CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 26-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2023 |
26-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1136 |
1.1058 |
-0.0078 |
-0.7% |
1.1074 |
| High |
1.1148 |
1.1177 |
0.0030 |
0.3% |
1.1085 |
| Low |
1.1047 |
1.1051 |
0.0004 |
0.0% |
1.0998 |
| Close |
1.1054 |
1.1122 |
0.0068 |
0.6% |
1.1060 |
| Range |
0.0101 |
0.0126 |
0.0026 |
25.4% |
0.0087 |
| ATR |
0.0077 |
0.0081 |
0.0003 |
4.5% |
0.0000 |
| Volume |
1,103 |
1,460 |
357 |
32.4% |
2,533 |
|
| Daily Pivots for day following 26-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1495 |
1.1434 |
1.1191 |
|
| R3 |
1.1369 |
1.1308 |
1.1156 |
|
| R2 |
1.1243 |
1.1243 |
1.1145 |
|
| R1 |
1.1182 |
1.1182 |
1.1133 |
1.1212 |
| PP |
1.1117 |
1.1117 |
1.1117 |
1.1132 |
| S1 |
1.1056 |
1.1056 |
1.1110 |
1.1086 |
| S2 |
1.0991 |
1.0991 |
1.1098 |
|
| S3 |
1.0865 |
1.0930 |
1.1087 |
|
| S4 |
1.0739 |
1.0804 |
1.1052 |
|
|
| 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 |
1.1177 |
1.1017 |
0.0160 |
1.4% |
0.0082 |
0.7% |
65% |
True |
False |
735 |
| 10 |
1.1177 |
1.0998 |
0.0180 |
1.6% |
0.0081 |
0.7% |
69% |
True |
False |
764 |
| 20 |
1.1177 |
1.0887 |
0.0290 |
2.6% |
0.0078 |
0.7% |
81% |
True |
False |
680 |
| 40 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0079 |
0.7% |
90% |
True |
False |
1,105 |
| 60 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0073 |
0.7% |
90% |
True |
False |
763 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0065 |
0.6% |
90% |
True |
False |
594 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0060 |
0.5% |
90% |
True |
False |
499 |
| 120 |
1.1177 |
0.9982 |
0.1196 |
10.7% |
0.0059 |
0.5% |
95% |
True |
False |
422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1713 |
|
2.618 |
1.1507 |
|
1.618 |
1.1381 |
|
1.000 |
1.1303 |
|
0.618 |
1.1255 |
|
HIGH |
1.1177 |
|
0.618 |
1.1129 |
|
0.500 |
1.1114 |
|
0.382 |
1.1099 |
|
LOW |
1.1051 |
|
0.618 |
1.0973 |
|
1.000 |
1.0925 |
|
1.618 |
1.0847 |
|
2.618 |
1.0721 |
|
4.250 |
1.0516 |
|
|
| Fisher Pivots for day following 26-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1119 |
1.1118 |
| PP |
1.1117 |
1.1115 |
| S1 |
1.1114 |
1.1112 |
|