CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 20-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2023 |
20-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1066 |
1.1036 |
-0.0031 |
-0.3% |
1.1001 |
| High |
1.1067 |
1.1070 |
0.0003 |
0.0% |
1.1159 |
| Low |
1.1001 |
1.1017 |
0.0016 |
0.1% |
1.0925 |
| Close |
1.1038 |
1.1049 |
0.0011 |
0.1% |
1.1084 |
| Range |
0.0066 |
0.0053 |
-0.0013 |
-19.7% |
0.0234 |
| ATR |
0.0078 |
0.0077 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
462 |
115 |
-347 |
-75.1% |
3,529 |
|
| Daily Pivots for day following 20-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1204 |
1.1179 |
1.1078 |
|
| R3 |
1.1151 |
1.1126 |
1.1063 |
|
| R2 |
1.1098 |
1.1098 |
1.1058 |
|
| R1 |
1.1073 |
1.1073 |
1.1053 |
1.1086 |
| PP |
1.1045 |
1.1045 |
1.1045 |
1.1051 |
| S1 |
1.1020 |
1.1020 |
1.1044 |
1.1033 |
| S2 |
1.0992 |
1.0992 |
1.1039 |
|
| S3 |
1.0939 |
1.0967 |
1.1034 |
|
| S4 |
1.0886 |
1.0914 |
1.1019 |
|
|
| 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% |
0.0073 |
0.7% |
32% |
False |
False |
696 |
| 10 |
1.1159 |
1.0925 |
0.0234 |
2.1% |
0.0071 |
0.6% |
53% |
False |
False |
571 |
| 20 |
1.1159 |
1.0810 |
0.0349 |
3.2% |
0.0073 |
0.7% |
68% |
False |
False |
661 |
| 40 |
1.1159 |
1.0624 |
0.0535 |
4.8% |
0.0077 |
0.7% |
79% |
False |
False |
1,039 |
| 60 |
1.1159 |
1.0624 |
0.0535 |
4.8% |
0.0070 |
0.6% |
79% |
False |
False |
704 |
| 80 |
1.1159 |
1.0624 |
0.0535 |
4.8% |
0.0063 |
0.6% |
79% |
False |
False |
550 |
| 100 |
1.1159 |
1.0540 |
0.0619 |
5.6% |
0.0059 |
0.5% |
82% |
False |
False |
464 |
| 120 |
1.1159 |
0.9982 |
0.1177 |
10.7% |
0.0059 |
0.5% |
91% |
False |
False |
393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1295 |
|
2.618 |
1.1209 |
|
1.618 |
1.1156 |
|
1.000 |
1.1123 |
|
0.618 |
1.1103 |
|
HIGH |
1.1070 |
|
0.618 |
1.1050 |
|
0.500 |
1.1044 |
|
0.382 |
1.1037 |
|
LOW |
1.1017 |
|
0.618 |
1.0984 |
|
1.000 |
1.0964 |
|
1.618 |
1.0931 |
|
2.618 |
1.0878 |
|
4.250 |
1.0792 |
|
|
| Fisher Pivots for day following 20-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1047 |
1.1044 |
| PP |
1.1045 |
1.1040 |
| S1 |
1.1044 |
1.1036 |
|