CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 21-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2023 |
21-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0994 |
1.1003 |
0.0009 |
0.1% |
1.1036 |
| High |
1.1026 |
1.1029 |
0.0004 |
0.0% |
1.1038 |
| Low |
1.0969 |
1.0973 |
0.0004 |
0.0% |
1.0947 |
| Close |
1.1001 |
1.1012 |
0.0011 |
0.1% |
1.1012 |
| Range |
0.0057 |
0.0057 |
-0.0001 |
-0.9% |
0.0091 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
149,926 |
158,854 |
8,928 |
6.0% |
787,395 |
|
| Daily Pivots for day following 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1174 |
1.1149 |
1.1043 |
|
| R3 |
1.1117 |
1.1093 |
1.1027 |
|
| R2 |
1.1061 |
1.1061 |
1.1022 |
|
| R1 |
1.1036 |
1.1036 |
1.1017 |
1.1049 |
| PP |
1.1004 |
1.1004 |
1.1004 |
1.1011 |
| S1 |
1.0980 |
1.0980 |
1.1006 |
1.0992 |
| S2 |
1.0948 |
1.0948 |
1.1001 |
|
| S3 |
1.0891 |
1.0923 |
1.0996 |
|
| S4 |
1.0835 |
1.0867 |
1.0980 |
|
|
| Weekly Pivots for week ending 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1272 |
1.1233 |
1.1062 |
|
| R3 |
1.1181 |
1.1142 |
1.1037 |
|
| R2 |
1.1090 |
1.1090 |
1.1028 |
|
| R1 |
1.1051 |
1.1051 |
1.1020 |
1.1025 |
| PP |
1.0999 |
1.0999 |
1.0999 |
1.0986 |
| S1 |
1.0960 |
1.0960 |
1.1003 |
1.0934 |
| S2 |
1.0908 |
1.0908 |
1.0995 |
|
| S3 |
1.0817 |
1.0869 |
1.0986 |
|
| S4 |
1.0726 |
1.0778 |
1.0961 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1038 |
1.0947 |
0.0091 |
0.8% |
0.0067 |
0.6% |
71% |
False |
False |
157,479 |
| 10 |
1.1115 |
1.0875 |
0.0240 |
2.2% |
0.0077 |
0.7% |
57% |
False |
False |
158,934 |
| 20 |
1.1115 |
1.0768 |
0.0347 |
3.1% |
0.0080 |
0.7% |
70% |
False |
False |
164,214 |
| 40 |
1.1115 |
1.0581 |
0.0534 |
4.8% |
0.0089 |
0.8% |
81% |
False |
False |
178,943 |
| 60 |
1.1115 |
1.0581 |
0.0534 |
4.8% |
0.0087 |
0.8% |
81% |
False |
False |
119,718 |
| 80 |
1.1115 |
1.0581 |
0.0534 |
4.8% |
0.0085 |
0.8% |
81% |
False |
False |
89,941 |
| 100 |
1.1115 |
1.0478 |
0.0637 |
5.8% |
0.0084 |
0.8% |
84% |
False |
False |
72,101 |
| 120 |
1.1115 |
0.9920 |
0.1195 |
10.9% |
0.0084 |
0.8% |
91% |
False |
False |
60,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1269 |
|
2.618 |
1.1177 |
|
1.618 |
1.1120 |
|
1.000 |
1.1086 |
|
0.618 |
1.1064 |
|
HIGH |
1.1029 |
|
0.618 |
1.1007 |
|
0.500 |
1.1001 |
|
0.382 |
1.0994 |
|
LOW |
1.0973 |
|
0.618 |
1.0938 |
|
1.000 |
1.0916 |
|
1.618 |
1.0881 |
|
2.618 |
1.0825 |
|
4.250 |
1.0732 |
|
|
| Fisher Pivots for day following 21-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1008 |
1.1005 |
| PP |
1.1004 |
1.0998 |
| S1 |
1.1001 |
1.0992 |
|