CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 19-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2023 |
19-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0964 |
1.1012 |
0.0048 |
0.4% |
1.0952 |
| High |
1.1022 |
1.1022 |
0.0000 |
0.0% |
1.1115 |
| Low |
1.0960 |
1.0954 |
-0.0006 |
-0.1% |
1.0875 |
| Close |
1.1010 |
1.0990 |
-0.0020 |
-0.2% |
1.1038 |
| Range |
0.0062 |
0.0068 |
0.0006 |
8.9% |
0.0240 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
141,469 |
162,488 |
21,019 |
14.9% |
801,952 |
|
| Daily Pivots for day following 19-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1191 |
1.1158 |
1.1027 |
|
| R3 |
1.1124 |
1.1091 |
1.1009 |
|
| R2 |
1.1056 |
1.1056 |
1.1002 |
|
| R1 |
1.1023 |
1.1023 |
1.0996 |
1.1006 |
| PP |
1.0989 |
1.0989 |
1.0989 |
1.0980 |
| S1 |
1.0956 |
1.0956 |
1.0984 |
1.0938 |
| S2 |
1.0921 |
1.0921 |
1.0978 |
|
| S3 |
1.0854 |
1.0888 |
1.0971 |
|
| S4 |
1.0786 |
1.0821 |
1.0953 |
|
|
| 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% |
0.0083 |
0.8% |
26% |
False |
False |
171,277 |
| 10 |
1.1115 |
1.0875 |
0.0240 |
2.2% |
0.0079 |
0.7% |
48% |
False |
False |
157,618 |
| 20 |
1.1115 |
1.0768 |
0.0347 |
3.2% |
0.0087 |
0.8% |
64% |
False |
False |
171,742 |
| 40 |
1.1115 |
1.0581 |
0.0534 |
4.9% |
0.0089 |
0.8% |
77% |
False |
False |
171,331 |
| 60 |
1.1115 |
1.0581 |
0.0534 |
4.9% |
0.0087 |
0.8% |
77% |
False |
False |
114,590 |
| 80 |
1.1115 |
1.0581 |
0.0534 |
4.9% |
0.0085 |
0.8% |
77% |
False |
False |
86,091 |
| 100 |
1.1115 |
1.0478 |
0.0637 |
5.8% |
0.0084 |
0.8% |
80% |
False |
False |
69,015 |
| 120 |
1.1115 |
0.9920 |
0.1195 |
10.9% |
0.0084 |
0.8% |
90% |
False |
False |
57,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1308 |
|
2.618 |
1.1198 |
|
1.618 |
1.1131 |
|
1.000 |
1.1089 |
|
0.618 |
1.1063 |
|
HIGH |
1.1022 |
|
0.618 |
1.0996 |
|
0.500 |
1.0988 |
|
0.382 |
1.0980 |
|
LOW |
1.0954 |
|
0.618 |
1.0912 |
|
1.000 |
1.0887 |
|
1.618 |
1.0845 |
|
2.618 |
1.0777 |
|
4.250 |
1.0667 |
|
|
| Fisher Pivots for day following 19-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0989 |
1.0993 |
| PP |
1.0989 |
1.0992 |
| S1 |
1.0988 |
1.0991 |
|