CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 18-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2023 |
18-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1074 |
1.1010 |
-0.0064 |
-0.6% |
1.1001 |
| High |
1.1085 |
1.1068 |
-0.0017 |
-0.1% |
1.1159 |
| Low |
1.0998 |
1.1008 |
0.0011 |
0.1% |
1.0925 |
| Close |
1.1013 |
1.1057 |
0.0044 |
0.4% |
1.1084 |
| Range |
0.0087 |
0.0060 |
-0.0027 |
-31.0% |
0.0234 |
| ATR |
0.0081 |
0.0079 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
659 |
929 |
270 |
41.0% |
3,529 |
|
| Daily Pivots for day following 18-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1224 |
1.1201 |
1.1090 |
|
| R3 |
1.1164 |
1.1141 |
1.1074 |
|
| R2 |
1.1104 |
1.1104 |
1.1068 |
|
| R1 |
1.1081 |
1.1081 |
1.1063 |
1.1093 |
| PP |
1.1044 |
1.1044 |
1.1044 |
1.1050 |
| S1 |
1.1021 |
1.1021 |
1.1052 |
1.1033 |
| S2 |
1.0984 |
1.0984 |
1.1046 |
|
| S3 |
1.0924 |
1.0961 |
1.1041 |
|
| S4 |
1.0864 |
1.0901 |
1.1024 |
|
|
| 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 |
1.0998 |
0.0161 |
1.5% |
0.0083 |
0.7% |
37% |
False |
False |
844 |
| 10 |
1.1159 |
1.0925 |
0.0234 |
2.1% |
0.0070 |
0.6% |
57% |
False |
False |
617 |
| 20 |
1.1159 |
1.0810 |
0.0349 |
3.2% |
0.0078 |
0.7% |
71% |
False |
False |
809 |
| 40 |
1.1159 |
1.0624 |
0.0535 |
4.8% |
0.0076 |
0.7% |
81% |
False |
False |
1,025 |
| 60 |
1.1159 |
1.0624 |
0.0535 |
4.8% |
0.0069 |
0.6% |
81% |
False |
False |
697 |
| 80 |
1.1159 |
1.0624 |
0.0535 |
4.8% |
0.0061 |
0.6% |
81% |
False |
False |
555 |
| 100 |
1.1159 |
1.0540 |
0.0619 |
5.6% |
0.0060 |
0.5% |
84% |
False |
False |
459 |
| 120 |
1.1159 |
0.9982 |
0.1177 |
10.6% |
0.0058 |
0.5% |
91% |
False |
False |
388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1323 |
|
2.618 |
1.1225 |
|
1.618 |
1.1165 |
|
1.000 |
1.1128 |
|
0.618 |
1.1105 |
|
HIGH |
1.1068 |
|
0.618 |
1.1045 |
|
0.500 |
1.1038 |
|
0.382 |
1.1031 |
|
LOW |
1.1008 |
|
0.618 |
1.0971 |
|
1.000 |
1.0948 |
|
1.618 |
1.0911 |
|
2.618 |
1.0851 |
|
4.250 |
1.0753 |
|
|
| Fisher Pivots for day following 18-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1051 |
1.1078 |
| PP |
1.1044 |
1.1071 |
| S1 |
1.1038 |
1.1064 |
|