CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 06-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2023 |
06-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0998 |
1.0952 |
-0.0046 |
-0.4% |
1.0817 |
| High |
1.1013 |
1.0981 |
-0.0032 |
-0.3% |
1.0976 |
| Low |
1.0935 |
1.0929 |
-0.0006 |
-0.1% |
1.0798 |
| Close |
1.0953 |
1.0975 |
0.0022 |
0.2% |
1.0904 |
| Range |
0.0078 |
0.0053 |
-0.0026 |
-32.7% |
0.0179 |
| ATR |
0.0093 |
0.0090 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
172,427 |
123,194 |
-49,233 |
-28.6% |
784,562 |
|
| Daily Pivots for day following 06-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1119 |
1.1100 |
1.1004 |
|
| R3 |
1.1067 |
1.1047 |
1.0989 |
|
| R2 |
1.1014 |
1.1014 |
1.0985 |
|
| R1 |
1.0995 |
1.0995 |
1.0980 |
1.1004 |
| PP |
1.0962 |
1.0962 |
1.0962 |
1.0966 |
| S1 |
1.0942 |
1.0942 |
1.0970 |
1.0952 |
| S2 |
1.0909 |
1.0909 |
1.0965 |
|
| S3 |
1.0857 |
1.0890 |
1.0961 |
|
| S4 |
1.0804 |
1.0837 |
1.0946 |
|
|
| 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% |
0.0088 |
0.8% |
76% |
False |
False |
172,093 |
| 10 |
1.1020 |
1.0768 |
0.0252 |
2.3% |
0.0082 |
0.8% |
82% |
False |
False |
169,495 |
| 20 |
1.1020 |
1.0581 |
0.0439 |
4.0% |
0.0099 |
0.9% |
90% |
False |
False |
222,048 |
| 40 |
1.1020 |
1.0581 |
0.0439 |
4.0% |
0.0088 |
0.8% |
90% |
False |
False |
139,638 |
| 60 |
1.1111 |
1.0581 |
0.0530 |
4.8% |
0.0087 |
0.8% |
74% |
False |
False |
93,361 |
| 80 |
1.1111 |
1.0581 |
0.0530 |
4.8% |
0.0085 |
0.8% |
74% |
False |
False |
70,143 |
| 100 |
1.1111 |
1.0334 |
0.0777 |
7.1% |
0.0084 |
0.8% |
83% |
False |
False |
56,226 |
| 120 |
1.1111 |
0.9889 |
0.1222 |
11.1% |
0.0084 |
0.8% |
89% |
False |
False |
46,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1204 |
|
2.618 |
1.1118 |
|
1.618 |
1.1066 |
|
1.000 |
1.1034 |
|
0.618 |
1.1013 |
|
HIGH |
1.0981 |
|
0.618 |
1.0961 |
|
0.500 |
1.0955 |
|
0.382 |
1.0949 |
|
LOW |
1.0929 |
|
0.618 |
1.0896 |
|
1.000 |
1.0876 |
|
1.618 |
1.0844 |
|
2.618 |
1.0791 |
|
4.250 |
1.0705 |
|
|
| Fisher Pivots for day following 06-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0968 |
1.0975 |
| PP |
1.0962 |
1.0974 |
| S1 |
1.0955 |
1.0974 |
|