CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 04-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2023 |
04-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1032 |
1.1094 |
0.0062 |
0.6% |
1.1024 |
| High |
1.1122 |
1.1120 |
-0.0002 |
0.0% |
1.1129 |
| Low |
1.1030 |
1.1015 |
-0.0015 |
-0.1% |
1.0993 |
| Close |
1.1091 |
1.1044 |
-0.0047 |
-0.4% |
1.1049 |
| Range |
0.0092 |
0.0105 |
0.0013 |
14.1% |
0.0136 |
| ATR |
0.0084 |
0.0086 |
0.0001 |
1.8% |
0.0000 |
| Volume |
218,286 |
280,253 |
61,967 |
28.4% |
1,081,597 |
|
| Daily Pivots for day following 04-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1374 |
1.1314 |
1.1102 |
|
| R3 |
1.1269 |
1.1209 |
1.1073 |
|
| R2 |
1.1164 |
1.1164 |
1.1063 |
|
| R1 |
1.1104 |
1.1104 |
1.1054 |
1.1082 |
| PP |
1.1059 |
1.1059 |
1.1059 |
1.1048 |
| S1 |
1.0999 |
1.0999 |
1.1034 |
1.0977 |
| S2 |
1.0954 |
1.0954 |
1.1025 |
|
| S3 |
1.0849 |
1.0894 |
1.1015 |
|
| S4 |
1.0744 |
1.0789 |
1.0986 |
|
|
| 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 |
1.1122 |
1.0972 |
0.0150 |
1.4% |
0.0084 |
0.8% |
48% |
False |
False |
212,434 |
| 10 |
1.1129 |
1.0972 |
0.0157 |
1.4% |
0.0086 |
0.8% |
46% |
False |
False |
205,941 |
| 20 |
1.1129 |
1.0875 |
0.0255 |
2.3% |
0.0081 |
0.7% |
67% |
False |
False |
180,654 |
| 40 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0090 |
0.8% |
85% |
False |
False |
206,332 |
| 60 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0086 |
0.8% |
85% |
False |
False |
151,265 |
| 80 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0085 |
0.8% |
85% |
False |
False |
113,646 |
| 100 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0084 |
0.8% |
85% |
False |
False |
91,014 |
| 120 |
1.1129 |
1.0150 |
0.0979 |
8.9% |
0.0085 |
0.8% |
91% |
False |
False |
75,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1566 |
|
2.618 |
1.1394 |
|
1.618 |
1.1289 |
|
1.000 |
1.1225 |
|
0.618 |
1.1184 |
|
HIGH |
1.1120 |
|
0.618 |
1.1079 |
|
0.500 |
1.1067 |
|
0.382 |
1.1055 |
|
LOW |
1.1015 |
|
0.618 |
1.0950 |
|
1.000 |
1.0910 |
|
1.618 |
1.0845 |
|
2.618 |
1.0740 |
|
4.250 |
1.0568 |
|
|
| Fisher Pivots for day following 04-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1067 |
1.1047 |
| PP |
1.1059 |
1.1046 |
| S1 |
1.1052 |
1.1045 |
|