CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 18-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2023 |
18-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1036 |
1.0964 |
-0.0072 |
-0.6% |
1.0952 |
| High |
1.1038 |
1.1022 |
-0.0017 |
-0.1% |
1.1115 |
| Low |
1.0947 |
1.0960 |
0.0013 |
0.1% |
1.0875 |
| Close |
1.0966 |
1.1010 |
0.0045 |
0.4% |
1.1038 |
| Range |
0.0091 |
0.0062 |
-0.0029 |
-31.9% |
0.0240 |
| ATR |
0.0090 |
0.0088 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
174,658 |
141,469 |
-33,189 |
-19.0% |
801,952 |
|
| Daily Pivots for day following 18-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1183 |
1.1159 |
1.1044 |
|
| R3 |
1.1121 |
1.1097 |
1.1027 |
|
| R2 |
1.1059 |
1.1059 |
1.1021 |
|
| R1 |
1.1035 |
1.1035 |
1.1016 |
1.1047 |
| PP |
1.0997 |
1.0997 |
1.0997 |
1.1003 |
| S1 |
1.0973 |
1.0973 |
1.1004 |
1.0985 |
| S2 |
1.0935 |
1.0935 |
1.0999 |
|
| S3 |
1.0873 |
1.0911 |
1.0993 |
|
| S4 |
1.0811 |
1.0849 |
1.0976 |
|
|
| 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 |
1.0947 |
0.0168 |
1.5% |
0.0087 |
0.8% |
38% |
False |
False |
178,549 |
| 10 |
1.1115 |
1.0875 |
0.0240 |
2.2% |
0.0081 |
0.7% |
56% |
False |
False |
159,825 |
| 20 |
1.1115 |
1.0762 |
0.0353 |
3.2% |
0.0088 |
0.8% |
70% |
False |
False |
172,514 |
| 40 |
1.1115 |
1.0581 |
0.0534 |
4.9% |
0.0089 |
0.8% |
80% |
False |
False |
167,297 |
| 60 |
1.1115 |
1.0581 |
0.0534 |
4.9% |
0.0087 |
0.8% |
80% |
False |
False |
111,889 |
| 80 |
1.1115 |
1.0581 |
0.0534 |
4.9% |
0.0085 |
0.8% |
80% |
False |
False |
84,066 |
| 100 |
1.1115 |
1.0414 |
0.0701 |
6.4% |
0.0084 |
0.8% |
85% |
False |
False |
67,393 |
| 120 |
1.1115 |
0.9920 |
0.1195 |
10.9% |
0.0085 |
0.8% |
91% |
False |
False |
56,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1285 |
|
2.618 |
1.1184 |
|
1.618 |
1.1122 |
|
1.000 |
1.1084 |
|
0.618 |
1.1060 |
|
HIGH |
1.1022 |
|
0.618 |
1.0998 |
|
0.500 |
1.0991 |
|
0.382 |
1.0983 |
|
LOW |
1.0960 |
|
0.618 |
1.0921 |
|
1.000 |
1.0898 |
|
1.618 |
1.0859 |
|
2.618 |
1.0797 |
|
4.250 |
1.0696 |
|
|
| Fisher Pivots for day following 18-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1004 |
1.1031 |
| PP |
1.0997 |
1.1024 |
| S1 |
1.0991 |
1.1017 |
|