CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 21-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2023 |
21-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1036 |
1.1050 |
0.0014 |
0.1% |
1.1074 |
| High |
1.1070 |
1.1076 |
0.0006 |
0.1% |
1.1085 |
| Low |
1.1017 |
1.1021 |
0.0004 |
0.0% |
1.0998 |
| Close |
1.1049 |
1.1060 |
0.0012 |
0.1% |
1.1060 |
| Range |
0.0053 |
0.0056 |
0.0003 |
4.7% |
0.0087 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
115 |
368 |
253 |
220.0% |
2,533 |
|
| Daily Pivots for day following 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1219 |
1.1195 |
1.1091 |
|
| R3 |
1.1163 |
1.1139 |
1.1075 |
|
| R2 |
1.1108 |
1.1108 |
1.1070 |
|
| R1 |
1.1084 |
1.1084 |
1.1065 |
1.1096 |
| PP |
1.1052 |
1.1052 |
1.1052 |
1.1058 |
| S1 |
1.1028 |
1.1028 |
1.1055 |
1.1040 |
| S2 |
1.0997 |
1.0997 |
1.1050 |
|
| S3 |
1.0941 |
1.0973 |
1.1045 |
|
| S4 |
1.0886 |
1.0917 |
1.1029 |
|
|
| Weekly Pivots for week ending 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1308 |
1.1271 |
1.1108 |
|
| R3 |
1.1221 |
1.1184 |
1.1084 |
|
| R2 |
1.1134 |
1.1134 |
1.1076 |
|
| R1 |
1.1097 |
1.1097 |
1.1068 |
1.1072 |
| PP |
1.1047 |
1.1047 |
1.1047 |
1.1035 |
| S1 |
1.1010 |
1.1010 |
1.1052 |
1.0985 |
| S2 |
1.0960 |
1.0960 |
1.1044 |
|
| S3 |
1.0873 |
1.0923 |
1.1036 |
|
| S4 |
1.0786 |
1.0836 |
1.1012 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1085 |
1.0998 |
0.0087 |
0.8% |
0.0064 |
0.6% |
72% |
False |
False |
506 |
| 10 |
1.1159 |
1.0925 |
0.0234 |
2.1% |
0.0072 |
0.6% |
58% |
False |
False |
606 |
| 20 |
1.1159 |
1.0845 |
0.0314 |
2.8% |
0.0070 |
0.6% |
69% |
False |
False |
576 |
| 40 |
1.1159 |
1.0624 |
0.0535 |
4.8% |
0.0076 |
0.7% |
82% |
False |
False |
1,046 |
| 60 |
1.1159 |
1.0624 |
0.0535 |
4.8% |
0.0070 |
0.6% |
82% |
False |
False |
710 |
| 80 |
1.1159 |
1.0624 |
0.0535 |
4.8% |
0.0063 |
0.6% |
82% |
False |
False |
554 |
| 100 |
1.1159 |
1.0540 |
0.0619 |
5.6% |
0.0059 |
0.5% |
84% |
False |
False |
467 |
| 120 |
1.1159 |
0.9982 |
0.1177 |
10.6% |
0.0059 |
0.5% |
92% |
False |
False |
396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1312 |
|
2.618 |
1.1221 |
|
1.618 |
1.1166 |
|
1.000 |
1.1132 |
|
0.618 |
1.1110 |
|
HIGH |
1.1076 |
|
0.618 |
1.1055 |
|
0.500 |
1.1048 |
|
0.382 |
1.1042 |
|
LOW |
1.1021 |
|
0.618 |
1.0986 |
|
1.000 |
1.0965 |
|
1.618 |
1.0931 |
|
2.618 |
1.0875 |
|
4.250 |
1.0785 |
|
|
| Fisher Pivots for day following 21-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1056 |
1.1053 |
| PP |
1.1052 |
1.1046 |
| S1 |
1.1048 |
1.1039 |
|