CME Euro FX (E) Future December 2023
Trading Metrics calculated at close of trading on 12-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2023 |
12-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
1.1041 |
1.1060 |
0.0019 |
0.2% |
1.0925 |
High |
1.1041 |
1.1116 |
0.0075 |
0.7% |
1.1085 |
Low |
1.1030 |
1.1060 |
0.0030 |
0.3% |
1.0925 |
Close |
1.1034 |
1.1116 |
0.0082 |
0.7% |
1.1045 |
Range |
0.0011 |
0.0056 |
0.0045 |
409.1% |
0.0161 |
ATR |
0.0064 |
0.0065 |
0.0001 |
2.0% |
0.0000 |
Volume |
76 |
191 |
115 |
151.3% |
161 |
|
Daily Pivots for day following 12-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1265 |
1.1247 |
1.1147 |
|
R3 |
1.1209 |
1.1191 |
1.1131 |
|
R2 |
1.1153 |
1.1153 |
1.1126 |
|
R1 |
1.1135 |
1.1135 |
1.1121 |
1.1144 |
PP |
1.1097 |
1.1097 |
1.1097 |
1.1102 |
S1 |
1.1079 |
1.1079 |
1.1111 |
1.1088 |
S2 |
1.1041 |
1.1041 |
1.1106 |
|
S3 |
1.0985 |
1.1023 |
1.1101 |
|
S4 |
1.0929 |
1.0967 |
1.1085 |
|
|
Weekly Pivots for week ending 07-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1500 |
1.1433 |
1.1133 |
|
R3 |
1.1339 |
1.1272 |
1.1089 |
|
R2 |
1.1179 |
1.1179 |
1.1074 |
|
R1 |
1.1112 |
1.1112 |
1.1059 |
1.1145 |
PP |
1.1018 |
1.1018 |
1.1018 |
1.1035 |
S1 |
1.0951 |
1.0951 |
1.1030 |
1.0985 |
S2 |
1.0858 |
1.0858 |
1.1015 |
|
S3 |
1.0697 |
1.0791 |
1.1000 |
|
S4 |
1.0537 |
1.0630 |
1.0956 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1116 |
1.0985 |
0.0131 |
1.2% |
0.0029 |
0.3% |
100% |
True |
False |
58 |
10 |
1.1116 |
1.0925 |
0.0192 |
1.7% |
0.0052 |
0.5% |
100% |
True |
False |
50 |
20 |
1.1116 |
1.0712 |
0.0404 |
3.6% |
0.0053 |
0.5% |
100% |
True |
False |
46 |
40 |
1.1116 |
1.0661 |
0.0455 |
4.1% |
0.0047 |
0.4% |
100% |
True |
False |
68 |
60 |
1.1199 |
1.0661 |
0.0538 |
4.8% |
0.0050 |
0.5% |
85% |
False |
False |
67 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1354 |
2.618 |
1.1263 |
1.618 |
1.1207 |
1.000 |
1.1172 |
0.618 |
1.1151 |
HIGH |
1.1116 |
0.618 |
1.1095 |
0.500 |
1.1088 |
0.382 |
1.1081 |
LOW |
1.1060 |
0.618 |
1.1025 |
1.000 |
1.1004 |
1.618 |
1.0969 |
2.618 |
1.0913 |
4.250 |
1.0822 |
|
|
Fisher Pivots for day following 12-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1107 |
1.1094 |
PP |
1.1097 |
1.1072 |
S1 |
1.1088 |
1.1051 |
|