CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 11-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2023 |
11-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0952 |
1.0908 |
-0.0044 |
-0.4% |
1.0888 |
| High |
1.0961 |
1.0971 |
0.0011 |
0.1% |
1.1020 |
| Low |
1.0875 |
1.0903 |
0.0029 |
0.3% |
1.0836 |
| Close |
1.0903 |
1.0950 |
0.0048 |
0.4% |
1.0975 |
| Range |
0.0086 |
0.0068 |
-0.0018 |
-20.9% |
0.0184 |
| ATR |
0.0091 |
0.0089 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
95,955 |
129,375 |
33,420 |
34.8% |
663,427 |
|
| Daily Pivots for day following 11-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1145 |
1.1116 |
1.0987 |
|
| R3 |
1.1077 |
1.1048 |
1.0969 |
|
| R2 |
1.1009 |
1.1009 |
1.0962 |
|
| R1 |
1.0980 |
1.0980 |
1.0956 |
1.0995 |
| PP |
1.0941 |
1.0941 |
1.0941 |
1.0949 |
| S1 |
1.0912 |
1.0912 |
1.0944 |
1.0927 |
| S2 |
1.0873 |
1.0873 |
1.0938 |
|
| S3 |
1.0805 |
1.0844 |
1.0931 |
|
| S4 |
1.0737 |
1.0776 |
1.0913 |
|
|
| Weekly Pivots for week ending 07-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1495 |
1.1419 |
1.1076 |
|
| R3 |
1.1311 |
1.1235 |
1.1026 |
|
| R2 |
1.1127 |
1.1127 |
1.1009 |
|
| R1 |
1.1051 |
1.1051 |
1.0992 |
1.1089 |
| PP |
1.0943 |
1.0943 |
1.0943 |
1.0962 |
| S1 |
1.0867 |
1.0867 |
1.0958 |
1.0905 |
| S2 |
1.0759 |
1.0759 |
1.0941 |
|
| S3 |
1.0575 |
1.0683 |
1.0924 |
|
| S4 |
1.0391 |
1.0499 |
1.0874 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1020 |
1.0875 |
0.0145 |
1.3% |
0.0075 |
0.7% |
52% |
False |
False |
141,101 |
| 10 |
1.1020 |
1.0836 |
0.0184 |
1.7% |
0.0080 |
0.7% |
62% |
False |
False |
154,735 |
| 20 |
1.1020 |
1.0581 |
0.0439 |
4.0% |
0.0095 |
0.9% |
84% |
False |
False |
194,378 |
| 40 |
1.1020 |
1.0581 |
0.0439 |
4.0% |
0.0088 |
0.8% |
84% |
False |
False |
145,178 |
| 60 |
1.1111 |
1.0581 |
0.0530 |
4.8% |
0.0086 |
0.8% |
70% |
False |
False |
97,072 |
| 80 |
1.1111 |
1.0581 |
0.0530 |
4.8% |
0.0084 |
0.8% |
70% |
False |
False |
72,933 |
| 100 |
1.1111 |
1.0400 |
0.0711 |
6.5% |
0.0083 |
0.8% |
77% |
False |
False |
58,475 |
| 120 |
1.1111 |
0.9889 |
0.1222 |
11.2% |
0.0084 |
0.8% |
87% |
False |
False |
48,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1260 |
|
2.618 |
1.1149 |
|
1.618 |
1.1081 |
|
1.000 |
1.1039 |
|
0.618 |
1.1013 |
|
HIGH |
1.0971 |
|
0.618 |
1.0945 |
|
0.500 |
1.0937 |
|
0.382 |
1.0929 |
|
LOW |
1.0903 |
|
0.618 |
1.0861 |
|
1.000 |
1.0835 |
|
1.618 |
1.0793 |
|
2.618 |
1.0725 |
|
4.250 |
1.0614 |
|
|
| Fisher Pivots for day following 11-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0946 |
1.0943 |
| PP |
1.0941 |
1.0935 |
| S1 |
1.0937 |
1.0928 |
|