CME Euro FX (E) Future December 2023
Trading Metrics calculated at close of trading on 27-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2023 |
27-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
1.1096 |
1.1148 |
0.0052 |
0.5% |
1.1094 |
High |
1.1206 |
1.1148 |
-0.0058 |
-0.5% |
1.1112 |
Low |
1.1096 |
1.1135 |
0.0039 |
0.4% |
1.1040 |
Close |
1.1159 |
1.1147 |
-0.0012 |
-0.1% |
1.1098 |
Range |
0.0110 |
0.0013 |
-0.0097 |
-88.6% |
0.0072 |
ATR |
0.0068 |
0.0065 |
-0.0003 |
-4.7% |
0.0000 |
Volume |
34 |
54 |
20 |
58.8% |
233 |
|
Daily Pivots for day following 27-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1181 |
1.1176 |
1.1154 |
|
R3 |
1.1168 |
1.1164 |
1.1150 |
|
R2 |
1.1156 |
1.1156 |
1.1149 |
|
R1 |
1.1151 |
1.1151 |
1.1148 |
1.1147 |
PP |
1.1143 |
1.1143 |
1.1143 |
1.1141 |
S1 |
1.1139 |
1.1139 |
1.1146 |
1.1135 |
S2 |
1.1131 |
1.1131 |
1.1145 |
|
S3 |
1.1118 |
1.1126 |
1.1144 |
|
S4 |
1.1106 |
1.1114 |
1.1140 |
|
|
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 |
1.1206 |
1.1058 |
0.0148 |
1.3% |
0.0059 |
0.5% |
60% |
False |
False |
64 |
10 |
1.1206 |
1.1040 |
0.0166 |
1.5% |
0.0057 |
0.5% |
65% |
False |
False |
61 |
20 |
1.1206 |
1.0925 |
0.0281 |
2.5% |
0.0053 |
0.5% |
79% |
False |
False |
56 |
40 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0055 |
0.5% |
89% |
False |
False |
69 |
60 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0053 |
0.5% |
89% |
False |
False |
75 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1201 |
2.618 |
1.1180 |
1.618 |
1.1168 |
1.000 |
1.1160 |
0.618 |
1.1155 |
HIGH |
1.1148 |
0.618 |
1.1143 |
0.500 |
1.1141 |
0.382 |
1.1140 |
LOW |
1.1135 |
0.618 |
1.1127 |
1.000 |
1.1123 |
1.618 |
1.1115 |
2.618 |
1.1102 |
4.250 |
1.1082 |
|
|
Fisher Pivots for day following 27-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1145 |
1.1146 |
PP |
1.1143 |
1.1146 |
S1 |
1.1141 |
1.1145 |
|