CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 04-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2023 |
04-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1090 |
1.1133 |
0.0043 |
0.4% |
1.1076 |
| High |
1.1171 |
1.1166 |
-0.0006 |
0.0% |
1.1177 |
| Low |
1.1090 |
1.1070 |
-0.0020 |
-0.2% |
1.1045 |
| Close |
1.1141 |
1.1095 |
-0.0047 |
-0.4% |
1.1099 |
| Range |
0.0081 |
0.0096 |
0.0015 |
17.9% |
0.0132 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
1.5% |
0.0000 |
| Volume |
2,649 |
2,207 |
-442 |
-16.7% |
10,221 |
|
| Daily Pivots for day following 04-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1397 |
1.1341 |
1.1147 |
|
| R3 |
1.1301 |
1.1246 |
1.1121 |
|
| R2 |
1.1206 |
1.1206 |
1.1112 |
|
| R1 |
1.1150 |
1.1150 |
1.1103 |
1.1130 |
| PP |
1.1110 |
1.1110 |
1.1110 |
1.1100 |
| S1 |
1.1055 |
1.1055 |
1.1086 |
1.1035 |
| S2 |
1.1015 |
1.1015 |
1.1077 |
|
| S3 |
1.0919 |
1.0959 |
1.1068 |
|
| S4 |
1.0824 |
1.0864 |
1.1042 |
|
|
| 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% |
0.0078 |
0.7% |
48% |
False |
False |
1,570 |
| 10 |
1.1177 |
1.1021 |
0.0157 |
1.4% |
0.0082 |
0.7% |
47% |
False |
False |
1,757 |
| 20 |
1.1177 |
1.0925 |
0.0252 |
2.3% |
0.0076 |
0.7% |
67% |
False |
False |
1,164 |
| 40 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0082 |
0.7% |
85% |
False |
False |
1,255 |
| 60 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0073 |
0.7% |
85% |
False |
False |
990 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0068 |
0.6% |
85% |
False |
False |
768 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0062 |
0.6% |
85% |
False |
False |
627 |
| 120 |
1.1177 |
1.0395 |
0.0782 |
7.0% |
0.0061 |
0.5% |
89% |
False |
False |
537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1571 |
|
2.618 |
1.1416 |
|
1.618 |
1.1320 |
|
1.000 |
1.1261 |
|
0.618 |
1.1225 |
|
HIGH |
1.1166 |
|
0.618 |
1.1129 |
|
0.500 |
1.1118 |
|
0.382 |
1.1106 |
|
LOW |
1.1070 |
|
0.618 |
1.1011 |
|
1.000 |
1.0975 |
|
1.618 |
1.0915 |
|
2.618 |
1.0820 |
|
4.250 |
1.0664 |
|
|
| Fisher Pivots for day following 04-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1118 |
1.1098 |
| PP |
1.1110 |
1.1097 |
| S1 |
1.1102 |
1.1096 |
|