CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 17-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2023 |
17-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1133 |
1.1074 |
-0.0059 |
-0.5% |
1.1001 |
| High |
1.1159 |
1.1085 |
-0.0074 |
-0.7% |
1.1159 |
| Low |
1.1059 |
1.0998 |
-0.0061 |
-0.6% |
1.0925 |
| Close |
1.1084 |
1.1013 |
-0.0071 |
-0.6% |
1.1084 |
| Range |
0.0100 |
0.0087 |
-0.0013 |
-13.0% |
0.0234 |
| ATR |
0.0080 |
0.0081 |
0.0000 |
0.6% |
0.0000 |
| Volume |
1,317 |
659 |
-658 |
-50.0% |
3,529 |
|
| Daily Pivots for day following 17-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1293 |
1.1240 |
1.1061 |
|
| R3 |
1.1206 |
1.1153 |
1.1037 |
|
| R2 |
1.1119 |
1.1119 |
1.1029 |
|
| R1 |
1.1066 |
1.1066 |
1.1021 |
1.1049 |
| PP |
1.1032 |
1.1032 |
1.1032 |
1.1023 |
| S1 |
1.0979 |
1.0979 |
1.1005 |
1.0962 |
| S2 |
1.0945 |
1.0945 |
1.0997 |
|
| S3 |
1.0858 |
1.0892 |
1.0989 |
|
| S4 |
1.0771 |
1.0805 |
1.0965 |
|
|
| Weekly Pivots for week ending 14-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1756 |
1.1654 |
1.1212 |
|
| R3 |
1.1523 |
1.1420 |
1.1148 |
|
| R2 |
1.1289 |
1.1289 |
1.1127 |
|
| R1 |
1.1187 |
1.1187 |
1.1105 |
1.1238 |
| PP |
1.1056 |
1.1056 |
1.1056 |
1.1082 |
| S1 |
1.0953 |
1.0953 |
1.1063 |
1.1005 |
| S2 |
1.0822 |
1.0822 |
1.1041 |
|
| S3 |
1.0589 |
1.0720 |
1.1020 |
|
| S4 |
1.0355 |
1.0486 |
1.0956 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1159 |
1.0965 |
0.0194 |
1.8% |
0.0081 |
0.7% |
25% |
False |
False |
790 |
| 10 |
1.1159 |
1.0925 |
0.0234 |
2.1% |
0.0073 |
0.7% |
38% |
False |
False |
660 |
| 20 |
1.1159 |
1.0810 |
0.0349 |
3.2% |
0.0079 |
0.7% |
58% |
False |
False |
797 |
| 40 |
1.1159 |
1.0624 |
0.0535 |
4.9% |
0.0076 |
0.7% |
73% |
False |
False |
1,004 |
| 60 |
1.1159 |
1.0624 |
0.0535 |
4.9% |
0.0068 |
0.6% |
73% |
False |
False |
682 |
| 80 |
1.1159 |
1.0624 |
0.0535 |
4.9% |
0.0061 |
0.6% |
73% |
False |
False |
543 |
| 100 |
1.1159 |
1.0519 |
0.0640 |
5.8% |
0.0059 |
0.5% |
77% |
False |
False |
450 |
| 120 |
1.1159 |
0.9982 |
0.1177 |
10.7% |
0.0058 |
0.5% |
88% |
False |
False |
381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1454 |
|
2.618 |
1.1312 |
|
1.618 |
1.1225 |
|
1.000 |
1.1172 |
|
0.618 |
1.1138 |
|
HIGH |
1.1085 |
|
0.618 |
1.1051 |
|
0.500 |
1.1041 |
|
0.382 |
1.1031 |
|
LOW |
1.0998 |
|
0.618 |
1.0944 |
|
1.000 |
1.0911 |
|
1.618 |
1.0857 |
|
2.618 |
1.0770 |
|
4.250 |
1.0628 |
|
|
| Fisher Pivots for day following 17-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1041 |
1.1078 |
| PP |
1.1032 |
1.1056 |
| S1 |
1.1022 |
1.1035 |
|