CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 25-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2023 |
25-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1076 |
1.1136 |
0.0061 |
0.5% |
1.1074 |
| High |
1.1130 |
1.1148 |
0.0018 |
0.2% |
1.1085 |
| Low |
1.1053 |
1.1047 |
-0.0006 |
0.0% |
1.0998 |
| Close |
1.1130 |
1.1054 |
-0.0076 |
-0.7% |
1.1060 |
| Range |
0.0077 |
0.0101 |
0.0024 |
30.5% |
0.0087 |
| ATR |
0.0075 |
0.0077 |
0.0002 |
2.4% |
0.0000 |
| Volume |
629 |
1,103 |
474 |
75.4% |
2,533 |
|
| Daily Pivots for day following 25-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1384 |
1.1319 |
1.1109 |
|
| R3 |
1.1284 |
1.1219 |
1.1081 |
|
| R2 |
1.1183 |
1.1183 |
1.1072 |
|
| R1 |
1.1118 |
1.1118 |
1.1063 |
1.1101 |
| PP |
1.1083 |
1.1083 |
1.1083 |
1.1074 |
| S1 |
1.1018 |
1.1018 |
1.1044 |
1.1000 |
| S2 |
1.0982 |
1.0982 |
1.1035 |
|
| S3 |
1.0882 |
1.0917 |
1.1026 |
|
| S4 |
1.0781 |
1.0817 |
1.0998 |
|
|
| 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 |
1.1148 |
1.1001 |
0.0147 |
1.3% |
0.0070 |
0.6% |
36% |
True |
False |
535 |
| 10 |
1.1159 |
1.0998 |
0.0161 |
1.5% |
0.0077 |
0.7% |
35% |
False |
False |
689 |
| 20 |
1.1159 |
1.0887 |
0.0272 |
2.5% |
0.0074 |
0.7% |
61% |
False |
False |
619 |
| 40 |
1.1159 |
1.0624 |
0.0535 |
4.8% |
0.0079 |
0.7% |
80% |
False |
False |
1,076 |
| 60 |
1.1159 |
1.0624 |
0.0535 |
4.8% |
0.0071 |
0.6% |
80% |
False |
False |
739 |
| 80 |
1.1159 |
1.0624 |
0.0535 |
4.8% |
0.0065 |
0.6% |
80% |
False |
False |
576 |
| 100 |
1.1159 |
1.0624 |
0.0535 |
4.8% |
0.0060 |
0.5% |
80% |
False |
False |
484 |
| 120 |
1.1159 |
0.9982 |
0.1177 |
10.6% |
0.0059 |
0.5% |
91% |
False |
False |
410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1575 |
|
2.618 |
1.1411 |
|
1.618 |
1.1310 |
|
1.000 |
1.1248 |
|
0.618 |
1.1210 |
|
HIGH |
1.1148 |
|
0.618 |
1.1109 |
|
0.500 |
1.1097 |
|
0.382 |
1.1085 |
|
LOW |
1.1047 |
|
0.618 |
1.0985 |
|
1.000 |
1.0947 |
|
1.618 |
1.0884 |
|
2.618 |
1.0784 |
|
4.250 |
1.0620 |
|
|
| Fisher Pivots for day following 25-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1097 |
1.1084 |
| PP |
1.1083 |
1.1074 |
| S1 |
1.1068 |
1.1064 |
|