CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 04-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2023 |
04-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0904 |
1.0999 |
0.0096 |
0.9% |
1.0872 |
| High |
1.1011 |
1.1063 |
0.0052 |
0.5% |
1.1023 |
| Low |
1.0887 |
1.0982 |
0.0095 |
0.9% |
1.0845 |
| Close |
1.0992 |
1.1045 |
0.0054 |
0.5% |
1.0951 |
| Range |
0.0124 |
0.0081 |
-0.0043 |
-34.7% |
0.0178 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
1,388 |
1,359 |
-29 |
-2.1% |
1,666 |
|
| Daily Pivots for day following 04-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1273 |
1.1240 |
1.1090 |
|
| R3 |
1.1192 |
1.1159 |
1.1067 |
|
| R2 |
1.1111 |
1.1111 |
1.1060 |
|
| R1 |
1.1078 |
1.1078 |
1.1052 |
1.1095 |
| PP |
1.1030 |
1.1030 |
1.1030 |
1.1038 |
| S1 |
1.0997 |
1.0997 |
1.1038 |
1.1014 |
| S2 |
1.0949 |
1.0949 |
1.1030 |
|
| S3 |
1.0868 |
1.0916 |
1.1023 |
|
| S4 |
1.0787 |
1.0835 |
1.1000 |
|
|
| 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 |
1.1063 |
1.0887 |
0.0176 |
1.6% |
0.0085 |
0.8% |
90% |
True |
False |
708 |
| 10 |
1.1063 |
1.0810 |
0.0253 |
2.3% |
0.0086 |
0.8% |
93% |
True |
False |
1,001 |
| 20 |
1.1063 |
1.0624 |
0.0440 |
4.0% |
0.0086 |
0.8% |
96% |
True |
False |
1,621 |
| 40 |
1.1063 |
1.0624 |
0.0440 |
4.0% |
0.0072 |
0.7% |
96% |
True |
False |
882 |
| 60 |
1.1135 |
1.0624 |
0.0511 |
4.6% |
0.0064 |
0.6% |
82% |
False |
False |
620 |
| 80 |
1.1135 |
1.0624 |
0.0511 |
4.6% |
0.0058 |
0.5% |
82% |
False |
False |
481 |
| 100 |
1.1135 |
1.0231 |
0.0904 |
8.2% |
0.0059 |
0.5% |
90% |
False |
False |
404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1407 |
|
2.618 |
1.1275 |
|
1.618 |
1.1194 |
|
1.000 |
1.1144 |
|
0.618 |
1.1113 |
|
HIGH |
1.1063 |
|
0.618 |
1.1032 |
|
0.500 |
1.1023 |
|
0.382 |
1.1013 |
|
LOW |
1.0982 |
|
0.618 |
1.0932 |
|
1.000 |
1.0901 |
|
1.618 |
1.0851 |
|
2.618 |
1.0770 |
|
4.250 |
1.0638 |
|
|
| Fisher Pivots for day following 04-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1038 |
1.1022 |
| PP |
1.1030 |
1.0998 |
| S1 |
1.1023 |
1.0975 |
|