CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 28-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2023 |
28-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1148 |
1.1129 |
-0.0019 |
-0.2% |
1.1113 |
| High |
1.1148 |
1.1165 |
0.0018 |
0.2% |
1.1206 |
| Low |
1.1135 |
1.1082 |
-0.0053 |
-0.5% |
1.1082 |
| Close |
1.1147 |
1.1140 |
-0.0007 |
-0.1% |
1.1140 |
| Range |
0.0013 |
0.0083 |
0.0071 |
564.0% |
0.0124 |
| ATR |
0.0065 |
0.0066 |
0.0001 |
2.0% |
0.0000 |
| Volume |
54 |
292 |
238 |
440.7% |
513 |
|
| Daily Pivots for day following 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1378 |
1.1342 |
1.1186 |
|
| R3 |
1.1295 |
1.1259 |
1.1163 |
|
| R2 |
1.1212 |
1.1212 |
1.1155 |
|
| R1 |
1.1176 |
1.1176 |
1.1148 |
1.1194 |
| PP |
1.1129 |
1.1129 |
1.1129 |
1.1138 |
| S1 |
1.1093 |
1.1093 |
1.1132 |
1.1111 |
| S2 |
1.1046 |
1.1046 |
1.1125 |
|
| S3 |
1.0963 |
1.1010 |
1.1117 |
|
| S4 |
1.0880 |
1.0927 |
1.1094 |
|
|
| Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1513 |
1.1450 |
1.1208 |
|
| R3 |
1.1390 |
1.1327 |
1.1174 |
|
| R2 |
1.1266 |
1.1266 |
1.1163 |
|
| R1 |
1.1203 |
1.1203 |
1.1151 |
1.1235 |
| PP |
1.1143 |
1.1143 |
1.1143 |
1.1158 |
| S1 |
1.1080 |
1.1080 |
1.1129 |
1.1111 |
| S2 |
1.1019 |
1.1019 |
1.1117 |
|
| S3 |
1.0896 |
1.0956 |
1.1106 |
|
| S4 |
1.0772 |
1.0833 |
1.1072 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1206 |
1.1082 |
0.0124 |
1.1% |
0.0065 |
0.6% |
47% |
False |
True |
102 |
| 10 |
1.1206 |
1.1040 |
0.0166 |
1.5% |
0.0056 |
0.5% |
60% |
False |
False |
74 |
| 20 |
1.1206 |
1.0925 |
0.0281 |
2.5% |
0.0054 |
0.5% |
77% |
False |
False |
70 |
| 40 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0056 |
0.5% |
88% |
False |
False |
74 |
| 60 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0053 |
0.5% |
88% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1518 |
|
2.618 |
1.1382 |
|
1.618 |
1.1299 |
|
1.000 |
1.1248 |
|
0.618 |
1.1216 |
|
HIGH |
1.1165 |
|
0.618 |
1.1133 |
|
0.500 |
1.1124 |
|
0.382 |
1.1114 |
|
LOW |
1.1082 |
|
0.618 |
1.1031 |
|
1.000 |
1.0999 |
|
1.618 |
1.0948 |
|
2.618 |
1.0865 |
|
4.250 |
1.0729 |
|
|
| Fisher Pivots for day following 28-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1135 |
1.1144 |
| PP |
1.1129 |
1.1143 |
| S1 |
1.1124 |
1.1141 |
|