CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 10-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2023 |
10-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1006 |
1.1001 |
-0.0006 |
0.0% |
1.0904 |
| High |
1.1011 |
1.1004 |
-0.0007 |
-0.1% |
1.1063 |
| Low |
1.0969 |
1.0925 |
-0.0044 |
-0.4% |
1.0887 |
| Close |
1.1008 |
1.0953 |
-0.0055 |
-0.5% |
1.1008 |
| Range |
0.0043 |
0.0079 |
0.0037 |
85.9% |
0.0176 |
| ATR |
0.0078 |
0.0079 |
0.0000 |
0.4% |
0.0000 |
| Volume |
22 |
237 |
215 |
977.3% |
3,807 |
|
| Daily Pivots for day following 10-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1198 |
1.1154 |
1.0996 |
|
| R3 |
1.1119 |
1.1075 |
1.0974 |
|
| R2 |
1.1040 |
1.1040 |
1.0967 |
|
| R1 |
1.0996 |
1.0996 |
1.0960 |
1.0978 |
| PP |
1.0961 |
1.0961 |
1.0961 |
1.0952 |
| S1 |
1.0917 |
1.0917 |
1.0945 |
1.0899 |
| S2 |
1.0882 |
1.0882 |
1.0938 |
|
| S3 |
1.0803 |
1.0838 |
1.0931 |
|
| S4 |
1.0724 |
1.0759 |
1.0909 |
|
|
| 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 |
1.0925 |
0.0138 |
1.3% |
0.0064 |
0.6% |
20% |
False |
True |
531 |
| 10 |
1.1063 |
1.0887 |
0.0176 |
1.6% |
0.0071 |
0.6% |
37% |
False |
False |
512 |
| 20 |
1.1063 |
1.0624 |
0.0440 |
4.0% |
0.0084 |
0.8% |
75% |
False |
False |
1,213 |
| 40 |
1.1063 |
1.0624 |
0.0440 |
4.0% |
0.0071 |
0.6% |
75% |
False |
False |
908 |
| 60 |
1.1135 |
1.0624 |
0.0511 |
4.7% |
0.0065 |
0.6% |
64% |
False |
False |
637 |
| 80 |
1.1135 |
1.0624 |
0.0511 |
4.7% |
0.0059 |
0.5% |
64% |
False |
False |
495 |
| 100 |
1.1135 |
1.0451 |
0.0684 |
6.2% |
0.0057 |
0.5% |
73% |
False |
False |
413 |
| 120 |
1.1135 |
0.9946 |
0.1189 |
10.9% |
0.0057 |
0.5% |
85% |
False |
False |
349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1340 |
|
2.618 |
1.1211 |
|
1.618 |
1.1132 |
|
1.000 |
1.1083 |
|
0.618 |
1.1053 |
|
HIGH |
1.1004 |
|
0.618 |
1.0974 |
|
0.500 |
1.0965 |
|
0.382 |
1.0955 |
|
LOW |
1.0925 |
|
0.618 |
1.0876 |
|
1.000 |
1.0846 |
|
1.618 |
1.0797 |
|
2.618 |
1.0718 |
|
4.250 |
1.0589 |
|
|
| Fisher Pivots for day following 10-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0965 |
1.0975 |
| PP |
1.0961 |
1.0968 |
| S1 |
1.0957 |
1.0960 |
|