CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 14-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2023 |
14-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1033 |
1.1087 |
0.0054 |
0.5% |
1.0952 |
| High |
1.1108 |
1.1115 |
0.0007 |
0.1% |
1.1115 |
| Low |
1.1017 |
1.1012 |
-0.0005 |
0.0% |
1.0875 |
| Close |
1.1088 |
1.1038 |
-0.0051 |
-0.5% |
1.1038 |
| Range |
0.0091 |
0.0103 |
0.0012 |
12.6% |
0.0240 |
| ATR |
0.0089 |
0.0090 |
0.0001 |
1.0% |
0.0000 |
| Volume |
181,406 |
196,365 |
14,959 |
8.2% |
801,952 |
|
| Daily Pivots for day following 14-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1362 |
1.1302 |
1.1094 |
|
| R3 |
1.1260 |
1.1200 |
1.1066 |
|
| R2 |
1.1157 |
1.1157 |
1.1056 |
|
| R1 |
1.1097 |
1.1097 |
1.1047 |
1.1076 |
| PP |
1.1055 |
1.1055 |
1.1055 |
1.1044 |
| S1 |
1.0995 |
1.0995 |
1.1028 |
1.0974 |
| S2 |
1.0952 |
1.0952 |
1.1019 |
|
| S3 |
1.0850 |
1.0892 |
1.1009 |
|
| S4 |
1.0747 |
1.0790 |
1.0981 |
|
|
| Weekly Pivots for week ending 14-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1729 |
1.1623 |
1.1170 |
|
| R3 |
1.1489 |
1.1383 |
1.1104 |
|
| R2 |
1.1249 |
1.1249 |
1.1082 |
|
| R1 |
1.1143 |
1.1143 |
1.1060 |
1.1196 |
| PP |
1.1009 |
1.1009 |
1.1009 |
1.1035 |
| S1 |
1.0903 |
1.0903 |
1.1016 |
1.0956 |
| S2 |
1.0769 |
1.0769 |
1.0994 |
|
| S3 |
1.0529 |
1.0663 |
1.0972 |
|
| S4 |
1.0289 |
1.0423 |
1.0906 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1115 |
1.0875 |
0.0240 |
2.2% |
0.0087 |
0.8% |
68% |
True |
False |
160,390 |
| 10 |
1.1115 |
1.0836 |
0.0279 |
2.5% |
0.0087 |
0.8% |
72% |
True |
False |
166,241 |
| 20 |
1.1115 |
1.0669 |
0.0446 |
4.0% |
0.0089 |
0.8% |
83% |
True |
False |
176,794 |
| 40 |
1.1115 |
1.0581 |
0.0534 |
4.8% |
0.0089 |
0.8% |
86% |
True |
False |
159,473 |
| 60 |
1.1115 |
1.0581 |
0.0534 |
4.8% |
0.0086 |
0.8% |
86% |
True |
False |
106,641 |
| 80 |
1.1115 |
1.0581 |
0.0534 |
4.8% |
0.0085 |
0.8% |
86% |
True |
False |
80,123 |
| 100 |
1.1115 |
1.0400 |
0.0715 |
6.5% |
0.0083 |
0.8% |
89% |
True |
False |
64,233 |
| 120 |
1.1115 |
0.9889 |
0.1226 |
11.1% |
0.0085 |
0.8% |
94% |
True |
False |
53,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1550 |
|
2.618 |
1.1383 |
|
1.618 |
1.1280 |
|
1.000 |
1.1217 |
|
0.618 |
1.1178 |
|
HIGH |
1.1115 |
|
0.618 |
1.1075 |
|
0.500 |
1.1063 |
|
0.382 |
1.1051 |
|
LOW |
1.1012 |
|
0.618 |
1.0949 |
|
1.000 |
1.0910 |
|
1.618 |
1.0846 |
|
2.618 |
1.0744 |
|
4.250 |
1.0576 |
|
|
| Fisher Pivots for day following 14-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1063 |
1.1036 |
| PP |
1.1055 |
1.1035 |
| S1 |
1.1046 |
1.1034 |
|