CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 26-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2023 |
26-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1150 |
1.1096 |
-0.0054 |
-0.5% |
1.1094 |
| High |
1.1150 |
1.1206 |
0.0056 |
0.5% |
1.1112 |
| Low |
1.1085 |
1.1096 |
0.0011 |
0.1% |
1.1040 |
| Close |
1.1090 |
1.1159 |
0.0069 |
0.6% |
1.1098 |
| Range |
0.0065 |
0.0110 |
0.0045 |
68.5% |
0.0072 |
| ATR |
0.0064 |
0.0068 |
0.0004 |
5.8% |
0.0000 |
| Volume |
7 |
34 |
27 |
385.7% |
233 |
|
| Daily Pivots for day following 26-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1482 |
1.1430 |
1.1219 |
|
| R3 |
1.1372 |
1.1320 |
1.1189 |
|
| R2 |
1.1263 |
1.1263 |
1.1179 |
|
| R1 |
1.1211 |
1.1211 |
1.1169 |
1.1237 |
| PP |
1.1153 |
1.1153 |
1.1153 |
1.1166 |
| S1 |
1.1101 |
1.1101 |
1.1148 |
1.1127 |
| S2 |
1.1044 |
1.1044 |
1.1138 |
|
| S3 |
1.0934 |
1.0992 |
1.1128 |
|
| S4 |
1.0825 |
1.0882 |
1.1098 |
|
|
| 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 |
1.1206 |
1.1058 |
0.0148 |
1.3% |
0.0062 |
0.6% |
68% |
True |
False |
61 |
| 10 |
1.1206 |
1.1040 |
0.0166 |
1.5% |
0.0061 |
0.5% |
72% |
True |
False |
63 |
| 20 |
1.1206 |
1.0925 |
0.0281 |
2.5% |
0.0057 |
0.5% |
83% |
True |
False |
57 |
| 40 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0055 |
0.5% |
91% |
True |
False |
70 |
| 60 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0054 |
0.5% |
91% |
True |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1671 |
|
2.618 |
1.1492 |
|
1.618 |
1.1383 |
|
1.000 |
1.1315 |
|
0.618 |
1.1273 |
|
HIGH |
1.1206 |
|
0.618 |
1.1164 |
|
0.500 |
1.1151 |
|
0.382 |
1.1138 |
|
LOW |
1.1096 |
|
0.618 |
1.1028 |
|
1.000 |
1.0987 |
|
1.618 |
1.0919 |
|
2.618 |
1.0809 |
|
4.250 |
1.0631 |
|
|
| Fisher Pivots for day following 26-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1156 |
1.1154 |
| PP |
1.1153 |
1.1150 |
| S1 |
1.1151 |
1.1145 |
|