CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 07-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2023 |
07-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0977 |
1.1006 |
0.0030 |
0.3% |
1.0904 |
| High |
1.1025 |
1.1011 |
-0.0014 |
-0.1% |
1.1063 |
| Low |
1.0975 |
1.0969 |
-0.0007 |
-0.1% |
1.0887 |
| Close |
1.1021 |
1.1008 |
-0.0014 |
-0.1% |
1.1008 |
| Range |
0.0050 |
0.0043 |
-0.0008 |
-15.0% |
0.0176 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
337 |
22 |
-315 |
-93.5% |
3,807 |
|
| Daily Pivots for day following 07-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1123 |
1.1108 |
1.1031 |
|
| R3 |
1.1081 |
1.1065 |
1.1019 |
|
| R2 |
1.1038 |
1.1038 |
1.1015 |
|
| R1 |
1.1023 |
1.1023 |
1.1011 |
1.1031 |
| PP |
1.0996 |
1.0996 |
1.0996 |
1.1000 |
| S1 |
1.0980 |
1.0980 |
1.1004 |
1.0988 |
| S2 |
1.0953 |
1.0953 |
1.1000 |
|
| S3 |
1.0911 |
1.0938 |
1.0996 |
|
| S4 |
1.0868 |
1.0895 |
1.0984 |
|
|
| Weekly Pivots for week ending 07-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1514 |
1.1437 |
1.1104 |
|
| R3 |
1.1338 |
1.1261 |
1.1056 |
|
| R2 |
1.1162 |
1.1162 |
1.1040 |
|
| R1 |
1.1085 |
1.1085 |
1.1024 |
1.1123 |
| PP |
1.0986 |
1.0986 |
1.0986 |
1.1005 |
| S1 |
1.0909 |
1.0909 |
1.0991 |
1.0947 |
| S2 |
1.0810 |
1.0810 |
1.0975 |
|
| S3 |
1.0634 |
1.0733 |
1.0959 |
|
| S4 |
1.0458 |
1.0557 |
1.0911 |
|
|
| 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% |
0.0073 |
0.7% |
68% |
False |
False |
761 |
| 10 |
1.1063 |
1.0845 |
0.0218 |
2.0% |
0.0068 |
0.6% |
75% |
False |
False |
547 |
| 20 |
1.1063 |
1.0624 |
0.0440 |
4.0% |
0.0085 |
0.8% |
87% |
False |
False |
1,304 |
| 40 |
1.1063 |
1.0624 |
0.0440 |
4.0% |
0.0071 |
0.6% |
87% |
False |
False |
903 |
| 60 |
1.1135 |
1.0624 |
0.0511 |
4.6% |
0.0066 |
0.6% |
75% |
False |
False |
636 |
| 80 |
1.1135 |
1.0624 |
0.0511 |
4.6% |
0.0059 |
0.5% |
75% |
False |
False |
493 |
| 100 |
1.1135 |
1.0451 |
0.0684 |
6.2% |
0.0057 |
0.5% |
81% |
False |
False |
411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1192 |
|
2.618 |
1.1122 |
|
1.618 |
1.1080 |
|
1.000 |
1.1054 |
|
0.618 |
1.1037 |
|
HIGH |
1.1011 |
|
0.618 |
1.0995 |
|
0.500 |
1.0990 |
|
0.382 |
1.0985 |
|
LOW |
1.0969 |
|
0.618 |
1.0942 |
|
1.000 |
1.0926 |
|
1.618 |
1.0900 |
|
2.618 |
1.0857 |
|
4.250 |
1.0788 |
|
|
| Fisher Pivots for day following 07-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1002 |
1.1011 |
| PP |
1.0996 |
1.1010 |
| S1 |
1.0990 |
1.1009 |
|