CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 25-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2023 |
25-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1024 |
1.1081 |
0.0057 |
0.5% |
1.1036 |
| High |
1.1085 |
1.1103 |
0.0018 |
0.2% |
1.1038 |
| Low |
1.1001 |
1.0998 |
-0.0003 |
0.0% |
1.0947 |
| Close |
1.1082 |
1.1006 |
-0.0076 |
-0.7% |
1.1012 |
| Range |
0.0085 |
0.0105 |
0.0020 |
23.7% |
0.0091 |
| ATR |
0.0083 |
0.0084 |
0.0002 |
1.9% |
0.0000 |
| Volume |
157,609 |
195,330 |
37,721 |
23.9% |
787,395 |
|
| Daily Pivots for day following 25-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1349 |
1.1282 |
1.1063 |
|
| R3 |
1.1245 |
1.1178 |
1.1035 |
|
| R2 |
1.1140 |
1.1140 |
1.1025 |
|
| R1 |
1.1073 |
1.1073 |
1.1016 |
1.1054 |
| PP |
1.1036 |
1.1036 |
1.1036 |
1.1026 |
| S1 |
1.0969 |
1.0969 |
1.0996 |
1.0950 |
| S2 |
1.0931 |
1.0931 |
1.0987 |
|
| S3 |
1.0827 |
1.0864 |
1.0977 |
|
| S4 |
1.0722 |
1.0760 |
1.0949 |
|
|
| 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 |
1.1103 |
1.0954 |
0.0149 |
1.3% |
0.0074 |
0.7% |
35% |
True |
False |
164,841 |
| 10 |
1.1115 |
1.0947 |
0.0168 |
1.5% |
0.0081 |
0.7% |
35% |
False |
False |
171,695 |
| 20 |
1.1115 |
1.0836 |
0.0279 |
2.5% |
0.0080 |
0.7% |
61% |
False |
False |
163,215 |
| 40 |
1.1115 |
1.0581 |
0.0534 |
4.9% |
0.0090 |
0.8% |
80% |
False |
False |
187,556 |
| 60 |
1.1115 |
1.0581 |
0.0534 |
4.9% |
0.0088 |
0.8% |
80% |
False |
False |
125,585 |
| 80 |
1.1115 |
1.0581 |
0.0534 |
4.9% |
0.0087 |
0.8% |
80% |
False |
False |
94,345 |
| 100 |
1.1115 |
1.0500 |
0.0615 |
5.6% |
0.0084 |
0.8% |
82% |
False |
False |
75,628 |
| 120 |
1.1115 |
0.9920 |
0.1195 |
10.9% |
0.0085 |
0.8% |
91% |
False |
False |
63,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1547 |
|
2.618 |
1.1376 |
|
1.618 |
1.1272 |
|
1.000 |
1.1207 |
|
0.618 |
1.1167 |
|
HIGH |
1.1103 |
|
0.618 |
1.1063 |
|
0.500 |
1.1050 |
|
0.382 |
1.1038 |
|
LOW |
1.0998 |
|
0.618 |
1.0933 |
|
1.000 |
1.0894 |
|
1.618 |
1.0829 |
|
2.618 |
1.0724 |
|
4.250 |
1.0554 |
|
|
| Fisher Pivots for day following 25-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1050 |
1.1038 |
| PP |
1.1036 |
1.1027 |
| S1 |
1.1021 |
1.1017 |
|