CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 03-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2023 |
03-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0955 |
1.0888 |
-0.0068 |
-0.6% |
1.0817 |
| High |
1.0975 |
1.0964 |
-0.0011 |
-0.1% |
1.0976 |
| Low |
1.0885 |
1.0836 |
-0.0050 |
-0.5% |
1.0798 |
| Close |
1.0904 |
1.0944 |
0.0040 |
0.4% |
1.0904 |
| Range |
0.0090 |
0.0129 |
0.0039 |
43.6% |
0.0179 |
| ATR |
0.0092 |
0.0094 |
0.0003 |
2.9% |
0.0000 |
| Volume |
197,039 |
183,252 |
-13,787 |
-7.0% |
784,562 |
|
| Daily Pivots for day following 03-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1300 |
1.1250 |
1.1014 |
|
| R3 |
1.1171 |
1.1122 |
1.0979 |
|
| R2 |
1.1043 |
1.1043 |
1.0967 |
|
| R1 |
1.0993 |
1.0993 |
1.0955 |
1.1018 |
| PP |
1.0914 |
1.0914 |
1.0914 |
1.0927 |
| S1 |
1.0865 |
1.0865 |
1.0932 |
1.0890 |
| S2 |
1.0786 |
1.0786 |
1.0920 |
|
| S3 |
1.0657 |
1.0736 |
1.0908 |
|
| S4 |
1.0529 |
1.0608 |
1.0873 |
|
|
| Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1428 |
1.1344 |
1.1002 |
|
| R3 |
1.1249 |
1.1166 |
1.0953 |
|
| R2 |
1.1071 |
1.1071 |
1.0936 |
|
| R1 |
1.0987 |
1.0987 |
1.0920 |
1.1029 |
| PP |
1.0892 |
1.0892 |
1.0892 |
1.0913 |
| S1 |
1.0809 |
1.0809 |
1.0887 |
1.0851 |
| S2 |
1.0714 |
1.0714 |
1.0871 |
|
| S3 |
1.0535 |
1.0630 |
1.0854 |
|
| S4 |
1.0357 |
1.0452 |
1.0805 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0976 |
1.0836 |
0.0141 |
1.3% |
0.0085 |
0.8% |
77% |
False |
True |
168,370 |
| 10 |
1.0984 |
1.0762 |
0.0222 |
2.0% |
0.0095 |
0.9% |
82% |
False |
False |
185,203 |
| 20 |
1.0984 |
1.0581 |
0.0403 |
3.7% |
0.0100 |
0.9% |
90% |
False |
False |
245,961 |
| 40 |
1.0984 |
1.0581 |
0.0403 |
3.7% |
0.0088 |
0.8% |
90% |
False |
False |
127,705 |
| 60 |
1.1111 |
1.0581 |
0.0530 |
4.8% |
0.0088 |
0.8% |
68% |
False |
False |
85,387 |
| 80 |
1.1111 |
1.0581 |
0.0530 |
4.8% |
0.0085 |
0.8% |
68% |
False |
False |
64,196 |
| 100 |
1.1111 |
1.0150 |
0.0961 |
8.8% |
0.0085 |
0.8% |
83% |
False |
False |
51,434 |
| 120 |
1.1111 |
0.9826 |
0.1285 |
11.7% |
0.0084 |
0.8% |
87% |
False |
False |
42,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1510 |
|
2.618 |
1.1300 |
|
1.618 |
1.1172 |
|
1.000 |
1.1093 |
|
0.618 |
1.1043 |
|
HIGH |
1.0964 |
|
0.618 |
1.0915 |
|
0.500 |
1.0900 |
|
0.382 |
1.0885 |
|
LOW |
1.0836 |
|
0.618 |
1.0756 |
|
1.000 |
1.0707 |
|
1.618 |
1.0628 |
|
2.618 |
1.0499 |
|
4.250 |
1.0289 |
|
|
| Fisher Pivots for day following 03-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0929 |
1.0931 |
| PP |
1.0914 |
1.0918 |
| S1 |
1.0900 |
1.0906 |
|