CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 17-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2023 |
17-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1087 |
1.1036 |
-0.0051 |
-0.5% |
1.0952 |
| High |
1.1115 |
1.1038 |
-0.0077 |
-0.7% |
1.1115 |
| Low |
1.1012 |
1.0947 |
-0.0065 |
-0.6% |
1.0875 |
| Close |
1.1038 |
1.0966 |
-0.0072 |
-0.7% |
1.1038 |
| Range |
0.0103 |
0.0091 |
-0.0012 |
-11.2% |
0.0240 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
0.1% |
0.0000 |
| Volume |
196,365 |
174,658 |
-21,707 |
-11.1% |
801,952 |
|
| Daily Pivots for day following 17-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1257 |
1.1202 |
1.1016 |
|
| R3 |
1.1166 |
1.1111 |
1.0991 |
|
| R2 |
1.1075 |
1.1075 |
1.0982 |
|
| R1 |
1.1020 |
1.1020 |
1.0974 |
1.1002 |
| PP |
1.0984 |
1.0984 |
1.0984 |
1.0974 |
| S1 |
1.0929 |
1.0929 |
1.0957 |
1.0911 |
| S2 |
1.0893 |
1.0893 |
1.0949 |
|
| S3 |
1.0802 |
1.0838 |
1.0940 |
|
| S4 |
1.0711 |
1.0747 |
1.0915 |
|
|
| 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 |
1.0903 |
0.0212 |
1.9% |
0.0088 |
0.8% |
30% |
False |
False |
176,131 |
| 10 |
1.1115 |
1.0836 |
0.0279 |
2.5% |
0.0088 |
0.8% |
47% |
False |
False |
164,003 |
| 20 |
1.1115 |
1.0691 |
0.0424 |
3.9% |
0.0090 |
0.8% |
65% |
False |
False |
175,502 |
| 40 |
1.1115 |
1.0581 |
0.0534 |
4.9% |
0.0090 |
0.8% |
72% |
False |
False |
163,800 |
| 60 |
1.1115 |
1.0581 |
0.0534 |
4.9% |
0.0087 |
0.8% |
72% |
False |
False |
109,542 |
| 80 |
1.1115 |
1.0581 |
0.0534 |
4.9% |
0.0085 |
0.8% |
72% |
False |
False |
82,300 |
| 100 |
1.1115 |
1.0400 |
0.0715 |
6.5% |
0.0084 |
0.8% |
79% |
False |
False |
65,979 |
| 120 |
1.1115 |
0.9920 |
0.1195 |
10.9% |
0.0085 |
0.8% |
88% |
False |
False |
55,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1425 |
|
2.618 |
1.1276 |
|
1.618 |
1.1185 |
|
1.000 |
1.1129 |
|
0.618 |
1.1094 |
|
HIGH |
1.1038 |
|
0.618 |
1.1003 |
|
0.500 |
1.0993 |
|
0.382 |
1.0982 |
|
LOW |
1.0947 |
|
0.618 |
1.0891 |
|
1.000 |
1.0856 |
|
1.618 |
1.0800 |
|
2.618 |
1.0709 |
|
4.250 |
1.0560 |
|
|
| Fisher Pivots for day following 17-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0993 |
1.1031 |
| PP |
1.0984 |
1.1009 |
| S1 |
1.0975 |
1.0987 |
|