CME Euro FX (E) Future December 2023
Trading Metrics calculated at close of trading on 04-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2023 |
04-May-2023 |
Change |
Change % |
Previous Week |
Open |
1.1144 |
1.1177 |
0.0033 |
0.3% |
1.1113 |
High |
1.1181 |
1.1177 |
-0.0005 |
0.0% |
1.1206 |
Low |
1.1140 |
1.1114 |
-0.0026 |
-0.2% |
1.1082 |
Close |
1.1181 |
1.1131 |
-0.0051 |
-0.5% |
1.1140 |
Range |
0.0041 |
0.0063 |
0.0022 |
52.4% |
0.0124 |
ATR |
0.0064 |
0.0064 |
0.0000 |
0.4% |
0.0000 |
Volume |
47 |
616 |
569 |
1,210.6% |
513 |
|
Daily Pivots for day following 04-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1328 |
1.1292 |
1.1165 |
|
R3 |
1.1265 |
1.1229 |
1.1148 |
|
R2 |
1.1203 |
1.1203 |
1.1142 |
|
R1 |
1.1167 |
1.1167 |
1.1136 |
1.1154 |
PP |
1.1140 |
1.1140 |
1.1140 |
1.1134 |
S1 |
1.1104 |
1.1104 |
1.1125 |
1.1091 |
S2 |
1.1078 |
1.1078 |
1.1119 |
|
S3 |
1.1015 |
1.1042 |
1.1113 |
|
S4 |
1.0953 |
1.0979 |
1.1096 |
|
|
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 |
1.1181 |
1.1065 |
0.0116 |
1.0% |
0.0048 |
0.4% |
56% |
False |
False |
263 |
10 |
1.1206 |
1.1058 |
0.0148 |
1.3% |
0.0053 |
0.5% |
49% |
False |
False |
163 |
20 |
1.1206 |
1.0985 |
0.0221 |
2.0% |
0.0049 |
0.4% |
66% |
False |
False |
113 |
40 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0056 |
0.5% |
86% |
False |
False |
84 |
60 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0050 |
0.5% |
86% |
False |
False |
91 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1442 |
2.618 |
1.1340 |
1.618 |
1.1278 |
1.000 |
1.1239 |
0.618 |
1.1215 |
HIGH |
1.1177 |
0.618 |
1.1153 |
0.500 |
1.1145 |
0.382 |
1.1138 |
LOW |
1.1114 |
0.618 |
1.1075 |
1.000 |
1.1052 |
1.618 |
1.1013 |
2.618 |
1.0950 |
4.250 |
1.0848 |
|
|
Fisher Pivots for day following 04-May-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1145 |
1.1128 |
PP |
1.1140 |
1.1126 |
S1 |
1.1135 |
1.1123 |
|