CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 20-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2023 |
20-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1012 |
1.0994 |
-0.0018 |
-0.2% |
1.0952 |
| High |
1.1022 |
1.1026 |
0.0004 |
0.0% |
1.1115 |
| Low |
1.0954 |
1.0969 |
0.0015 |
0.1% |
1.0875 |
| Close |
1.0990 |
1.1001 |
0.0011 |
0.1% |
1.1038 |
| Range |
0.0068 |
0.0057 |
-0.0011 |
-15.6% |
0.0240 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
162,488 |
149,926 |
-12,562 |
-7.7% |
801,952 |
|
| Daily Pivots for day following 20-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1169 |
1.1142 |
1.1032 |
|
| R3 |
1.1112 |
1.1085 |
1.1016 |
|
| R2 |
1.1055 |
1.1055 |
1.1011 |
|
| R1 |
1.1028 |
1.1028 |
1.1006 |
1.1042 |
| PP |
1.0998 |
1.0998 |
1.0998 |
1.1005 |
| S1 |
1.0971 |
1.0971 |
1.0995 |
1.0985 |
| S2 |
1.0941 |
1.0941 |
1.0990 |
|
| S3 |
1.0884 |
1.0914 |
1.0985 |
|
| S4 |
1.0827 |
1.0857 |
1.0969 |
|
|
| 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% |
0.0076 |
0.7% |
32% |
False |
False |
164,981 |
| 10 |
1.1115 |
1.0875 |
0.0240 |
2.2% |
0.0077 |
0.7% |
53% |
False |
False |
155,368 |
| 20 |
1.1115 |
1.0768 |
0.0347 |
3.1% |
0.0082 |
0.7% |
67% |
False |
False |
168,664 |
| 40 |
1.1115 |
1.0581 |
0.0534 |
4.9% |
0.0089 |
0.8% |
79% |
False |
False |
175,040 |
| 60 |
1.1115 |
1.0581 |
0.0534 |
4.9% |
0.0087 |
0.8% |
79% |
False |
False |
117,078 |
| 80 |
1.1115 |
1.0581 |
0.0534 |
4.9% |
0.0085 |
0.8% |
79% |
False |
False |
87,957 |
| 100 |
1.1115 |
1.0478 |
0.0637 |
5.8% |
0.0084 |
0.8% |
82% |
False |
False |
70,514 |
| 120 |
1.1115 |
0.9920 |
0.1195 |
10.9% |
0.0084 |
0.8% |
90% |
False |
False |
58,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1268 |
|
2.618 |
1.1175 |
|
1.618 |
1.1118 |
|
1.000 |
1.1083 |
|
0.618 |
1.1061 |
|
HIGH |
1.1026 |
|
0.618 |
1.1004 |
|
0.500 |
1.0997 |
|
0.382 |
1.0990 |
|
LOW |
1.0969 |
|
0.618 |
1.0933 |
|
1.000 |
1.0912 |
|
1.618 |
1.0876 |
|
2.618 |
1.0819 |
|
4.250 |
1.0726 |
|
|
| Fisher Pivots for day following 20-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0999 |
1.0997 |
| PP |
1.0998 |
1.0993 |
| S1 |
1.0997 |
1.0990 |
|