CME Euro FX (E) Future December 2023
Trading Metrics calculated at close of trading on 02-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2023 |
02-May-2023 |
Change |
Change % |
Previous Week |
Open |
1.1095 |
1.1112 |
0.0017 |
0.2% |
1.1113 |
High |
1.1095 |
1.1119 |
0.0024 |
0.2% |
1.1206 |
Low |
1.1095 |
1.1065 |
-0.0030 |
-0.3% |
1.1082 |
Close |
1.1095 |
1.1119 |
0.0024 |
0.2% |
1.1140 |
Range |
0.0000 |
0.0054 |
0.0054 |
|
0.0124 |
ATR |
0.0064 |
0.0064 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
202 |
159 |
-43 |
-21.3% |
513 |
|
Daily Pivots for day following 02-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1263 |
1.1245 |
1.1149 |
|
R3 |
1.1209 |
1.1191 |
1.1134 |
|
R2 |
1.1155 |
1.1155 |
1.1129 |
|
R1 |
1.1137 |
1.1137 |
1.1124 |
1.1146 |
PP |
1.1101 |
1.1101 |
1.1101 |
1.1106 |
S1 |
1.1083 |
1.1083 |
1.1114 |
1.1092 |
S2 |
1.1047 |
1.1047 |
1.1109 |
|
S3 |
1.0993 |
1.1029 |
1.1104 |
|
S4 |
1.0939 |
1.0975 |
1.1089 |
|
|
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 |
1.1065 |
0.0141 |
1.3% |
0.0052 |
0.5% |
38% |
False |
True |
148 |
10 |
1.1206 |
1.1042 |
0.0164 |
1.5% |
0.0052 |
0.5% |
47% |
False |
False |
109 |
20 |
1.1206 |
1.0985 |
0.0221 |
2.0% |
0.0047 |
0.4% |
61% |
False |
False |
84 |
40 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0055 |
0.5% |
84% |
False |
False |
73 |
60 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0050 |
0.5% |
84% |
False |
False |
84 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1349 |
2.618 |
1.1260 |
1.618 |
1.1206 |
1.000 |
1.1173 |
0.618 |
1.1152 |
HIGH |
1.1119 |
0.618 |
1.1098 |
0.500 |
1.1092 |
0.382 |
1.1086 |
LOW |
1.1065 |
0.618 |
1.1032 |
1.000 |
1.1011 |
1.618 |
1.0978 |
2.618 |
1.0924 |
4.250 |
1.0836 |
|
|
Fisher Pivots for day following 02-May-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1110 |
1.1118 |
PP |
1.1101 |
1.1116 |
S1 |
1.1092 |
1.1115 |
|