CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 03-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2023 |
03-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1054 |
1.1090 |
0.0036 |
0.3% |
1.1076 |
| High |
1.1088 |
1.1171 |
0.0083 |
0.7% |
1.1177 |
| Low |
1.1024 |
1.1090 |
0.0066 |
0.6% |
1.1045 |
| Close |
1.1080 |
1.1141 |
0.0061 |
0.6% |
1.1099 |
| Range |
0.0064 |
0.0081 |
0.0017 |
26.6% |
0.0132 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
1.2% |
0.0000 |
| Volume |
1,751 |
2,649 |
898 |
51.3% |
10,221 |
|
| Daily Pivots for day following 03-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1377 |
1.1340 |
1.1186 |
|
| R3 |
1.1296 |
1.1259 |
1.1163 |
|
| R2 |
1.1215 |
1.1215 |
1.1156 |
|
| R1 |
1.1178 |
1.1178 |
1.1148 |
1.1197 |
| PP |
1.1134 |
1.1134 |
1.1134 |
1.1143 |
| S1 |
1.1097 |
1.1097 |
1.1134 |
1.1116 |
| S2 |
1.1053 |
1.1053 |
1.1126 |
|
| S3 |
1.0972 |
1.1016 |
1.1119 |
|
| S4 |
1.0891 |
1.0935 |
1.1096 |
|
|
| Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1503 |
1.1433 |
1.1171 |
|
| R3 |
1.1371 |
1.1301 |
1.1135 |
|
| R2 |
1.1239 |
1.1239 |
1.1123 |
|
| R1 |
1.1169 |
1.1169 |
1.1111 |
1.1204 |
| PP |
1.1107 |
1.1107 |
1.1107 |
1.1124 |
| S1 |
1.1037 |
1.1037 |
1.1086 |
1.1072 |
| S2 |
1.0975 |
1.0975 |
1.1074 |
|
| S3 |
1.0843 |
1.0905 |
1.1062 |
|
| S4 |
1.0711 |
1.0773 |
1.1026 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1171 |
1.1024 |
0.0147 |
1.3% |
0.0072 |
0.6% |
80% |
True |
False |
2,360 |
| 10 |
1.1177 |
1.1017 |
0.0160 |
1.4% |
0.0077 |
0.7% |
78% |
False |
False |
1,547 |
| 20 |
1.1177 |
1.0925 |
0.0252 |
2.3% |
0.0074 |
0.7% |
86% |
False |
False |
1,070 |
| 40 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0081 |
0.7% |
93% |
False |
False |
1,340 |
| 60 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0072 |
0.6% |
93% |
False |
False |
954 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0067 |
0.6% |
93% |
False |
False |
741 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0062 |
0.6% |
93% |
False |
False |
606 |
| 120 |
1.1177 |
1.0251 |
0.0926 |
8.3% |
0.0062 |
0.6% |
96% |
False |
False |
518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1515 |
|
2.618 |
1.1383 |
|
1.618 |
1.1302 |
|
1.000 |
1.1252 |
|
0.618 |
1.1221 |
|
HIGH |
1.1171 |
|
0.618 |
1.1140 |
|
0.500 |
1.1131 |
|
0.382 |
1.1121 |
|
LOW |
1.1090 |
|
0.618 |
1.1040 |
|
1.000 |
1.1009 |
|
1.618 |
1.0959 |
|
2.618 |
1.0878 |
|
4.250 |
1.0746 |
|
|
| Fisher Pivots for day following 03-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1138 |
1.1127 |
| PP |
1.1134 |
1.1112 |
| S1 |
1.1131 |
1.1098 |
|