CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 17-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2023 |
17-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1165 |
1.1094 |
-0.0071 |
-0.6% |
1.1000 |
| High |
1.1191 |
1.1094 |
-0.0097 |
-0.9% |
1.1191 |
| Low |
1.1096 |
1.1040 |
-0.0056 |
-0.5% |
1.0985 |
| Close |
1.1120 |
1.1051 |
-0.0070 |
-0.6% |
1.1120 |
| Range |
0.0095 |
0.0054 |
-0.0042 |
-43.7% |
0.0206 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
1.4% |
0.0000 |
| Volume |
160 |
10 |
-150 |
-93.8% |
502 |
|
| Daily Pivots for day following 17-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1222 |
1.1190 |
1.1080 |
|
| R3 |
1.1168 |
1.1136 |
1.1065 |
|
| R2 |
1.1115 |
1.1115 |
1.1060 |
|
| R1 |
1.1083 |
1.1083 |
1.1055 |
1.1072 |
| PP |
1.1061 |
1.1061 |
1.1061 |
1.1056 |
| S1 |
1.1029 |
1.1029 |
1.1046 |
1.1019 |
| S2 |
1.1008 |
1.1008 |
1.1041 |
|
| S3 |
1.0954 |
1.0976 |
1.1036 |
|
| S4 |
1.0901 |
1.0922 |
1.1021 |
|
|
| 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 |
1.1030 |
0.0161 |
1.5% |
0.0054 |
0.5% |
13% |
False |
False |
102 |
| 10 |
1.1191 |
1.0985 |
0.0206 |
1.9% |
0.0045 |
0.4% |
32% |
False |
False |
65 |
| 20 |
1.1191 |
1.0840 |
0.0351 |
3.2% |
0.0056 |
0.5% |
60% |
False |
False |
42 |
| 40 |
1.1191 |
1.0661 |
0.0530 |
4.8% |
0.0049 |
0.4% |
74% |
False |
False |
69 |
| 60 |
1.1199 |
1.0661 |
0.0538 |
4.9% |
0.0051 |
0.5% |
72% |
False |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1321 |
|
2.618 |
1.1234 |
|
1.618 |
1.1180 |
|
1.000 |
1.1147 |
|
0.618 |
1.1127 |
|
HIGH |
1.1094 |
|
0.618 |
1.1073 |
|
0.500 |
1.1067 |
|
0.382 |
1.1060 |
|
LOW |
1.1040 |
|
0.618 |
1.1007 |
|
1.000 |
1.0987 |
|
1.618 |
1.0953 |
|
2.618 |
1.0900 |
|
4.250 |
1.0813 |
|
|
| Fisher Pivots for day following 17-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1067 |
1.1115 |
| PP |
1.1061 |
1.1094 |
| S1 |
1.1056 |
1.1072 |
|