CME Euro FX (E) Future December 2023
Trading Metrics calculated at close of trading on 01-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2023 |
01-May-2023 |
Change |
Change % |
Previous Week |
Open |
1.1129 |
1.1095 |
-0.0034 |
-0.3% |
1.1113 |
High |
1.1165 |
1.1095 |
-0.0070 |
-0.6% |
1.1206 |
Low |
1.1082 |
1.1095 |
0.0013 |
0.1% |
1.1082 |
Close |
1.1140 |
1.1095 |
-0.0045 |
-0.4% |
1.1140 |
Range |
0.0083 |
0.0000 |
-0.0083 |
-100.0% |
0.0124 |
ATR |
0.0066 |
0.0064 |
-0.0001 |
-2.3% |
0.0000 |
Volume |
292 |
202 |
-90 |
-30.8% |
513 |
|
Daily Pivots for day following 01-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1095 |
1.1095 |
1.1095 |
|
R3 |
1.1095 |
1.1095 |
1.1095 |
|
R2 |
1.1095 |
1.1095 |
1.1095 |
|
R1 |
1.1095 |
1.1095 |
1.1095 |
1.1095 |
PP |
1.1095 |
1.1095 |
1.1095 |
1.1095 |
S1 |
1.1095 |
1.1095 |
1.1095 |
1.1095 |
S2 |
1.1095 |
1.1095 |
1.1095 |
|
S3 |
1.1095 |
1.1095 |
1.1095 |
|
S4 |
1.1095 |
1.1095 |
1.1095 |
|
|
Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1513 |
1.1450 |
1.1208 |
|
R3 |
1.1390 |
1.1327 |
1.1174 |
|
R2 |
1.1266 |
1.1266 |
1.1163 |
|
R1 |
1.1203 |
1.1203 |
1.1151 |
1.1235 |
PP |
1.1143 |
1.1143 |
1.1143 |
1.1158 |
S1 |
1.1080 |
1.1080 |
1.1129 |
1.1111 |
S2 |
1.1019 |
1.1019 |
1.1117 |
|
S3 |
1.0896 |
1.0956 |
1.1106 |
|
S4 |
1.0772 |
1.0833 |
1.1072 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1206 |
1.1082 |
0.0124 |
1.1% |
0.0054 |
0.5% |
11% |
False |
False |
117 |
10 |
1.1206 |
1.1042 |
0.0164 |
1.5% |
0.0051 |
0.5% |
33% |
False |
False |
93 |
20 |
1.1206 |
1.0985 |
0.0221 |
2.0% |
0.0048 |
0.4% |
50% |
False |
False |
79 |
40 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0054 |
0.5% |
80% |
False |
False |
69 |
60 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0050 |
0.5% |
80% |
False |
False |
82 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1095 |
2.618 |
1.1095 |
1.618 |
1.1095 |
1.000 |
1.1095 |
0.618 |
1.1095 |
HIGH |
1.1095 |
0.618 |
1.1095 |
0.500 |
1.1095 |
0.382 |
1.1095 |
LOW |
1.1095 |
0.618 |
1.1095 |
1.000 |
1.1095 |
1.618 |
1.1095 |
2.618 |
1.1095 |
4.250 |
1.1095 |
|
|
Fisher Pivots for day following 01-May-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1095 |
1.1124 |
PP |
1.1095 |
1.1114 |
S1 |
1.1095 |
1.1105 |
|