CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 10-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2023 |
10-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0952 |
1.0952 |
-0.0001 |
0.0% |
1.0888 |
| High |
1.0981 |
1.0961 |
-0.0021 |
-0.2% |
1.1020 |
| Low |
1.0929 |
1.0875 |
-0.0054 |
-0.5% |
1.0836 |
| Close |
1.0975 |
1.0903 |
-0.0073 |
-0.7% |
1.0975 |
| Range |
0.0053 |
0.0086 |
0.0034 |
63.8% |
0.0184 |
| ATR |
0.0090 |
0.0091 |
0.0001 |
0.8% |
0.0000 |
| Volume |
123,194 |
95,955 |
-27,239 |
-22.1% |
663,427 |
|
| Daily Pivots for day following 10-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1171 |
1.1123 |
1.0950 |
|
| R3 |
1.1085 |
1.1037 |
1.0926 |
|
| R2 |
1.0999 |
1.0999 |
1.0918 |
|
| R1 |
1.0951 |
1.0951 |
1.0910 |
1.0932 |
| PP |
1.0913 |
1.0913 |
1.0913 |
1.0903 |
| S1 |
1.0865 |
1.0865 |
1.0895 |
1.0846 |
| S2 |
1.0827 |
1.0827 |
1.0887 |
|
| S3 |
1.0741 |
1.0779 |
1.0879 |
|
| S4 |
1.0655 |
1.0693 |
1.0855 |
|
|
| Weekly Pivots for week ending 07-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1495 |
1.1419 |
1.1076 |
|
| R3 |
1.1311 |
1.1235 |
1.1026 |
|
| R2 |
1.1127 |
1.1127 |
1.1009 |
|
| R1 |
1.1051 |
1.1051 |
1.0992 |
1.1089 |
| PP |
1.0943 |
1.0943 |
1.0943 |
1.0962 |
| S1 |
1.0867 |
1.0867 |
1.0958 |
1.0905 |
| S2 |
1.0759 |
1.0759 |
1.0941 |
|
| S3 |
1.0575 |
1.0683 |
1.0924 |
|
| S4 |
1.0391 |
1.0499 |
1.0874 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1020 |
1.0836 |
0.0184 |
1.7% |
0.0087 |
0.8% |
36% |
False |
False |
151,876 |
| 10 |
1.1020 |
1.0798 |
0.0222 |
2.0% |
0.0079 |
0.7% |
47% |
False |
False |
154,394 |
| 20 |
1.1020 |
1.0581 |
0.0439 |
4.0% |
0.0097 |
0.9% |
73% |
False |
False |
205,533 |
| 40 |
1.1020 |
1.0581 |
0.0439 |
4.0% |
0.0089 |
0.8% |
73% |
False |
False |
141,978 |
| 60 |
1.1111 |
1.0581 |
0.0530 |
4.9% |
0.0087 |
0.8% |
61% |
False |
False |
94,947 |
| 80 |
1.1111 |
1.0581 |
0.0530 |
4.9% |
0.0085 |
0.8% |
61% |
False |
False |
71,339 |
| 100 |
1.1111 |
1.0400 |
0.0711 |
6.5% |
0.0083 |
0.8% |
71% |
False |
False |
57,182 |
| 120 |
1.1111 |
0.9889 |
0.1222 |
11.2% |
0.0084 |
0.8% |
83% |
False |
False |
47,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1326 |
|
2.618 |
1.1186 |
|
1.618 |
1.1100 |
|
1.000 |
1.1047 |
|
0.618 |
1.1014 |
|
HIGH |
1.0961 |
|
0.618 |
1.0928 |
|
0.500 |
1.0918 |
|
0.382 |
1.0907 |
|
LOW |
1.0875 |
|
0.618 |
1.0821 |
|
1.000 |
1.0789 |
|
1.618 |
1.0735 |
|
2.618 |
1.0649 |
|
4.250 |
1.0509 |
|
|
| Fisher Pivots for day following 10-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0918 |
1.0944 |
| PP |
1.0913 |
1.0930 |
| S1 |
1.0908 |
1.0916 |
|