CME Euro FX (E) Future December 2023
Trading Metrics calculated at close of trading on 24-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2023 |
24-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
1.1095 |
1.1113 |
0.0018 |
0.2% |
1.1094 |
High |
1.1112 |
1.1165 |
0.0054 |
0.5% |
1.1112 |
Low |
1.1058 |
1.1113 |
0.0055 |
0.5% |
1.1040 |
Close |
1.1098 |
1.1165 |
0.0067 |
0.6% |
1.1098 |
Range |
0.0054 |
0.0053 |
-0.0001 |
-1.9% |
0.0072 |
ATR |
0.0062 |
0.0063 |
0.0000 |
0.5% |
0.0000 |
Volume |
102 |
126 |
24 |
23.5% |
233 |
|
Daily Pivots for day following 24-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1305 |
1.1288 |
1.1194 |
|
R3 |
1.1253 |
1.1235 |
1.1179 |
|
R2 |
1.1200 |
1.1200 |
1.1175 |
|
R1 |
1.1183 |
1.1183 |
1.1170 |
1.1191 |
PP |
1.1148 |
1.1148 |
1.1148 |
1.1152 |
S1 |
1.1130 |
1.1130 |
1.1160 |
1.1139 |
S2 |
1.1095 |
1.1095 |
1.1155 |
|
S3 |
1.1043 |
1.1078 |
1.1151 |
|
S4 |
1.0990 |
1.1025 |
1.1136 |
|
|
Weekly Pivots for week ending 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1298 |
1.1269 |
1.1137 |
|
R3 |
1.1226 |
1.1198 |
1.1118 |
|
R2 |
1.1155 |
1.1155 |
1.1111 |
|
R1 |
1.1126 |
1.1126 |
1.1105 |
1.1141 |
PP |
1.1083 |
1.1083 |
1.1083 |
1.1090 |
S1 |
1.1055 |
1.1055 |
1.1091 |
1.1069 |
S2 |
1.1012 |
1.1012 |
1.1085 |
|
S3 |
1.0940 |
1.0983 |
1.1078 |
|
S4 |
1.0869 |
1.0912 |
1.1059 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1165 |
1.1042 |
0.0124 |
1.1% |
0.0047 |
0.4% |
100% |
True |
False |
69 |
10 |
1.1191 |
1.1030 |
0.0161 |
1.4% |
0.0050 |
0.5% |
84% |
False |
False |
85 |
20 |
1.1191 |
1.0925 |
0.0266 |
2.4% |
0.0050 |
0.4% |
90% |
False |
False |
57 |
40 |
1.1191 |
1.0661 |
0.0530 |
4.7% |
0.0052 |
0.5% |
95% |
False |
False |
69 |
60 |
1.1199 |
1.0661 |
0.0538 |
4.8% |
0.0051 |
0.5% |
94% |
False |
False |
74 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1388 |
2.618 |
1.1302 |
1.618 |
1.1250 |
1.000 |
1.1218 |
0.618 |
1.1197 |
HIGH |
1.1165 |
0.618 |
1.1145 |
0.500 |
1.1139 |
0.382 |
1.1133 |
LOW |
1.1113 |
0.618 |
1.1080 |
1.000 |
1.1060 |
1.618 |
1.1028 |
2.618 |
1.0975 |
4.250 |
1.0889 |
|
|
Fisher Pivots for day following 24-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1156 |
1.1147 |
PP |
1.1148 |
1.1129 |
S1 |
1.1139 |
1.1112 |
|