CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 01-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2023 |
01-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1059 |
1.1049 |
-0.0010 |
-0.1% |
1.1024 |
| High |
1.1076 |
1.1067 |
-0.0010 |
-0.1% |
1.1129 |
| Low |
1.0993 |
1.0995 |
0.0002 |
0.0% |
1.0993 |
| Close |
1.1049 |
1.1001 |
-0.0048 |
-0.4% |
1.1049 |
| Range |
0.0083 |
0.0072 |
-0.0012 |
-13.9% |
0.0136 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
243,211 |
122,625 |
-120,586 |
-49.6% |
1,081,597 |
|
| Daily Pivots for day following 01-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1235 |
1.1190 |
1.1040 |
|
| R3 |
1.1164 |
1.1118 |
1.1021 |
|
| R2 |
1.1092 |
1.1092 |
1.1014 |
|
| R1 |
1.1047 |
1.1047 |
1.1008 |
1.1034 |
| PP |
1.1021 |
1.1021 |
1.1021 |
1.1014 |
| S1 |
1.0975 |
1.0975 |
1.0994 |
1.0962 |
| S2 |
1.0949 |
1.0949 |
1.0988 |
|
| S3 |
1.0878 |
1.0904 |
1.0981 |
|
| S4 |
1.0806 |
1.0832 |
1.0962 |
|
|
| Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1465 |
1.1393 |
1.1123 |
|
| R3 |
1.1329 |
1.1257 |
1.1086 |
|
| R2 |
1.1193 |
1.1193 |
1.1073 |
|
| R1 |
1.1121 |
1.1121 |
1.1061 |
1.1157 |
| PP |
1.1057 |
1.1057 |
1.1057 |
1.1075 |
| S1 |
1.0985 |
1.0985 |
1.1036 |
1.1021 |
| S2 |
1.0921 |
1.0921 |
1.1024 |
|
| S3 |
1.0785 |
1.0849 |
1.1011 |
|
| S4 |
1.0649 |
1.0713 |
1.0974 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1129 |
1.0993 |
0.0136 |
1.2% |
0.0092 |
0.8% |
6% |
False |
False |
209,322 |
| 10 |
1.1129 |
1.0954 |
0.0175 |
1.6% |
0.0079 |
0.7% |
27% |
False |
False |
181,695 |
| 20 |
1.1129 |
1.0836 |
0.0294 |
2.7% |
0.0083 |
0.8% |
56% |
False |
False |
172,849 |
| 40 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0090 |
0.8% |
77% |
False |
False |
206,644 |
| 60 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0087 |
0.8% |
77% |
False |
False |
139,725 |
| 80 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0087 |
0.8% |
77% |
False |
False |
104,971 |
| 100 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0084 |
0.8% |
77% |
False |
False |
84,113 |
| 120 |
1.1129 |
1.0119 |
0.1011 |
9.2% |
0.0084 |
0.8% |
87% |
False |
False |
70,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1370 |
|
2.618 |
1.1254 |
|
1.618 |
1.1182 |
|
1.000 |
1.1138 |
|
0.618 |
1.1111 |
|
HIGH |
1.1067 |
|
0.618 |
1.1039 |
|
0.500 |
1.1031 |
|
0.382 |
1.1022 |
|
LOW |
1.0995 |
|
0.618 |
1.0951 |
|
1.000 |
1.0924 |
|
1.618 |
1.0879 |
|
2.618 |
1.0808 |
|
4.250 |
1.0691 |
|
|
| Fisher Pivots for day following 01-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1031 |
1.1044 |
| PP |
1.1021 |
1.1030 |
| S1 |
1.1011 |
1.1015 |
|