CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 05-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2023 |
05-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0951 |
1.0998 |
0.0048 |
0.4% |
1.0817 |
| High |
1.1020 |
1.1013 |
-0.0007 |
-0.1% |
1.0976 |
| Low |
1.0930 |
1.0935 |
0.0005 |
0.0% |
1.0798 |
| Close |
1.1000 |
1.0953 |
-0.0047 |
-0.4% |
1.0904 |
| Range |
0.0090 |
0.0078 |
-0.0012 |
-13.3% |
0.0179 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
184,554 |
172,427 |
-12,127 |
-6.6% |
784,562 |
|
| Daily Pivots for day following 05-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1201 |
1.1155 |
1.0996 |
|
| R3 |
1.1123 |
1.1077 |
1.0974 |
|
| R2 |
1.1045 |
1.1045 |
1.0967 |
|
| R1 |
1.0999 |
1.0999 |
1.0960 |
1.0983 |
| PP |
1.0967 |
1.0967 |
1.0967 |
1.0959 |
| S1 |
1.0921 |
1.0921 |
1.0946 |
1.0905 |
| S2 |
1.0889 |
1.0889 |
1.0939 |
|
| S3 |
1.0811 |
1.0843 |
1.0932 |
|
| S4 |
1.0733 |
1.0765 |
1.0910 |
|
|
| 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% |
0.0098 |
0.9% |
64% |
False |
False |
181,756 |
| 10 |
1.1020 |
1.0768 |
0.0252 |
2.3% |
0.0088 |
0.8% |
74% |
False |
False |
181,959 |
| 20 |
1.1020 |
1.0581 |
0.0439 |
4.0% |
0.0099 |
0.9% |
85% |
False |
False |
232,010 |
| 40 |
1.1020 |
1.0581 |
0.0439 |
4.0% |
0.0088 |
0.8% |
85% |
False |
False |
136,571 |
| 60 |
1.1111 |
1.0581 |
0.0530 |
4.8% |
0.0086 |
0.8% |
70% |
False |
False |
91,310 |
| 80 |
1.1111 |
1.0581 |
0.0530 |
4.8% |
0.0085 |
0.8% |
70% |
False |
False |
68,604 |
| 100 |
1.1111 |
1.0150 |
0.0961 |
8.8% |
0.0085 |
0.8% |
84% |
False |
False |
55,003 |
| 120 |
1.1111 |
0.9826 |
0.1285 |
11.7% |
0.0085 |
0.8% |
88% |
False |
False |
45,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1344 |
|
2.618 |
1.1217 |
|
1.618 |
1.1139 |
|
1.000 |
1.1091 |
|
0.618 |
1.1061 |
|
HIGH |
1.1013 |
|
0.618 |
1.0983 |
|
0.500 |
1.0974 |
|
0.382 |
1.0964 |
|
LOW |
1.0935 |
|
0.618 |
1.0886 |
|
1.000 |
1.0857 |
|
1.618 |
1.0808 |
|
2.618 |
1.0730 |
|
4.250 |
1.0603 |
|
|
| Fisher Pivots for day following 05-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0974 |
1.0945 |
| PP |
1.0967 |
1.0936 |
| S1 |
1.0960 |
1.0928 |
|