CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 28-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2023 |
28-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1122 |
1.1115 |
-0.0007 |
-0.1% |
1.1076 |
| High |
1.1142 |
1.1126 |
-0.0016 |
-0.1% |
1.1177 |
| Low |
1.1074 |
1.1045 |
-0.0029 |
-0.3% |
1.1045 |
| Close |
1.1107 |
1.1099 |
-0.0009 |
-0.1% |
1.1099 |
| Range |
0.0068 |
0.0081 |
0.0013 |
18.4% |
0.0132 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
0.1% |
0.0000 |
| Volume |
6,159 |
870 |
-5,289 |
-85.9% |
10,221 |
|
| Daily Pivots for day following 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1331 |
1.1295 |
1.1143 |
|
| R3 |
1.1251 |
1.1215 |
1.1121 |
|
| R2 |
1.1170 |
1.1170 |
1.1113 |
|
| R1 |
1.1134 |
1.1134 |
1.1106 |
1.1112 |
| PP |
1.1090 |
1.1090 |
1.1090 |
1.1079 |
| S1 |
1.1054 |
1.1054 |
1.1091 |
1.1032 |
| S2 |
1.1009 |
1.1009 |
1.1084 |
|
| S3 |
1.0929 |
1.0973 |
1.1076 |
|
| S4 |
1.0848 |
1.0893 |
1.1054 |
|
|
| Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1503 |
1.1433 |
1.1171 |
|
| R3 |
1.1371 |
1.1301 |
1.1135 |
|
| R2 |
1.1239 |
1.1239 |
1.1123 |
|
| R1 |
1.1169 |
1.1169 |
1.1111 |
1.1204 |
| PP |
1.1107 |
1.1107 |
1.1107 |
1.1124 |
| S1 |
1.1037 |
1.1037 |
1.1086 |
1.1072 |
| S2 |
1.0975 |
1.0975 |
1.1074 |
|
| S3 |
1.0843 |
1.0905 |
1.1062 |
|
| S4 |
1.0711 |
1.0773 |
1.1026 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1177 |
1.1045 |
0.0132 |
1.2% |
0.0090 |
0.8% |
41% |
False |
True |
2,044 |
| 10 |
1.1177 |
1.0998 |
0.0180 |
1.6% |
0.0077 |
0.7% |
56% |
False |
False |
1,275 |
| 20 |
1.1177 |
1.0887 |
0.0290 |
2.6% |
0.0077 |
0.7% |
73% |
False |
False |
1,004 |
| 40 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0081 |
0.7% |
86% |
False |
False |
1,271 |
| 60 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0074 |
0.7% |
86% |
False |
False |
878 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0067 |
0.6% |
86% |
False |
False |
681 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0060 |
0.5% |
86% |
False |
False |
564 |
| 120 |
1.1177 |
1.0204 |
0.0974 |
8.8% |
0.0061 |
0.5% |
92% |
False |
False |
481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1468 |
|
2.618 |
1.1336 |
|
1.618 |
1.1256 |
|
1.000 |
1.1206 |
|
0.618 |
1.1175 |
|
HIGH |
1.1126 |
|
0.618 |
1.1095 |
|
0.500 |
1.1085 |
|
0.382 |
1.1076 |
|
LOW |
1.1045 |
|
0.618 |
1.0995 |
|
1.000 |
1.0965 |
|
1.618 |
1.0915 |
|
2.618 |
1.0834 |
|
4.250 |
1.0703 |
|
|
| Fisher Pivots for day following 28-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1094 |
1.1111 |
| PP |
1.1090 |
1.1107 |
| S1 |
1.1085 |
1.1103 |
|