CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 27-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2023 |
27-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1010 |
1.1076 |
0.0066 |
0.6% |
1.1036 |
| High |
1.1129 |
1.1095 |
-0.0035 |
-0.3% |
1.1038 |
| Low |
1.1002 |
1.1023 |
0.0021 |
0.2% |
1.0947 |
| Close |
1.1073 |
1.1058 |
-0.0015 |
-0.1% |
1.1012 |
| Range |
0.0127 |
0.0072 |
-0.0056 |
-43.7% |
0.0091 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
283,972 |
201,475 |
-82,497 |
-29.1% |
787,395 |
|
| Daily Pivots for day following 27-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1273 |
1.1237 |
1.1097 |
|
| R3 |
1.1201 |
1.1165 |
1.1077 |
|
| R2 |
1.1130 |
1.1130 |
1.1071 |
|
| R1 |
1.1094 |
1.1094 |
1.1064 |
1.1076 |
| PP |
1.1058 |
1.1058 |
1.1058 |
1.1050 |
| S1 |
1.1022 |
1.1022 |
1.1051 |
1.1005 |
| S2 |
1.0987 |
1.0987 |
1.1044 |
|
| S3 |
1.0915 |
1.0951 |
1.1038 |
|
| S4 |
1.0844 |
1.0879 |
1.1018 |
|
|
| 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 |
1.1129 |
1.0973 |
0.0157 |
1.4% |
0.0089 |
0.8% |
54% |
False |
False |
199,448 |
| 10 |
1.1129 |
1.0947 |
0.0182 |
1.6% |
0.0082 |
0.7% |
61% |
False |
False |
182,214 |
| 20 |
1.1129 |
1.0836 |
0.0294 |
2.7% |
0.0085 |
0.8% |
76% |
False |
False |
172,985 |
| 40 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0090 |
0.8% |
87% |
False |
False |
199,053 |
| 60 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0089 |
0.8% |
87% |
False |
False |
133,661 |
| 80 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0087 |
0.8% |
87% |
False |
False |
100,407 |
| 100 |
1.1129 |
1.0580 |
0.0550 |
5.0% |
0.0084 |
0.8% |
87% |
False |
False |
80,477 |
| 120 |
1.1129 |
0.9920 |
0.1210 |
10.9% |
0.0086 |
0.8% |
94% |
False |
False |
67,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1398 |
|
2.618 |
1.1282 |
|
1.618 |
1.1210 |
|
1.000 |
1.1166 |
|
0.618 |
1.1139 |
|
HIGH |
1.1095 |
|
0.618 |
1.1067 |
|
0.500 |
1.1059 |
|
0.382 |
1.1050 |
|
LOW |
1.1023 |
|
0.618 |
1.0979 |
|
1.000 |
1.0952 |
|
1.618 |
1.0907 |
|
2.618 |
1.0836 |
|
4.250 |
1.0719 |
|
|
| Fisher Pivots for day following 27-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1059 |
1.1064 |
| PP |
1.1058 |
1.1062 |
| S1 |
1.1058 |
1.1060 |
|