CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 19-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2023 |
19-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1010 |
1.1066 |
0.0057 |
0.5% |
1.1001 |
| High |
1.1068 |
1.1067 |
-0.0001 |
0.0% |
1.1159 |
| Low |
1.1008 |
1.1001 |
-0.0007 |
-0.1% |
1.0925 |
| Close |
1.1057 |
1.1038 |
-0.0020 |
-0.2% |
1.1084 |
| Range |
0.0060 |
0.0066 |
0.0006 |
10.0% |
0.0234 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
929 |
462 |
-467 |
-50.3% |
3,529 |
|
| Daily Pivots for day following 19-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1233 |
1.1201 |
1.1074 |
|
| R3 |
1.1167 |
1.1135 |
1.1056 |
|
| R2 |
1.1101 |
1.1101 |
1.1050 |
|
| R1 |
1.1069 |
1.1069 |
1.1044 |
1.1052 |
| PP |
1.1035 |
1.1035 |
1.1035 |
1.1027 |
| S1 |
1.1003 |
1.1003 |
1.1031 |
1.0986 |
| S2 |
1.0969 |
1.0969 |
1.1025 |
|
| S3 |
1.0903 |
1.0937 |
1.1019 |
|
| S4 |
1.0837 |
1.0871 |
1.1001 |
|
|
| 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% |
0.0079 |
0.7% |
25% |
False |
False |
793 |
| 10 |
1.1159 |
1.0925 |
0.0234 |
2.1% |
0.0070 |
0.6% |
48% |
False |
False |
593 |
| 20 |
1.1159 |
1.0810 |
0.0349 |
3.2% |
0.0075 |
0.7% |
65% |
False |
False |
737 |
| 40 |
1.1159 |
1.0624 |
0.0535 |
4.8% |
0.0077 |
0.7% |
77% |
False |
False |
1,036 |
| 60 |
1.1159 |
1.0624 |
0.0535 |
4.8% |
0.0070 |
0.6% |
77% |
False |
False |
705 |
| 80 |
1.1159 |
1.0624 |
0.0535 |
4.8% |
0.0062 |
0.6% |
77% |
False |
False |
548 |
| 100 |
1.1159 |
1.0540 |
0.0619 |
5.6% |
0.0060 |
0.5% |
80% |
False |
False |
463 |
| 120 |
1.1159 |
0.9982 |
0.1177 |
10.7% |
0.0058 |
0.5% |
90% |
False |
False |
392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1348 |
|
2.618 |
1.1240 |
|
1.618 |
1.1174 |
|
1.000 |
1.1133 |
|
0.618 |
1.1108 |
|
HIGH |
1.1067 |
|
0.618 |
1.1042 |
|
0.500 |
1.1034 |
|
0.382 |
1.1026 |
|
LOW |
1.1001 |
|
0.618 |
1.0960 |
|
1.000 |
1.0935 |
|
1.618 |
1.0894 |
|
2.618 |
1.0828 |
|
4.250 |
1.0721 |
|
|
| Fisher Pivots for day following 19-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1036 |
1.1041 |
| PP |
1.1035 |
1.1040 |
| S1 |
1.1034 |
1.1039 |
|