
1.1243 |
1.1252 |
| S1 |
1.1209 |
1.1209 |
1.1267 |
1.1226 |
| S2 |
1.1142 |
1.1142 |
1.1258 |
|
| S3 |
1.1041 |
1.1108 |
1.1249 |
|
| S4 |
1.0940 |
1.1007 |
1.1221 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1458 |
1.1415 |
1.1182 |
|
| R3 |
1.1328 |
1.1284 |
1.1146 |
|
| R2 |
1.1197 |
1.1197 |
1.1134 |
|
| R1 |
1.1154 |
1.1154 |
1.1122 |
1.1175 |
| PP |
1.1067 |
1.1067 |
1.1067 |
1.1077 |
| S1 |
1.1023 |
1.1023 |
1.1098 |
1.1045 |
| S2 |
1.0936 |
1.0936 |
1.1086 |
|
| S3 |
1.0806 |
1.0893 |
1.1074 |
|
| S4 |
1.0675 |
1.0762 |
1.1038 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1706 |
|
2.618 |
1.1541 |
|
1.618 |
1.1440 |
|
1.000 |
1.1378 |
|
0.618 |
1.1339 |
|
HIGH |
1.1277 |
|
0.618 |
1.1238 |
|
0.500 |
1.1227 |
|
0.382 |
1.1215 |
|
LOW |
1.1176 |
|
0.618 |
1.1114 |
|
1.000 |
1.1075 |
|
1.618 |
1.1013 |
|
2.618 |
1.0912 |
|
4.250 |
1.0747 |
|
|
| Fisher Pivots for day following 12-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1260 |
1.1250 |
| PP |
1.1243 |
1.1224 |
| S1 |
1.1227 |
1.1198 |
|