CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 25-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2023 |
25-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1113 |
1.1150 |
0.0038 |
0.3% |
1.1094 |
| High |
1.1165 |
1.1150 |
-0.0015 |
-0.1% |
1.1112 |
| Low |
1.1113 |
1.1085 |
-0.0028 |
-0.2% |
1.1040 |
| Close |
1.1165 |
1.1090 |
-0.0076 |
-0.7% |
1.1098 |
| Range |
0.0053 |
0.0065 |
0.0013 |
23.8% |
0.0072 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
2.0% |
0.0000 |
| Volume |
126 |
7 |
-119 |
-94.4% |
233 |
|
| Daily Pivots for day following 25-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1303 |
1.1261 |
1.1125 |
|
| R3 |
1.1238 |
1.1196 |
1.1107 |
|
| R2 |
1.1173 |
1.1173 |
1.1101 |
|
| R1 |
1.1131 |
1.1131 |
1.1095 |
1.1120 |
| PP |
1.1108 |
1.1108 |
1.1108 |
1.1102 |
| S1 |
1.1066 |
1.1066 |
1.1084 |
1.1055 |
| S2 |
1.1043 |
1.1043 |
1.1078 |
|
| S3 |
1.0978 |
1.1001 |
1.1072 |
|
| S4 |
1.0913 |
1.0936 |
1.1054 |
|
|
| 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 |
1.1165 |
1.1042 |
0.0124 |
1.1% |
0.0052 |
0.5% |
39% |
False |
False |
70 |
| 10 |
1.1191 |
1.1040 |
0.0151 |
1.4% |
0.0056 |
0.5% |
33% |
False |
False |
79 |
| 20 |
1.1191 |
1.0925 |
0.0266 |
2.4% |
0.0052 |
0.5% |
62% |
False |
False |
57 |
| 40 |
1.1191 |
1.0661 |
0.0530 |
4.8% |
0.0053 |
0.5% |
81% |
False |
False |
69 |
| 60 |
1.1199 |
1.0661 |
0.0538 |
4.9% |
0.0052 |
0.5% |
80% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1426 |
|
2.618 |
1.1320 |
|
1.618 |
1.1255 |
|
1.000 |
1.1215 |
|
0.618 |
1.1190 |
|
HIGH |
1.1150 |
|
0.618 |
1.1125 |
|
0.500 |
1.1118 |
|
0.382 |
1.1110 |
|
LOW |
1.1085 |
|
0.618 |
1.1045 |
|
1.000 |
1.1020 |
|
1.618 |
1.0980 |
|
2.618 |
1.0915 |
|
4.250 |
1.0809 |
|
|
| Fisher Pivots for day following 25-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1118 |
1.1112 |
| PP |
1.1108 |
1.1104 |
| S1 |
1.1099 |
1.1097 |
|