CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 05-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2023 |
05-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0999 |
1.1050 |
0.0051 |
0.5% |
1.0872 |
| High |
1.1063 |
1.1054 |
-0.0009 |
-0.1% |
1.1023 |
| Low |
1.0982 |
1.0986 |
0.0004 |
0.0% |
1.0845 |
| Close |
1.1045 |
1.0998 |
-0.0047 |
-0.4% |
1.0951 |
| Range |
0.0081 |
0.0068 |
-0.0013 |
-16.0% |
0.0178 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
1,359 |
701 |
-658 |
-48.4% |
1,666 |
|
| Daily Pivots for day following 05-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1217 |
1.1175 |
1.1035 |
|
| R3 |
1.1149 |
1.1107 |
1.1017 |
|
| R2 |
1.1081 |
1.1081 |
1.1010 |
|
| R1 |
1.1039 |
1.1039 |
1.1004 |
1.1026 |
| PP |
1.1013 |
1.1013 |
1.1013 |
1.1006 |
| S1 |
1.0971 |
1.0971 |
1.0992 |
1.0958 |
| S2 |
1.0945 |
1.0945 |
1.0986 |
|
| S3 |
1.0877 |
1.0903 |
1.0979 |
|
| S4 |
1.0809 |
1.0835 |
1.0961 |
|
|
| Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1474 |
1.1390 |
1.1048 |
|
| R3 |
1.1296 |
1.1212 |
1.0999 |
|
| R2 |
1.1118 |
1.1118 |
1.0983 |
|
| R1 |
1.1034 |
1.1034 |
1.0967 |
1.1076 |
| PP |
1.0940 |
1.0940 |
1.0940 |
1.0960 |
| S1 |
1.0856 |
1.0856 |
1.0934 |
1.0898 |
| S2 |
1.0762 |
1.0762 |
1.0918 |
|
| S3 |
1.0584 |
1.0678 |
1.0902 |
|
| S4 |
1.0406 |
1.0500 |
1.0853 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1063 |
1.0887 |
0.0176 |
1.6% |
0.0091 |
0.8% |
63% |
False |
False |
798 |
| 10 |
1.1063 |
1.0810 |
0.0253 |
2.3% |
0.0080 |
0.7% |
74% |
False |
False |
880 |
| 20 |
1.1063 |
1.0624 |
0.0440 |
4.0% |
0.0088 |
0.8% |
85% |
False |
False |
1,609 |
| 40 |
1.1063 |
1.0624 |
0.0440 |
4.0% |
0.0071 |
0.6% |
85% |
False |
False |
896 |
| 60 |
1.1135 |
1.0624 |
0.0511 |
4.6% |
0.0064 |
0.6% |
73% |
False |
False |
631 |
| 80 |
1.1135 |
1.0624 |
0.0511 |
4.6% |
0.0059 |
0.5% |
73% |
False |
False |
489 |
| 100 |
1.1135 |
1.0251 |
0.0884 |
8.0% |
0.0059 |
0.5% |
85% |
False |
False |
408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1343 |
|
2.618 |
1.1232 |
|
1.618 |
1.1164 |
|
1.000 |
1.1122 |
|
0.618 |
1.1096 |
|
HIGH |
1.1054 |
|
0.618 |
1.1028 |
|
0.500 |
1.1020 |
|
0.382 |
1.1012 |
|
LOW |
1.0986 |
|
0.618 |
1.0944 |
|
1.000 |
1.0918 |
|
1.618 |
1.0876 |
|
2.618 |
1.0808 |
|
4.250 |
1.0697 |
|
|
| Fisher Pivots for day following 05-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1020 |
1.0990 |
| PP |
1.1013 |
1.0983 |
| S1 |
1.1005 |
1.0975 |
|