CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 12-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2023 |
12-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0908 |
1.0956 |
0.0049 |
0.4% |
1.0888 |
| High |
1.0971 |
1.1043 |
0.0072 |
0.7% |
1.1020 |
| Low |
1.0903 |
1.0954 |
0.0051 |
0.5% |
1.0836 |
| Close |
1.0950 |
1.1037 |
0.0087 |
0.8% |
1.0975 |
| Range |
0.0068 |
0.0089 |
0.0021 |
30.1% |
0.0184 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
0.3% |
0.0000 |
| Volume |
129,375 |
198,851 |
69,476 |
53.7% |
663,427 |
|
| Daily Pivots for day following 12-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1277 |
1.1245 |
1.1086 |
|
| R3 |
1.1188 |
1.1157 |
1.1061 |
|
| R2 |
1.1100 |
1.1100 |
1.1053 |
|
| R1 |
1.1068 |
1.1068 |
1.1045 |
1.1084 |
| PP |
1.1011 |
1.1011 |
1.1011 |
1.1019 |
| S1 |
1.0980 |
1.0980 |
1.1029 |
1.0996 |
| S2 |
1.0923 |
1.0923 |
1.1021 |
|
| S3 |
1.0834 |
1.0891 |
1.1013 |
|
| S4 |
1.0746 |
1.0803 |
1.0988 |
|
|
| 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 |
1.1043 |
1.0875 |
0.0168 |
1.5% |
0.0075 |
0.7% |
97% |
True |
False |
143,960 |
| 10 |
1.1043 |
1.0836 |
0.0207 |
1.9% |
0.0084 |
0.8% |
97% |
True |
False |
160,465 |
| 20 |
1.1043 |
1.0581 |
0.0462 |
4.2% |
0.0096 |
0.9% |
99% |
True |
False |
191,482 |
| 40 |
1.1043 |
1.0581 |
0.0462 |
4.2% |
0.0089 |
0.8% |
99% |
True |
False |
150,112 |
| 60 |
1.1111 |
1.0581 |
0.0530 |
4.8% |
0.0086 |
0.8% |
86% |
False |
False |
100,374 |
| 80 |
1.1111 |
1.0581 |
0.0530 |
4.8% |
0.0085 |
0.8% |
86% |
False |
False |
75,415 |
| 100 |
1.1111 |
1.0400 |
0.0711 |
6.4% |
0.0083 |
0.7% |
90% |
False |
False |
60,460 |
| 120 |
1.1111 |
0.9889 |
0.1222 |
11.1% |
0.0085 |
0.8% |
94% |
False |
False |
50,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1419 |
|
2.618 |
1.1274 |
|
1.618 |
1.1186 |
|
1.000 |
1.1131 |
|
0.618 |
1.1097 |
|
HIGH |
1.1043 |
|
0.618 |
1.1009 |
|
0.500 |
1.0998 |
|
0.382 |
1.0988 |
|
LOW |
1.0954 |
|
0.618 |
1.0899 |
|
1.000 |
1.0866 |
|
1.618 |
1.0811 |
|
2.618 |
1.0722 |
|
4.250 |
1.0578 |
|
|
| Fisher Pivots for day following 12-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1024 |
1.1011 |
| PP |
1.1011 |
1.0985 |
| S1 |
1.0998 |
1.0959 |
|