CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 13-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2023 |
13-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1007 |
1.1078 |
0.0071 |
0.6% |
1.0904 |
| High |
1.1088 |
1.1152 |
0.0064 |
0.6% |
1.1063 |
| Low |
1.1005 |
1.1068 |
0.0063 |
0.6% |
1.0887 |
| Close |
1.1082 |
1.1133 |
0.0051 |
0.5% |
1.1008 |
| Range |
0.0083 |
0.0084 |
0.0001 |
1.2% |
0.0176 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
0.5% |
0.0000 |
| Volume |
715 |
600 |
-115 |
-16.1% |
3,807 |
|
| Daily Pivots for day following 13-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1369 |
1.1335 |
1.1179 |
|
| R3 |
1.1285 |
1.1251 |
1.1156 |
|
| R2 |
1.1201 |
1.1201 |
1.1148 |
|
| R1 |
1.1167 |
1.1167 |
1.1140 |
1.1184 |
| PP |
1.1117 |
1.1117 |
1.1117 |
1.1126 |
| S1 |
1.1083 |
1.1083 |
1.1125 |
1.1100 |
| S2 |
1.1033 |
1.1033 |
1.1117 |
|
| S3 |
1.0949 |
1.0999 |
1.1109 |
|
| S4 |
1.0865 |
1.0915 |
1.1086 |
|
|
| 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 |
1.1152 |
1.0925 |
0.0227 |
2.0% |
0.0068 |
0.6% |
92% |
True |
False |
446 |
| 10 |
1.1152 |
1.0887 |
0.0265 |
2.4% |
0.0075 |
0.7% |
93% |
True |
False |
638 |
| 20 |
1.1152 |
1.0719 |
0.0433 |
3.9% |
0.0078 |
0.7% |
96% |
True |
False |
923 |
| 40 |
1.1152 |
1.0624 |
0.0528 |
4.7% |
0.0074 |
0.7% |
96% |
True |
False |
956 |
| 60 |
1.1152 |
1.0624 |
0.0528 |
4.7% |
0.0066 |
0.6% |
96% |
True |
False |
649 |
| 80 |
1.1152 |
1.0624 |
0.0528 |
4.7% |
0.0058 |
0.5% |
96% |
True |
False |
519 |
| 100 |
1.1152 |
1.0451 |
0.0701 |
6.3% |
0.0058 |
0.5% |
97% |
True |
False |
431 |
| 120 |
1.1152 |
0.9946 |
0.1206 |
10.8% |
0.0058 |
0.5% |
98% |
True |
False |
364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1509 |
|
2.618 |
1.1371 |
|
1.618 |
1.1287 |
|
1.000 |
1.1236 |
|
0.618 |
1.1203 |
|
HIGH |
1.1152 |
|
0.618 |
1.1119 |
|
0.500 |
1.1110 |
|
0.382 |
1.1100 |
|
LOW |
1.1068 |
|
0.618 |
1.1016 |
|
1.000 |
1.0984 |
|
1.618 |
1.0932 |
|
2.618 |
1.0848 |
|
4.250 |
1.0711 |
|
|
| Fisher Pivots for day following 13-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1125 |
1.1108 |
| PP |
1.1117 |
1.1083 |
| S1 |
1.1110 |
1.1058 |
|