CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 06-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2023 |
06-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1050 |
1.0977 |
-0.0073 |
-0.7% |
1.0904 |
| High |
1.1054 |
1.1025 |
-0.0029 |
-0.3% |
1.1063 |
| Low |
1.0986 |
1.0975 |
-0.0011 |
-0.1% |
1.0887 |
| Close |
1.0998 |
1.1021 |
0.0023 |
0.2% |
1.1021 |
| Range |
0.0068 |
0.0050 |
-0.0018 |
-26.5% |
0.0176 |
| ATR |
0.0083 |
0.0080 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
701 |
337 |
-364 |
-51.9% |
3,785 |
|
| Daily Pivots for day following 06-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1157 |
1.1139 |
1.1049 |
|
| R3 |
1.1107 |
1.1089 |
1.1035 |
|
| R2 |
1.1057 |
1.1057 |
1.1030 |
|
| R1 |
1.1039 |
1.1039 |
1.1026 |
1.1048 |
| PP |
1.1007 |
1.1007 |
1.1007 |
1.1012 |
| S1 |
1.0989 |
1.0989 |
1.1016 |
1.0998 |
| S2 |
1.0957 |
1.0957 |
1.1012 |
|
| S3 |
1.0907 |
1.0939 |
1.1007 |
|
| S4 |
1.0857 |
1.0889 |
1.0994 |
|
|
| Weekly Pivots for week ending 06-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1518 |
1.1446 |
1.1118 |
|
| R3 |
1.1342 |
1.1270 |
1.1069 |
|
| R2 |
1.1166 |
1.1166 |
1.1053 |
|
| R1 |
1.1094 |
1.1094 |
1.1037 |
1.1130 |
| PP |
1.0990 |
1.0990 |
1.0990 |
1.1009 |
| S1 |
1.0918 |
1.0918 |
1.1005 |
1.0954 |
| S2 |
1.0814 |
1.0814 |
1.0989 |
|
| S3 |
1.0638 |
1.0742 |
1.0973 |
|
| S4 |
1.0462 |
1.0566 |
1.0924 |
|
|
| 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% |
0.0082 |
0.7% |
76% |
False |
False |
830 |
| 10 |
1.1063 |
1.0810 |
0.0253 |
2.3% |
0.0075 |
0.7% |
83% |
False |
False |
750 |
| 20 |
1.1063 |
1.0624 |
0.0440 |
4.0% |
0.0089 |
0.8% |
90% |
False |
False |
1,346 |
| 40 |
1.1063 |
1.0624 |
0.0440 |
4.0% |
0.0072 |
0.7% |
90% |
False |
False |
903 |
| 60 |
1.1135 |
1.0624 |
0.0511 |
4.6% |
0.0065 |
0.6% |
78% |
False |
False |
637 |
| 80 |
1.1135 |
1.0624 |
0.0511 |
4.6% |
0.0059 |
0.5% |
78% |
False |
False |
493 |
| 100 |
1.1135 |
1.0395 |
0.0740 |
6.7% |
0.0058 |
0.5% |
85% |
False |
False |
411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1238 |
|
2.618 |
1.1156 |
|
1.618 |
1.1106 |
|
1.000 |
1.1075 |
|
0.618 |
1.1056 |
|
HIGH |
1.1025 |
|
0.618 |
1.1006 |
|
0.500 |
1.1000 |
|
0.382 |
1.0994 |
|
LOW |
1.0975 |
|
0.618 |
1.0944 |
|
1.000 |
1.0925 |
|
1.618 |
1.0894 |
|
2.618 |
1.0844 |
|
4.250 |
1.0763 |
|
|
| Fisher Pivots for day following 06-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1014 |
1.1020 |
| PP |
1.1007 |
1.1020 |
| S1 |
1.1000 |
1.1019 |
|