CME Euro FX (E) Future December 2023
Trading Metrics calculated at close of trading on 20-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2023 |
20-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
1.1070 |
1.1085 |
0.0015 |
0.1% |
1.1000 |
High |
1.1100 |
1.1106 |
0.0006 |
0.1% |
1.1191 |
Low |
1.1042 |
1.1075 |
0.0034 |
0.3% |
1.0985 |
Close |
1.1075 |
1.1085 |
0.0010 |
0.1% |
1.1120 |
Range |
0.0059 |
0.0031 |
-0.0028 |
-47.0% |
0.0206 |
ATR |
0.0066 |
0.0063 |
-0.0002 |
-3.8% |
0.0000 |
Volume |
78 |
38 |
-40 |
-51.3% |
502 |
|
Daily Pivots for day following 20-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1182 |
1.1164 |
1.1102 |
|
R3 |
1.1151 |
1.1133 |
1.1093 |
|
R2 |
1.1120 |
1.1120 |
1.1090 |
|
R1 |
1.1102 |
1.1102 |
1.1087 |
1.1095 |
PP |
1.1089 |
1.1089 |
1.1089 |
1.1085 |
S1 |
1.1071 |
1.1071 |
1.1082 |
1.1064 |
S2 |
1.1058 |
1.1058 |
1.1079 |
|
S3 |
1.1027 |
1.1040 |
1.1076 |
|
S4 |
1.0996 |
1.1009 |
1.1067 |
|
|
Weekly Pivots for week ending 14-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1715 |
1.1623 |
1.1233 |
|
R3 |
1.1510 |
1.1418 |
1.1177 |
|
R2 |
1.1304 |
1.1304 |
1.1158 |
|
R1 |
1.1212 |
1.1212 |
1.1139 |
1.1258 |
PP |
1.1099 |
1.1099 |
1.1099 |
1.1122 |
S1 |
1.1007 |
1.1007 |
1.1101 |
1.1053 |
S2 |
1.0893 |
1.0893 |
1.1082 |
|
S3 |
1.0688 |
1.0801 |
1.1063 |
|
S4 |
1.0482 |
1.0596 |
1.1007 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1191 |
1.1040 |
0.0151 |
1.4% |
0.0056 |
0.5% |
30% |
False |
False |
58 |
10 |
1.1191 |
1.0985 |
0.0206 |
1.9% |
0.0044 |
0.4% |
48% |
False |
False |
63 |
20 |
1.1191 |
1.0840 |
0.0351 |
3.2% |
0.0053 |
0.5% |
70% |
False |
False |
46 |
40 |
1.1191 |
1.0661 |
0.0530 |
4.8% |
0.0052 |
0.5% |
80% |
False |
False |
67 |
60 |
1.1199 |
1.0661 |
0.0538 |
4.9% |
0.0051 |
0.5% |
79% |
False |
False |
70 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1238 |
2.618 |
1.1187 |
1.618 |
1.1156 |
1.000 |
1.1137 |
0.618 |
1.1125 |
HIGH |
1.1106 |
0.618 |
1.1094 |
0.500 |
1.1091 |
0.382 |
1.1087 |
LOW |
1.1075 |
0.618 |
1.1056 |
1.000 |
1.1044 |
1.618 |
1.1025 |
2.618 |
1.0994 |
4.250 |
1.0943 |
|
|
Fisher Pivots for day following 20-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1091 |
1.1081 |
PP |
1.1089 |
1.1077 |
S1 |
1.1087 |
1.1074 |
|