CME Euro FX (E) Future December 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 |
1.1112 |
1.1144 |
0.0032 |
0.3% |
1.1113 |
| High |
1.1119 |
1.1181 |
0.0062 |
0.6% |
1.1206 |
| Low |
1.1065 |
1.1140 |
0.0075 |
0.7% |
1.1082 |
| Close |
1.1119 |
1.1181 |
0.0062 |
0.6% |
1.1140 |
| Range |
0.0054 |
0.0041 |
-0.0013 |
-24.1% |
0.0124 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
159 |
47 |
-112 |
-70.4% |
513 |
|
| Daily Pivots for day following 03-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1290 |
1.1277 |
1.1204 |
|
| R3 |
1.1249 |
1.1236 |
1.1192 |
|
| R2 |
1.1208 |
1.1208 |
1.1189 |
|
| R1 |
1.1195 |
1.1195 |
1.1185 |
1.1202 |
| PP |
1.1167 |
1.1167 |
1.1167 |
1.1171 |
| S1 |
1.1154 |
1.1154 |
1.1177 |
1.1161 |
| S2 |
1.1126 |
1.1126 |
1.1173 |
|
| S3 |
1.1085 |
1.1113 |
1.1170 |
|
| S4 |
1.1044 |
1.1072 |
1.1158 |
|
|
| 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 |
1.1181 |
1.1065 |
0.0116 |
1.0% |
0.0038 |
0.3% |
100% |
True |
False |
150 |
| 10 |
1.1206 |
1.1058 |
0.0148 |
1.3% |
0.0050 |
0.4% |
83% |
False |
False |
106 |
| 20 |
1.1206 |
1.0985 |
0.0221 |
2.0% |
0.0047 |
0.4% |
89% |
False |
False |
84 |
| 40 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0055 |
0.5% |
96% |
False |
False |
73 |
| 60 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0050 |
0.4% |
96% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1355 |
|
2.618 |
1.1288 |
|
1.618 |
1.1247 |
|
1.000 |
1.1222 |
|
0.618 |
1.1206 |
|
HIGH |
1.1181 |
|
0.618 |
1.1165 |
|
0.500 |
1.1161 |
|
0.382 |
1.1156 |
|
LOW |
1.1140 |
|
0.618 |
1.1115 |
|
1.000 |
1.1099 |
|
1.618 |
1.1074 |
|
2.618 |
1.1033 |
|
4.250 |
1.0966 |
|
|
| Fisher Pivots for day following 03-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1174 |
1.1162 |
| PP |
1.1167 |
1.1142 |
| S1 |
1.1161 |
1.1123 |
|