CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 01-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2023 |
01-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1115 |
1.1093 |
-0.0022 |
-0.2% |
1.1076 |
| High |
1.1126 |
1.1115 |
-0.0011 |
-0.1% |
1.1177 |
| Low |
1.1045 |
1.1048 |
0.0003 |
0.0% |
1.1045 |
| Close |
1.1099 |
1.1052 |
-0.0047 |
-0.4% |
1.1099 |
| Range |
0.0081 |
0.0067 |
-0.0014 |
-16.8% |
0.0132 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
870 |
375 |
-495 |
-56.9% |
10,221 |
|
| Daily Pivots for day following 01-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1273 |
1.1229 |
1.1089 |
|
| R3 |
1.1206 |
1.1162 |
1.1070 |
|
| R2 |
1.1139 |
1.1139 |
1.1064 |
|
| R1 |
1.1095 |
1.1095 |
1.1058 |
1.1084 |
| PP |
1.1072 |
1.1072 |
1.1072 |
1.1066 |
| S1 |
1.1028 |
1.1028 |
1.1046 |
1.1017 |
| S2 |
1.1005 |
1.1005 |
1.1040 |
|
| S3 |
1.0938 |
1.0961 |
1.1034 |
|
| S4 |
1.0871 |
1.0894 |
1.1015 |
|
|
| 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% |
0.0088 |
0.8% |
5% |
False |
False |
1,993 |
| 10 |
1.1177 |
1.1001 |
0.0176 |
1.6% |
0.0075 |
0.7% |
29% |
False |
False |
1,247 |
| 20 |
1.1177 |
1.0925 |
0.0252 |
2.3% |
0.0074 |
0.7% |
50% |
False |
False |
953 |
| 40 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0081 |
0.7% |
77% |
False |
False |
1,270 |
| 60 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0072 |
0.7% |
77% |
False |
False |
884 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0067 |
0.6% |
77% |
False |
False |
686 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0061 |
0.6% |
77% |
False |
False |
565 |
| 120 |
1.1177 |
1.0231 |
0.0946 |
8.6% |
0.0061 |
0.5% |
87% |
False |
False |
484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1400 |
|
2.618 |
1.1290 |
|
1.618 |
1.1223 |
|
1.000 |
1.1182 |
|
0.618 |
1.1156 |
|
HIGH |
1.1115 |
|
0.618 |
1.1089 |
|
0.500 |
1.1082 |
|
0.382 |
1.1074 |
|
LOW |
1.1048 |
|
0.618 |
1.1007 |
|
1.000 |
1.0981 |
|
1.618 |
1.0940 |
|
2.618 |
1.0873 |
|
4.250 |
1.0763 |
|
|
| Fisher Pivots for day following 01-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1082 |
1.1093 |
| PP |
1.1072 |
1.1080 |
| S1 |
1.1062 |
1.1066 |
|