CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 12-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2023 |
12-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0965 |
1.1007 |
0.0042 |
0.4% |
1.0904 |
| High |
1.1016 |
1.1088 |
0.0073 |
0.7% |
1.1063 |
| Low |
1.0965 |
1.1005 |
0.0041 |
0.4% |
1.0887 |
| Close |
1.0997 |
1.1082 |
0.0085 |
0.8% |
1.1008 |
| Range |
0.0051 |
0.0083 |
0.0032 |
62.7% |
0.0176 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
1.2% |
0.0000 |
| Volume |
660 |
715 |
55 |
8.3% |
3,807 |
|
| Daily Pivots for day following 12-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1307 |
1.1278 |
1.1128 |
|
| R3 |
1.1224 |
1.1195 |
1.1105 |
|
| R2 |
1.1141 |
1.1141 |
1.1097 |
|
| R1 |
1.1112 |
1.1112 |
1.1090 |
1.1127 |
| PP |
1.1058 |
1.1058 |
1.1058 |
1.1066 |
| S1 |
1.1029 |
1.1029 |
1.1074 |
1.1044 |
| S2 |
1.0975 |
1.0975 |
1.1067 |
|
| S3 |
1.0892 |
1.0946 |
1.1059 |
|
| S4 |
1.0809 |
1.0863 |
1.1036 |
|
|
| 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 |
1.1088 |
1.0925 |
0.0163 |
1.5% |
0.0061 |
0.6% |
96% |
True |
False |
394 |
| 10 |
1.1088 |
1.0887 |
0.0201 |
1.8% |
0.0076 |
0.7% |
97% |
True |
False |
596 |
| 20 |
1.1088 |
1.0678 |
0.0411 |
3.7% |
0.0076 |
0.7% |
99% |
True |
False |
1,041 |
| 40 |
1.1088 |
1.0624 |
0.0465 |
4.2% |
0.0073 |
0.7% |
99% |
True |
False |
942 |
| 60 |
1.1135 |
1.0624 |
0.0511 |
4.6% |
0.0066 |
0.6% |
90% |
False |
False |
639 |
| 80 |
1.1135 |
1.0624 |
0.0511 |
4.6% |
0.0058 |
0.5% |
90% |
False |
False |
511 |
| 100 |
1.1135 |
1.0451 |
0.0684 |
6.2% |
0.0058 |
0.5% |
92% |
False |
False |
426 |
| 120 |
1.1135 |
0.9946 |
0.1189 |
10.7% |
0.0058 |
0.5% |
96% |
False |
False |
361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1441 |
|
2.618 |
1.1305 |
|
1.618 |
1.1222 |
|
1.000 |
1.1171 |
|
0.618 |
1.1139 |
|
HIGH |
1.1088 |
|
0.618 |
1.1056 |
|
0.500 |
1.1047 |
|
0.382 |
1.1037 |
|
LOW |
1.1005 |
|
0.618 |
1.0954 |
|
1.000 |
1.0922 |
|
1.618 |
1.0871 |
|
2.618 |
1.0788 |
|
4.250 |
1.0652 |
|
|
| Fisher Pivots for day following 12-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1070 |
1.1057 |
| PP |
1.1058 |
1.1032 |
| S1 |
1.1047 |
1.1007 |
|