CME Euro FX (E) Future March 2024
Trading Metrics calculated at close of trading on 25-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2023 |
25-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1.1263 |
1.1205 |
-0.0058 |
-0.5% |
1.1377 |
High |
1.1263 |
1.1205 |
-0.0058 |
-0.5% |
1.1382 |
Low |
1.1195 |
1.1180 |
-0.0016 |
-0.1% |
1.1255 |
Close |
1.1205 |
1.1180 |
-0.0026 |
-0.2% |
1.1259 |
Range |
0.0068 |
0.0026 |
-0.0043 |
-62.5% |
0.0127 |
ATR |
0.0052 |
0.0050 |
-0.0002 |
-3.7% |
0.0000 |
Volume |
30 |
429 |
399 |
1,330.0% |
140 |
|
Daily Pivots for day following 25-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1265 |
1.1248 |
1.1194 |
|
R3 |
1.1239 |
1.1222 |
1.1187 |
|
R2 |
1.1214 |
1.1214 |
1.1184 |
|
R1 |
1.1197 |
1.1197 |
1.1182 |
1.1192 |
PP |
1.1188 |
1.1188 |
1.1188 |
1.1186 |
S1 |
1.1171 |
1.1171 |
1.1177 |
1.1167 |
S2 |
1.1163 |
1.1163 |
1.1175 |
|
S3 |
1.1137 |
1.1146 |
1.1172 |
|
S4 |
1.1112 |
1.1120 |
1.1165 |
|
|
Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1679 |
1.1596 |
1.1328 |
|
R3 |
1.1552 |
1.1469 |
1.1293 |
|
R2 |
1.1425 |
1.1425 |
1.1282 |
|
R1 |
1.1342 |
1.1342 |
1.1270 |
1.1320 |
PP |
1.1298 |
1.1298 |
1.1298 |
1.1287 |
S1 |
1.1215 |
1.1215 |
1.1247 |
1.1193 |
S2 |
1.1171 |
1.1171 |
1.1235 |
|
S3 |
1.1044 |
1.1088 |
1.1224 |
|
S4 |
1.0917 |
1.0961 |
1.1189 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1375 |
1.1180 |
0.0196 |
1.7% |
0.0039 |
0.4% |
0% |
False |
True |
96 |
10 |
1.1382 |
1.1176 |
0.0206 |
1.8% |
0.0044 |
0.4% |
2% |
False |
False |
88 |
20 |
1.1382 |
1.0980 |
0.0402 |
3.6% |
0.0037 |
0.3% |
50% |
False |
False |
70 |
40 |
1.1382 |
1.0822 |
0.0560 |
5.0% |
0.0039 |
0.3% |
64% |
False |
False |
59 |
60 |
1.1382 |
1.0822 |
0.0560 |
5.0% |
0.0034 |
0.3% |
64% |
False |
False |
47 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1313 |
2.618 |
1.1272 |
1.618 |
1.1246 |
1.000 |
1.1231 |
0.618 |
1.1221 |
HIGH |
1.1205 |
0.618 |
1.1195 |
0.500 |
1.1192 |
0.382 |
1.1189 |
LOW |
1.1180 |
0.618 |
1.1164 |
1.000 |
1.1154 |
1.618 |
1.1138 |
2.618 |
1.1113 |
4.250 |
1.1071 |
|
|
Fisher Pivots for day following 25-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1192 |
1.1228 |
PP |
1.1188 |
1.1212 |
S1 |
1.1184 |
1.1196 |
|