CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 18-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2023 |
18-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1094 |
1.1061 |
-0.0033 |
-0.3% |
1.1000 |
| High |
1.1094 |
1.1100 |
0.0007 |
0.1% |
1.1191 |
| Low |
1.1040 |
1.1061 |
0.0021 |
0.2% |
1.0985 |
| Close |
1.1051 |
1.1096 |
0.0046 |
0.4% |
1.1120 |
| Range |
0.0054 |
0.0040 |
-0.0014 |
-26.2% |
0.0206 |
| ATR |
0.0068 |
0.0066 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
10 |
5 |
-5 |
-50.0% |
502 |
|
| Daily Pivots for day following 18-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1204 |
1.1190 |
1.1118 |
|
| R3 |
1.1165 |
1.1150 |
1.1107 |
|
| R2 |
1.1125 |
1.1125 |
1.1103 |
|
| R1 |
1.1111 |
1.1111 |
1.1100 |
1.1118 |
| PP |
1.1086 |
1.1086 |
1.1086 |
1.1089 |
| S1 |
1.1071 |
1.1071 |
1.1092 |
1.1078 |
| S2 |
1.1046 |
1.1046 |
1.1089 |
|
| S3 |
1.1007 |
1.1032 |
1.1085 |
|
| S4 |
1.0967 |
1.0992 |
1.1074 |
|
|
| 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 |
1.1040 |
0.0151 |
1.4% |
0.0060 |
0.5% |
37% |
False |
False |
87 |
| 10 |
1.1191 |
1.0985 |
0.0206 |
1.9% |
0.0043 |
0.4% |
54% |
False |
False |
60 |
| 20 |
1.1191 |
1.0840 |
0.0351 |
3.2% |
0.0057 |
0.5% |
73% |
False |
False |
42 |
| 40 |
1.1191 |
1.0661 |
0.0530 |
4.8% |
0.0050 |
0.4% |
82% |
False |
False |
69 |
| 60 |
1.1199 |
1.0661 |
0.0538 |
4.8% |
0.0051 |
0.5% |
81% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1268 |
|
2.618 |
1.1203 |
|
1.618 |
1.1164 |
|
1.000 |
1.1140 |
|
0.618 |
1.1124 |
|
HIGH |
1.1100 |
|
0.618 |
1.1085 |
|
0.500 |
1.1080 |
|
0.382 |
1.1076 |
|
LOW |
1.1061 |
|
0.618 |
1.1036 |
|
1.000 |
1.1021 |
|
1.618 |
1.0997 |
|
2.618 |
1.0957 |
|
4.250 |
1.0893 |
|
|
| Fisher Pivots for day following 18-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1091 |
1.1115 |
| PP |
1.1086 |
1.1109 |
| S1 |
1.1080 |
1.1102 |
|