CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 04-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2023 |
04-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0888 |
1.0951 |
0.0063 |
0.6% |
1.0817 |
| High |
1.0964 |
1.1020 |
0.0056 |
0.5% |
1.0976 |
| Low |
1.0836 |
1.0930 |
0.0094 |
0.9% |
1.0798 |
| Close |
1.0944 |
1.1000 |
0.0056 |
0.5% |
1.0904 |
| Range |
0.0129 |
0.0090 |
-0.0039 |
-30.0% |
0.0179 |
| ATR |
0.0094 |
0.0094 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
183,252 |
184,554 |
1,302 |
0.7% |
784,562 |
|
| Daily Pivots for day following 04-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1253 |
1.1216 |
1.1049 |
|
| R3 |
1.1163 |
1.1126 |
1.1024 |
|
| R2 |
1.1073 |
1.1073 |
1.1016 |
|
| R1 |
1.1036 |
1.1036 |
1.1008 |
1.1055 |
| PP |
1.0983 |
1.0983 |
1.0983 |
1.0992 |
| S1 |
1.0946 |
1.0946 |
1.0991 |
1.0965 |
| S2 |
1.0893 |
1.0893 |
1.0983 |
|
| S3 |
1.0803 |
1.0856 |
1.0975 |
|
| S4 |
1.0713 |
1.0766 |
1.0950 |
|
|
| 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 |
1.1020 |
1.0836 |
0.0184 |
1.7% |
0.0093 |
0.8% |
89% |
True |
False |
176,970 |
| 10 |
1.1020 |
1.0768 |
0.0252 |
2.3% |
0.0095 |
0.9% |
92% |
True |
False |
185,867 |
| 20 |
1.1020 |
1.0581 |
0.0439 |
4.0% |
0.0097 |
0.9% |
95% |
True |
False |
247,295 |
| 40 |
1.1020 |
1.0581 |
0.0439 |
4.0% |
0.0088 |
0.8% |
95% |
True |
False |
132,278 |
| 60 |
1.1111 |
1.0581 |
0.0530 |
4.8% |
0.0087 |
0.8% |
79% |
False |
False |
88,446 |
| 80 |
1.1111 |
1.0581 |
0.0530 |
4.8% |
0.0085 |
0.8% |
79% |
False |
False |
66,463 |
| 100 |
1.1111 |
1.0150 |
0.0961 |
8.7% |
0.0085 |
0.8% |
88% |
False |
False |
53,279 |
| 120 |
1.1111 |
0.9826 |
0.1285 |
11.7% |
0.0085 |
0.8% |
91% |
False |
False |
44,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1402 |
|
2.618 |
1.1255 |
|
1.618 |
1.1165 |
|
1.000 |
1.1110 |
|
0.618 |
1.1075 |
|
HIGH |
1.1020 |
|
0.618 |
1.0985 |
|
0.500 |
1.0975 |
|
0.382 |
1.0964 |
|
LOW |
1.0930 |
|
0.618 |
1.0874 |
|
1.000 |
1.0840 |
|
1.618 |
1.0784 |
|
2.618 |
1.0694 |
|
4.250 |
1.0547 |
|
|
| Fisher Pivots for day following 04-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0991 |
1.0976 |
| PP |
1.0983 |
1.0952 |
| S1 |
1.0975 |
1.0928 |
|