CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 13-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2023 |
13-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0956 |
1.1033 |
0.0077 |
0.7% |
1.0888 |
| High |
1.1043 |
1.1108 |
0.0065 |
0.6% |
1.1020 |
| Low |
1.0954 |
1.1017 |
0.0063 |
0.6% |
1.0836 |
| Close |
1.1037 |
1.1088 |
0.0051 |
0.5% |
1.0975 |
| Range |
0.0089 |
0.0091 |
0.0003 |
2.8% |
0.0184 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
0.1% |
0.0000 |
| Volume |
198,851 |
181,406 |
-17,445 |
-8.8% |
663,427 |
|
| Daily Pivots for day following 13-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1344 |
1.1307 |
1.1138 |
|
| R3 |
1.1253 |
1.1216 |
1.1113 |
|
| R2 |
1.1162 |
1.1162 |
1.1105 |
|
| R1 |
1.1125 |
1.1125 |
1.1096 |
1.1143 |
| PP |
1.1071 |
1.1071 |
1.1071 |
1.1080 |
| S1 |
1.1034 |
1.1034 |
1.1080 |
1.1052 |
| S2 |
1.0980 |
1.0980 |
1.1071 |
|
| S3 |
1.0889 |
1.0943 |
1.1063 |
|
| S4 |
1.0798 |
1.0852 |
1.1038 |
|
|
| 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 |
1.1108 |
1.0875 |
0.0233 |
2.1% |
0.0077 |
0.7% |
92% |
True |
False |
145,756 |
| 10 |
1.1108 |
1.0836 |
0.0272 |
2.5% |
0.0088 |
0.8% |
93% |
True |
False |
163,756 |
| 20 |
1.1108 |
1.0613 |
0.0495 |
4.5% |
0.0088 |
0.8% |
96% |
True |
False |
181,853 |
| 40 |
1.1108 |
1.0581 |
0.0527 |
4.8% |
0.0089 |
0.8% |
96% |
True |
False |
154,599 |
| 60 |
1.1111 |
1.0581 |
0.0530 |
4.8% |
0.0086 |
0.8% |
96% |
False |
False |
103,379 |
| 80 |
1.1111 |
1.0581 |
0.0530 |
4.8% |
0.0084 |
0.8% |
96% |
False |
False |
77,675 |
| 100 |
1.1111 |
1.0400 |
0.0711 |
6.4% |
0.0083 |
0.7% |
97% |
False |
False |
62,270 |
| 120 |
1.1111 |
0.9889 |
0.1222 |
11.0% |
0.0085 |
0.8% |
98% |
False |
False |
51,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1494 |
|
2.618 |
1.1346 |
|
1.618 |
1.1255 |
|
1.000 |
1.1199 |
|
0.618 |
1.1164 |
|
HIGH |
1.1108 |
|
0.618 |
1.1073 |
|
0.500 |
1.1062 |
|
0.382 |
1.1051 |
|
LOW |
1.1017 |
|
0.618 |
1.0960 |
|
1.000 |
1.0926 |
|
1.618 |
1.0869 |
|
2.618 |
1.0778 |
|
4.250 |
1.0630 |
|
|
| Fisher Pivots for day following 13-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1079 |
1.1060 |
| PP |
1.1071 |
1.1033 |
| S1 |
1.1062 |
1.1005 |
|