CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 24-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2023 |
24-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1003 |
1.1024 |
0.0021 |
0.2% |
1.1036 |
| High |
1.1029 |
1.1085 |
0.0056 |
0.5% |
1.1038 |
| Low |
1.0973 |
1.1001 |
0.0028 |
0.3% |
1.0947 |
| Close |
1.1012 |
1.1082 |
0.0070 |
0.6% |
1.1012 |
| Range |
0.0057 |
0.0085 |
0.0028 |
49.6% |
0.0091 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
0.2% |
0.0000 |
| Volume |
158,854 |
157,609 |
-1,245 |
-0.8% |
787,395 |
|
| Daily Pivots for day following 24-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1309 |
1.1280 |
1.1128 |
|
| R3 |
1.1225 |
1.1195 |
1.1105 |
|
| R2 |
1.1140 |
1.1140 |
1.1097 |
|
| R1 |
1.1111 |
1.1111 |
1.1089 |
1.1126 |
| PP |
1.1056 |
1.1056 |
1.1056 |
1.1063 |
| S1 |
1.1026 |
1.1026 |
1.1074 |
1.1041 |
| S2 |
1.0971 |
1.0971 |
1.1066 |
|
| S3 |
1.0887 |
1.0942 |
1.1058 |
|
| S4 |
1.0802 |
1.0857 |
1.1035 |
|
|
| 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 |
1.1085 |
1.0954 |
0.0131 |
1.2% |
0.0066 |
0.6% |
97% |
True |
False |
154,069 |
| 10 |
1.1115 |
1.0903 |
0.0212 |
1.9% |
0.0077 |
0.7% |
84% |
False |
False |
165,100 |
| 20 |
1.1115 |
1.0798 |
0.0317 |
2.9% |
0.0078 |
0.7% |
90% |
False |
False |
159,747 |
| 40 |
1.1115 |
1.0581 |
0.0534 |
4.8% |
0.0089 |
0.8% |
94% |
False |
False |
182,792 |
| 60 |
1.1115 |
1.0581 |
0.0534 |
4.8% |
0.0087 |
0.8% |
94% |
False |
False |
122,336 |
| 80 |
1.1115 |
1.0581 |
0.0534 |
4.8% |
0.0086 |
0.8% |
94% |
False |
False |
91,907 |
| 100 |
1.1115 |
1.0478 |
0.0637 |
5.7% |
0.0083 |
0.8% |
95% |
False |
False |
73,677 |
| 120 |
1.1115 |
0.9920 |
0.1195 |
10.8% |
0.0084 |
0.8% |
97% |
False |
False |
61,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1444 |
|
2.618 |
1.1306 |
|
1.618 |
1.1222 |
|
1.000 |
1.1170 |
|
0.618 |
1.1137 |
|
HIGH |
1.1085 |
|
0.618 |
1.1053 |
|
0.500 |
1.1043 |
|
0.382 |
1.1033 |
|
LOW |
1.1001 |
|
0.618 |
1.0948 |
|
1.000 |
1.0916 |
|
1.618 |
1.0864 |
|
2.618 |
1.0779 |
|
4.250 |
1.0641 |
|
|
| Fisher Pivots for day following 24-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1069 |
1.1063 |
| PP |
1.1056 |
1.1045 |
| S1 |
1.1043 |
1.1027 |
|