CME Euro FX (E) Future December 2023
Trading Metrics calculated at close of trading on 13-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2023 |
13-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
1.1060 |
1.1117 |
0.0057 |
0.5% |
1.0925 |
High |
1.1116 |
1.1170 |
0.0054 |
0.5% |
1.1085 |
Low |
1.1060 |
1.1117 |
0.0057 |
0.5% |
1.0925 |
Close |
1.1116 |
1.1166 |
0.0050 |
0.4% |
1.1045 |
Range |
0.0056 |
0.0054 |
-0.0003 |
-4.5% |
0.0161 |
ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
191 |
73 |
-118 |
-61.8% |
161 |
|
Daily Pivots for day following 13-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1311 |
1.1292 |
1.1195 |
|
R3 |
1.1258 |
1.1239 |
1.1181 |
|
R2 |
1.1204 |
1.1204 |
1.1176 |
|
R1 |
1.1185 |
1.1185 |
1.1171 |
1.1195 |
PP |
1.1151 |
1.1151 |
1.1151 |
1.1156 |
S1 |
1.1132 |
1.1132 |
1.1161 |
1.1141 |
S2 |
1.1097 |
1.1097 |
1.1156 |
|
S3 |
1.1044 |
1.1078 |
1.1151 |
|
S4 |
1.0990 |
1.1025 |
1.1137 |
|
|
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 |
1.1170 |
1.0985 |
0.0185 |
1.7% |
0.0032 |
0.3% |
98% |
True |
False |
69 |
10 |
1.1170 |
1.0925 |
0.0246 |
2.2% |
0.0049 |
0.4% |
98% |
True |
False |
52 |
20 |
1.1170 |
1.0759 |
0.0411 |
3.7% |
0.0053 |
0.5% |
99% |
True |
False |
37 |
40 |
1.1170 |
1.0661 |
0.0509 |
4.6% |
0.0048 |
0.4% |
99% |
True |
False |
70 |
60 |
1.1199 |
1.0661 |
0.0538 |
4.8% |
0.0050 |
0.4% |
94% |
False |
False |
68 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1397 |
2.618 |
1.1310 |
1.618 |
1.1257 |
1.000 |
1.1224 |
0.618 |
1.1203 |
HIGH |
1.1170 |
0.618 |
1.1150 |
0.500 |
1.1143 |
0.382 |
1.1137 |
LOW |
1.1117 |
0.618 |
1.1083 |
1.000 |
1.1063 |
1.618 |
1.1030 |
2.618 |
1.0976 |
4.250 |
1.0889 |
|
|
Fisher Pivots for day following 13-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1158 |
1.1144 |
PP |
1.1151 |
1.1122 |
S1 |
1.1143 |
1.1100 |
|