CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 24-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2023 |
24-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1050 |
1.1076 |
0.0026 |
0.2% |
1.1074 |
| High |
1.1076 |
1.1130 |
0.0054 |
0.5% |
1.1085 |
| Low |
1.1021 |
1.1053 |
0.0032 |
0.3% |
1.0998 |
| Close |
1.1060 |
1.1130 |
0.0070 |
0.6% |
1.1060 |
| Range |
0.0056 |
0.0077 |
0.0022 |
38.7% |
0.0087 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
0.2% |
0.0000 |
| Volume |
368 |
629 |
261 |
70.9% |
2,533 |
|
| Daily Pivots for day following 24-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1335 |
1.1309 |
1.1172 |
|
| R3 |
1.1258 |
1.1232 |
1.1151 |
|
| R2 |
1.1181 |
1.1181 |
1.1144 |
|
| R1 |
1.1155 |
1.1155 |
1.1137 |
1.1168 |
| PP |
1.1104 |
1.1104 |
1.1104 |
1.1110 |
| S1 |
1.1078 |
1.1078 |
1.1122 |
1.1091 |
| S2 |
1.1027 |
1.1027 |
1.1115 |
|
| S3 |
1.0950 |
1.1001 |
1.1108 |
|
| S4 |
1.0873 |
1.0924 |
1.1087 |
|
|
| Weekly Pivots for week ending 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1308 |
1.1271 |
1.1108 |
|
| R3 |
1.1221 |
1.1184 |
1.1084 |
|
| R2 |
1.1134 |
1.1134 |
1.1076 |
|
| R1 |
1.1097 |
1.1097 |
1.1068 |
1.1072 |
| PP |
1.1047 |
1.1047 |
1.1047 |
1.1035 |
| S1 |
1.1010 |
1.1010 |
1.1052 |
1.0985 |
| S2 |
1.0960 |
1.0960 |
1.1044 |
|
| S3 |
1.0873 |
1.0923 |
1.1036 |
|
| S4 |
1.0786 |
1.0836 |
1.1012 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1130 |
1.1001 |
0.0129 |
1.2% |
0.0062 |
0.6% |
100% |
True |
False |
500 |
| 10 |
1.1159 |
1.0965 |
0.0194 |
1.7% |
0.0072 |
0.6% |
85% |
False |
False |
645 |
| 20 |
1.1159 |
1.0887 |
0.0272 |
2.4% |
0.0071 |
0.6% |
89% |
False |
False |
579 |
| 40 |
1.1159 |
1.0624 |
0.0535 |
4.8% |
0.0078 |
0.7% |
95% |
False |
False |
1,056 |
| 60 |
1.1159 |
1.0624 |
0.0535 |
4.8% |
0.0070 |
0.6% |
95% |
False |
False |
721 |
| 80 |
1.1159 |
1.0624 |
0.0535 |
4.8% |
0.0064 |
0.6% |
95% |
False |
False |
562 |
| 100 |
1.1159 |
1.0608 |
0.0551 |
4.9% |
0.0059 |
0.5% |
95% |
False |
False |
473 |
| 120 |
1.1159 |
0.9982 |
0.1177 |
10.6% |
0.0059 |
0.5% |
98% |
False |
False |
401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1457 |
|
2.618 |
1.1331 |
|
1.618 |
1.1254 |
|
1.000 |
1.1207 |
|
0.618 |
1.1177 |
|
HIGH |
1.1130 |
|
0.618 |
1.1100 |
|
0.500 |
1.1091 |
|
0.382 |
1.1082 |
|
LOW |
1.1053 |
|
0.618 |
1.1005 |
|
1.000 |
1.0976 |
|
1.618 |
1.0928 |
|
2.618 |
1.0851 |
|
4.250 |
1.0725 |
|
|
| Fisher Pivots for day following 24-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1117 |
1.1111 |
| PP |
1.1104 |
1.1092 |
| S1 |
1.1091 |
1.1073 |
|