CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 11-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2023 |
11-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1001 |
1.0965 |
-0.0036 |
-0.3% |
1.0904 |
| High |
1.1004 |
1.1016 |
0.0012 |
0.1% |
1.1063 |
| Low |
1.0925 |
1.0965 |
0.0040 |
0.4% |
1.0887 |
| Close |
1.0953 |
1.0997 |
0.0045 |
0.4% |
1.1008 |
| Range |
0.0079 |
0.0051 |
-0.0028 |
-35.4% |
0.0176 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
237 |
660 |
423 |
178.5% |
3,807 |
|
| Daily Pivots for day following 11-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1145 |
1.1122 |
1.1025 |
|
| R3 |
1.1094 |
1.1071 |
1.1011 |
|
| R2 |
1.1043 |
1.1043 |
1.1006 |
|
| R1 |
1.1020 |
1.1020 |
1.1002 |
1.1032 |
| PP |
1.0992 |
1.0992 |
1.0992 |
1.0998 |
| S1 |
1.0969 |
1.0969 |
1.0992 |
1.0981 |
| S2 |
1.0941 |
1.0941 |
1.0988 |
|
| S3 |
1.0890 |
1.0918 |
1.0983 |
|
| S4 |
1.0839 |
1.0867 |
1.0969 |
|
|
| 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 |
1.1054 |
1.0925 |
0.0129 |
1.2% |
0.0058 |
0.5% |
56% |
False |
False |
391 |
| 10 |
1.1063 |
1.0887 |
0.0176 |
1.6% |
0.0072 |
0.7% |
63% |
False |
False |
550 |
| 20 |
1.1063 |
1.0624 |
0.0440 |
4.0% |
0.0084 |
0.8% |
85% |
False |
False |
1,147 |
| 40 |
1.1063 |
1.0624 |
0.0440 |
4.0% |
0.0072 |
0.7% |
85% |
False |
False |
924 |
| 60 |
1.1135 |
1.0624 |
0.0511 |
4.6% |
0.0065 |
0.6% |
73% |
False |
False |
629 |
| 80 |
1.1135 |
1.0624 |
0.0511 |
4.6% |
0.0059 |
0.5% |
73% |
False |
False |
503 |
| 100 |
1.1135 |
1.0451 |
0.0684 |
6.2% |
0.0057 |
0.5% |
80% |
False |
False |
419 |
| 120 |
1.1135 |
0.9946 |
0.1189 |
10.8% |
0.0057 |
0.5% |
88% |
False |
False |
355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1232 |
|
2.618 |
1.1149 |
|
1.618 |
1.1098 |
|
1.000 |
1.1067 |
|
0.618 |
1.1047 |
|
HIGH |
1.1016 |
|
0.618 |
1.0996 |
|
0.500 |
1.0990 |
|
0.382 |
1.0984 |
|
LOW |
1.0965 |
|
0.618 |
1.0933 |
|
1.000 |
1.0914 |
|
1.618 |
1.0882 |
|
2.618 |
1.0831 |
|
4.250 |
1.0748 |
|
|
| Fisher Pivots for day following 11-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0995 |
1.0988 |
| PP |
1.0992 |
1.0979 |
| S1 |
1.0990 |
1.0970 |
|