CME Euro FX (E) Future March 2024
Trading Metrics calculated at close of trading on 19-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2023 |
19-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1.1374 |
1.1375 |
0.0001 |
0.0% |
1.1118 |
High |
1.1382 |
1.1375 |
-0.0007 |
-0.1% |
1.1376 |
Low |
1.1358 |
1.1330 |
-0.0028 |
-0.2% |
1.1118 |
Close |
1.1366 |
1.1337 |
-0.0029 |
-0.3% |
1.1370 |
Range |
0.0024 |
0.0045 |
0.0021 |
87.5% |
0.0258 |
ATR |
0.0052 |
0.0052 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
33 |
4 |
-29 |
-87.9% |
389 |
|
Daily Pivots for day following 19-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1482 |
1.1455 |
1.1362 |
|
R3 |
1.1437 |
1.1410 |
1.1349 |
|
R2 |
1.1392 |
1.1392 |
1.1345 |
|
R1 |
1.1365 |
1.1365 |
1.1341 |
1.1356 |
PP |
1.1347 |
1.1347 |
1.1347 |
1.1343 |
S1 |
1.1320 |
1.1320 |
1.1333 |
1.1311 |
S2 |
1.1302 |
1.1302 |
1.1329 |
|
S3 |
1.1257 |
1.1275 |
1.1325 |
|
S4 |
1.1212 |
1.1230 |
1.1312 |
|
|
Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2062 |
1.1974 |
1.1511 |
|
R3 |
1.1804 |
1.1716 |
1.1440 |
|
R2 |
1.1546 |
1.1546 |
1.1417 |
|
R1 |
1.1458 |
1.1458 |
1.1393 |
1.1502 |
PP |
1.1288 |
1.1288 |
1.1288 |
1.1310 |
S1 |
1.1200 |
1.1200 |
1.1346 |
1.1244 |
S2 |
1.1030 |
1.1030 |
1.1322 |
|
S3 |
1.0772 |
1.0942 |
1.1299 |
|
S4 |
1.0514 |
1.0684 |
1.1228 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1382 |
1.1291 |
0.0091 |
0.8% |
0.0038 |
0.3% |
51% |
False |
False |
57 |
10 |
1.1382 |
1.0980 |
0.0402 |
3.5% |
0.0044 |
0.4% |
89% |
False |
False |
66 |
20 |
1.1382 |
1.0980 |
0.0402 |
3.5% |
0.0039 |
0.3% |
89% |
False |
False |
63 |
40 |
1.1382 |
1.0822 |
0.0560 |
4.9% |
0.0036 |
0.3% |
92% |
False |
False |
51 |
60 |
1.1382 |
1.0822 |
0.0560 |
4.9% |
0.0033 |
0.3% |
92% |
False |
False |
40 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1566 |
2.618 |
1.1493 |
1.618 |
1.1448 |
1.000 |
1.1420 |
0.618 |
1.1403 |
HIGH |
1.1375 |
0.618 |
1.1358 |
0.500 |
1.1353 |
0.382 |
1.1347 |
LOW |
1.1330 |
0.618 |
1.1302 |
1.000 |
1.1285 |
1.618 |
1.1257 |
2.618 |
1.1212 |
4.250 |
1.1139 |
|
|
Fisher Pivots for day following 19-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1353 |
1.1356 |
PP |
1.1347 |
1.1350 |
S1 |
1.1342 |
1.1343 |
|