CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 03-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2023 |
03-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0993 |
1.0904 |
-0.0090 |
-0.8% |
1.0872 |
| High |
1.1020 |
1.1011 |
-0.0009 |
-0.1% |
1.1023 |
| Low |
1.0933 |
1.0887 |
-0.0046 |
-0.4% |
1.0845 |
| Close |
1.0951 |
1.0992 |
0.0041 |
0.4% |
1.0951 |
| Range |
0.0087 |
0.0124 |
0.0037 |
42.5% |
0.0178 |
| ATR |
0.0081 |
0.0084 |
0.0003 |
3.8% |
0.0000 |
| Volume |
366 |
1,388 |
1,022 |
279.2% |
1,666 |
|
| Daily Pivots for day following 03-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1335 |
1.1287 |
1.1060 |
|
| R3 |
1.1211 |
1.1163 |
1.1026 |
|
| R2 |
1.1087 |
1.1087 |
1.1014 |
|
| R1 |
1.1039 |
1.1039 |
1.1003 |
1.1063 |
| PP |
1.0963 |
1.0963 |
1.0963 |
1.0975 |
| S1 |
1.0915 |
1.0915 |
1.0980 |
1.0939 |
| S2 |
1.0839 |
1.0839 |
1.0969 |
|
| S3 |
1.0715 |
1.0791 |
1.0957 |
|
| S4 |
1.0591 |
1.0667 |
1.0923 |
|
|
| Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1474 |
1.1390 |
1.1048 |
|
| R3 |
1.1296 |
1.1212 |
1.0999 |
|
| R2 |
1.1118 |
1.1118 |
1.0983 |
|
| R1 |
1.1034 |
1.1034 |
1.0967 |
1.1076 |
| PP |
1.0940 |
1.0940 |
1.0940 |
1.0960 |
| S1 |
1.0856 |
1.0856 |
1.0934 |
1.0898 |
| S2 |
1.0762 |
1.0762 |
1.0918 |
|
| S3 |
1.0584 |
1.0678 |
1.0902 |
|
| S4 |
1.0406 |
1.0500 |
1.0853 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1023 |
1.0887 |
0.0136 |
1.2% |
0.0077 |
0.7% |
77% |
False |
True |
494 |
| 10 |
1.1025 |
1.0810 |
0.0215 |
2.0% |
0.0085 |
0.8% |
85% |
False |
False |
934 |
| 20 |
1.1025 |
1.0624 |
0.0401 |
3.6% |
0.0089 |
0.8% |
92% |
False |
False |
1,587 |
| 40 |
1.1025 |
1.0624 |
0.0401 |
3.6% |
0.0072 |
0.7% |
92% |
False |
False |
849 |
| 60 |
1.1135 |
1.0624 |
0.0511 |
4.6% |
0.0065 |
0.6% |
72% |
False |
False |
597 |
| 80 |
1.1135 |
1.0624 |
0.0511 |
4.6% |
0.0058 |
0.5% |
72% |
False |
False |
468 |
| 100 |
1.1135 |
1.0231 |
0.0904 |
8.2% |
0.0058 |
0.5% |
84% |
False |
False |
390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1538 |
|
2.618 |
1.1336 |
|
1.618 |
1.1212 |
|
1.000 |
1.1135 |
|
0.618 |
1.1088 |
|
HIGH |
1.1011 |
|
0.618 |
1.0964 |
|
0.500 |
1.0949 |
|
0.382 |
1.0934 |
|
LOW |
1.0887 |
|
0.618 |
1.0810 |
|
1.000 |
1.0763 |
|
1.618 |
1.0686 |
|
2.618 |
1.0562 |
|
4.250 |
1.0360 |
|
|
| Fisher Pivots for day following 03-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0977 |
1.0979 |
| PP |
1.0963 |
1.0967 |
| S1 |
1.0949 |
1.0955 |
|