CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 21-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2023 |
21-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1085 |
1.1095 |
0.0010 |
0.1% |
1.1094 |
| High |
1.1106 |
1.1112 |
0.0006 |
0.0% |
1.1112 |
| Low |
1.1075 |
1.1058 |
-0.0017 |
-0.2% |
1.1040 |
| Close |
1.1085 |
1.1098 |
0.0014 |
0.1% |
1.1098 |
| Range |
0.0031 |
0.0054 |
0.0023 |
72.6% |
0.0072 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
38 |
102 |
64 |
168.4% |
233 |
|
| Daily Pivots for day following 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1250 |
1.1227 |
1.1127 |
|
| R3 |
1.1196 |
1.1174 |
1.1113 |
|
| R2 |
1.1143 |
1.1143 |
1.1108 |
|
| R1 |
1.1120 |
1.1120 |
1.1103 |
1.1132 |
| PP |
1.1089 |
1.1089 |
1.1089 |
1.1095 |
| S1 |
1.1067 |
1.1067 |
1.1093 |
1.1078 |
| S2 |
1.1036 |
1.1036 |
1.1088 |
|
| S3 |
1.0982 |
1.1013 |
1.1083 |
|
| S4 |
1.0929 |
1.0960 |
1.1069 |
|
|
| Weekly Pivots for week ending 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1298 |
1.1269 |
1.1137 |
|
| R3 |
1.1226 |
1.1198 |
1.1118 |
|
| R2 |
1.1155 |
1.1155 |
1.1111 |
|
| R1 |
1.1126 |
1.1126 |
1.1105 |
1.1141 |
| PP |
1.1083 |
1.1083 |
1.1083 |
1.1090 |
| S1 |
1.1055 |
1.1055 |
1.1091 |
1.1069 |
| S2 |
1.1012 |
1.1012 |
1.1085 |
|
| S3 |
1.0940 |
1.0983 |
1.1078 |
|
| S4 |
1.0869 |
1.0912 |
1.1059 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1112 |
1.1040 |
0.0072 |
0.6% |
0.0047 |
0.4% |
81% |
True |
False |
46 |
| 10 |
1.1191 |
1.0985 |
0.0206 |
1.9% |
0.0047 |
0.4% |
55% |
False |
False |
73 |
| 20 |
1.1191 |
1.0893 |
0.0298 |
2.7% |
0.0049 |
0.4% |
69% |
False |
False |
51 |
| 40 |
1.1191 |
1.0661 |
0.0530 |
4.8% |
0.0051 |
0.5% |
83% |
False |
False |
68 |
| 60 |
1.1199 |
1.0661 |
0.0538 |
4.8% |
0.0051 |
0.5% |
81% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1339 |
|
2.618 |
1.1252 |
|
1.618 |
1.1198 |
|
1.000 |
1.1165 |
|
0.618 |
1.1145 |
|
HIGH |
1.1112 |
|
0.618 |
1.1091 |
|
0.500 |
1.1085 |
|
0.382 |
1.1078 |
|
LOW |
1.1058 |
|
0.618 |
1.1025 |
|
1.000 |
1.1005 |
|
1.618 |
1.0971 |
|
2.618 |
1.0918 |
|
4.250 |
1.0831 |
|
|
| Fisher Pivots for day following 21-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1094 |
1.1091 |
| PP |
1.1089 |
1.1084 |
| S1 |
1.1085 |
1.1077 |
|