CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 14-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2023 |
14-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1117 |
1.1165 |
0.0048 |
0.4% |
1.1000 |
| High |
1.1170 |
1.1191 |
0.0021 |
0.2% |
1.1191 |
| Low |
1.1117 |
1.1096 |
-0.0021 |
-0.2% |
1.0985 |
| Close |
1.1166 |
1.1120 |
-0.0046 |
-0.4% |
1.1120 |
| Range |
0.0054 |
0.0095 |
0.0042 |
77.6% |
0.0206 |
| ATR |
0.0064 |
0.0067 |
0.0002 |
3.4% |
0.0000 |
| Volume |
73 |
160 |
87 |
119.2% |
502 |
|
| Daily Pivots for day following 14-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1420 |
1.1365 |
1.1172 |
|
| R3 |
1.1325 |
1.1270 |
1.1146 |
|
| R2 |
1.1230 |
1.1230 |
1.1137 |
|
| R1 |
1.1175 |
1.1175 |
1.1129 |
1.1155 |
| PP |
1.1135 |
1.1135 |
1.1135 |
1.1125 |
| S1 |
1.1080 |
1.1080 |
1.1111 |
1.1060 |
| S2 |
1.1040 |
1.1040 |
1.1103 |
|
| S3 |
1.0945 |
1.0985 |
1.1094 |
|
| S4 |
1.0850 |
1.0890 |
1.1068 |
|
|
| Weekly Pivots for week ending 14-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1715 |
1.1623 |
1.1233 |
|
| R3 |
1.1510 |
1.1418 |
1.1177 |
|
| R2 |
1.1304 |
1.1304 |
1.1158 |
|
| R1 |
1.1212 |
1.1212 |
1.1139 |
1.1258 |
| PP |
1.1099 |
1.1099 |
1.1099 |
1.1122 |
| S1 |
1.1007 |
1.1007 |
1.1101 |
1.1053 |
| S2 |
1.0893 |
1.0893 |
1.1082 |
|
| S3 |
1.0688 |
1.0801 |
1.1063 |
|
| S4 |
1.0482 |
1.0596 |
1.1007 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1191 |
1.0985 |
0.0206 |
1.8% |
0.0046 |
0.4% |
66% |
True |
False |
100 |
| 10 |
1.1191 |
1.0925 |
0.0266 |
2.4% |
0.0051 |
0.5% |
73% |
True |
False |
66 |
| 20 |
1.1191 |
1.0840 |
0.0351 |
3.2% |
0.0054 |
0.5% |
80% |
True |
False |
44 |
| 40 |
1.1191 |
1.0661 |
0.0530 |
4.8% |
0.0049 |
0.4% |
87% |
True |
False |
70 |
| 60 |
1.1199 |
1.0661 |
0.0538 |
4.8% |
0.0051 |
0.5% |
85% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1594 |
|
2.618 |
1.1439 |
|
1.618 |
1.1344 |
|
1.000 |
1.1286 |
|
0.618 |
1.1249 |
|
HIGH |
1.1191 |
|
0.618 |
1.1154 |
|
0.500 |
1.1143 |
|
0.382 |
1.1132 |
|
LOW |
1.1096 |
|
0.618 |
1.1037 |
|
1.000 |
1.1001 |
|
1.618 |
1.0942 |
|
2.618 |
1.0847 |
|
4.250 |
1.0692 |
|
|
| Fisher Pivots for day following 14-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1143 |
1.1125 |
| PP |
1.1135 |
1.1124 |
| S1 |
1.1128 |
1.1122 |
|