CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 27-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2023 |
27-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1058 |
1.1122 |
0.0064 |
0.6% |
1.1074 |
| High |
1.1177 |
1.1142 |
-0.0036 |
-0.3% |
1.1085 |
| Low |
1.1051 |
1.1074 |
0.0023 |
0.2% |
1.0998 |
| Close |
1.1122 |
1.1107 |
-0.0015 |
-0.1% |
1.1060 |
| Range |
0.0126 |
0.0068 |
-0.0058 |
-46.0% |
0.0087 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
1,460 |
6,159 |
4,699 |
321.8% |
2,533 |
|
| Daily Pivots for day following 27-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1311 |
1.1277 |
1.1144 |
|
| R3 |
1.1243 |
1.1209 |
1.1126 |
|
| R2 |
1.1175 |
1.1175 |
1.1119 |
|
| R1 |
1.1141 |
1.1141 |
1.1113 |
1.1124 |
| PP |
1.1107 |
1.1107 |
1.1107 |
1.1099 |
| S1 |
1.1073 |
1.1073 |
1.1101 |
1.1056 |
| S2 |
1.1039 |
1.1039 |
1.1095 |
|
| S3 |
1.0971 |
1.1005 |
1.1088 |
|
| S4 |
1.0903 |
1.0937 |
1.1070 |
|
|
| 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 |
1.1177 |
1.1021 |
0.0157 |
1.4% |
0.0085 |
0.8% |
55% |
False |
False |
1,943 |
| 10 |
1.1177 |
1.0998 |
0.0180 |
1.6% |
0.0079 |
0.7% |
61% |
False |
False |
1,320 |
| 20 |
1.1177 |
1.0887 |
0.0290 |
2.6% |
0.0077 |
0.7% |
76% |
False |
False |
979 |
| 40 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0080 |
0.7% |
87% |
False |
False |
1,255 |
| 60 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0072 |
0.7% |
87% |
False |
False |
864 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0066 |
0.6% |
87% |
False |
False |
671 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0060 |
0.5% |
87% |
False |
False |
559 |
| 120 |
1.1177 |
1.0178 |
0.0999 |
9.0% |
0.0060 |
0.5% |
93% |
False |
False |
474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1431 |
|
2.618 |
1.1320 |
|
1.618 |
1.1252 |
|
1.000 |
1.1210 |
|
0.618 |
1.1184 |
|
HIGH |
1.1142 |
|
0.618 |
1.1116 |
|
0.500 |
1.1108 |
|
0.382 |
1.1099 |
|
LOW |
1.1074 |
|
0.618 |
1.1031 |
|
1.000 |
1.1006 |
|
1.618 |
1.0963 |
|
2.618 |
1.0895 |
|
4.250 |
1.0785 |
|
|
| Fisher Pivots for day following 27-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1108 |
1.1112 |
| PP |
1.1107 |
1.1110 |
| S1 |
1.1107 |
1.1109 |
|