CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 14-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2023 |
14-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1078 |
1.1133 |
0.0055 |
0.5% |
1.1001 |
| High |
1.1152 |
1.1159 |
0.0007 |
0.1% |
1.1159 |
| Low |
1.1068 |
1.1059 |
-0.0009 |
-0.1% |
1.0925 |
| Close |
1.1133 |
1.1084 |
-0.0049 |
-0.4% |
1.1084 |
| Range |
0.0084 |
0.0100 |
0.0016 |
19.0% |
0.0234 |
| ATR |
0.0079 |
0.0080 |
0.0002 |
1.9% |
0.0000 |
| Volume |
600 |
1,317 |
717 |
119.5% |
3,529 |
|
| Daily Pivots for day following 14-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1400 |
1.1342 |
1.1139 |
|
| R3 |
1.1300 |
1.1242 |
1.1112 |
|
| R2 |
1.1200 |
1.1200 |
1.1102 |
|
| R1 |
1.1142 |
1.1142 |
1.1093 |
1.1121 |
| PP |
1.1100 |
1.1100 |
1.1100 |
1.1090 |
| S1 |
1.1042 |
1.1042 |
1.1075 |
1.1021 |
| S2 |
1.1000 |
1.1000 |
1.1066 |
|
| S3 |
1.0900 |
1.0942 |
1.1057 |
|
| S4 |
1.0800 |
1.0842 |
1.1029 |
|
|
| Weekly Pivots for week ending 14-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1756 |
1.1654 |
1.1212 |
|
| R3 |
1.1523 |
1.1420 |
1.1148 |
|
| R2 |
1.1289 |
1.1289 |
1.1127 |
|
| R1 |
1.1187 |
1.1187 |
1.1105 |
1.1238 |
| PP |
1.1056 |
1.1056 |
1.1056 |
1.1082 |
| S1 |
1.0953 |
1.0953 |
1.1063 |
1.1005 |
| S2 |
1.0822 |
1.0822 |
1.1041 |
|
| S3 |
1.0589 |
1.0720 |
1.1020 |
|
| S4 |
1.0355 |
1.0486 |
1.0956 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1159 |
1.0925 |
0.0234 |
2.1% |
0.0079 |
0.7% |
68% |
True |
False |
705 |
| 10 |
1.1159 |
1.0887 |
0.0272 |
2.4% |
0.0076 |
0.7% |
73% |
True |
False |
733 |
| 20 |
1.1159 |
1.0735 |
0.0424 |
3.8% |
0.0079 |
0.7% |
82% |
True |
False |
878 |
| 40 |
1.1159 |
1.0624 |
0.0535 |
4.8% |
0.0075 |
0.7% |
86% |
True |
False |
987 |
| 60 |
1.1159 |
1.0624 |
0.0535 |
4.8% |
0.0067 |
0.6% |
86% |
True |
False |
671 |
| 80 |
1.1159 |
1.0624 |
0.0535 |
4.8% |
0.0060 |
0.5% |
86% |
True |
False |
535 |
| 100 |
1.1159 |
1.0451 |
0.0708 |
6.4% |
0.0058 |
0.5% |
89% |
True |
False |
444 |
| 120 |
1.1159 |
0.9982 |
0.1177 |
10.6% |
0.0058 |
0.5% |
94% |
True |
False |
375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1584 |
|
2.618 |
1.1420 |
|
1.618 |
1.1320 |
|
1.000 |
1.1259 |
|
0.618 |
1.1220 |
|
HIGH |
1.1159 |
|
0.618 |
1.1120 |
|
0.500 |
1.1109 |
|
0.382 |
1.1097 |
|
LOW |
1.1059 |
|
0.618 |
1.0997 |
|
1.000 |
1.0959 |
|
1.618 |
1.0897 |
|
2.618 |
1.0797 |
|
4.250 |
1.0634 |
|
|
| Fisher Pivots for day following 14-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1109 |
1.1083 |
| PP |
1.1100 |
1.1083 |
| S1 |
1.1092 |
1.1082 |
|