CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 02-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2023 |
02-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1093 |
1.1054 |
-0.0039 |
-0.4% |
1.1076 |
| High |
1.1115 |
1.1088 |
-0.0027 |
-0.2% |
1.1177 |
| Low |
1.1048 |
1.1024 |
-0.0024 |
-0.2% |
1.1045 |
| Close |
1.1052 |
1.1080 |
0.0028 |
0.3% |
1.1099 |
| Range |
0.0067 |
0.0064 |
-0.0003 |
-4.5% |
0.0132 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
375 |
1,751 |
1,376 |
366.9% |
10,221 |
|
| Daily Pivots for day following 02-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1256 |
1.1232 |
1.1115 |
|
| R3 |
1.1192 |
1.1168 |
1.1098 |
|
| R2 |
1.1128 |
1.1128 |
1.1092 |
|
| R1 |
1.1104 |
1.1104 |
1.1086 |
1.1116 |
| PP |
1.1064 |
1.1064 |
1.1064 |
1.1070 |
| S1 |
1.1040 |
1.1040 |
1.1074 |
1.1052 |
| S2 |
1.1000 |
1.1000 |
1.1068 |
|
| S3 |
1.0936 |
1.0976 |
1.1062 |
|
| S4 |
1.0872 |
1.0912 |
1.1045 |
|
|
| 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 |
1.1024 |
0.0153 |
1.4% |
0.0081 |
0.7% |
37% |
False |
True |
2,123 |
| 10 |
1.1177 |
1.1001 |
0.0176 |
1.6% |
0.0076 |
0.7% |
45% |
False |
False |
1,329 |
| 20 |
1.1177 |
1.0925 |
0.0252 |
2.3% |
0.0073 |
0.7% |
62% |
False |
False |
973 |
| 40 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0080 |
0.7% |
82% |
False |
False |
1,297 |
| 60 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0072 |
0.7% |
82% |
False |
False |
913 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0066 |
0.6% |
82% |
False |
False |
708 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0061 |
0.6% |
82% |
False |
False |
579 |
| 120 |
1.1177 |
1.0231 |
0.0946 |
8.5% |
0.0061 |
0.6% |
90% |
False |
False |
499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1360 |
|
2.618 |
1.1256 |
|
1.618 |
1.1192 |
|
1.000 |
1.1152 |
|
0.618 |
1.1128 |
|
HIGH |
1.1088 |
|
0.618 |
1.1064 |
|
0.500 |
1.1056 |
|
0.382 |
1.1048 |
|
LOW |
1.1024 |
|
0.618 |
1.0984 |
|
1.000 |
1.0960 |
|
1.618 |
1.0920 |
|
2.618 |
1.0856 |
|
4.250 |
1.0752 |
|
|
| Fisher Pivots for day following 02-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1072 |
1.1078 |
| PP |
1.1064 |
1.1077 |
| S1 |
1.1056 |
1.1075 |
|