CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 26-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2023 |
26-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1081 |
1.1010 |
-0.0071 |
-0.6% |
1.1036 |
| High |
1.1103 |
1.1129 |
0.0027 |
0.2% |
1.1038 |
| Low |
1.0998 |
1.1002 |
0.0004 |
0.0% |
1.0947 |
| Close |
1.1006 |
1.1073 |
0.0067 |
0.6% |
1.1012 |
| Range |
0.0105 |
0.0127 |
0.0023 |
21.5% |
0.0091 |
| ATR |
0.0084 |
0.0087 |
0.0003 |
3.6% |
0.0000 |
| Volume |
195,330 |
283,972 |
88,642 |
45.4% |
787,395 |
|
| Daily Pivots for day following 26-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1449 |
1.1388 |
1.1142 |
|
| R3 |
1.1322 |
1.1261 |
1.1107 |
|
| R2 |
1.1195 |
1.1195 |
1.1096 |
|
| R1 |
1.1134 |
1.1134 |
1.1084 |
1.1164 |
| PP |
1.1068 |
1.1068 |
1.1068 |
1.1083 |
| S1 |
1.1007 |
1.1007 |
1.1061 |
1.1037 |
| S2 |
1.0941 |
1.0941 |
1.1049 |
|
| S3 |
1.0814 |
1.0880 |
1.1038 |
|
| S4 |
1.0687 |
1.0753 |
1.1003 |
|
|
| Weekly Pivots for week ending 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1272 |
1.1233 |
1.1062 |
|
| R3 |
1.1181 |
1.1142 |
1.1037 |
|
| R2 |
1.1090 |
1.1090 |
1.1028 |
|
| R1 |
1.1051 |
1.1051 |
1.1020 |
1.1025 |
| PP |
1.0999 |
1.0999 |
1.0999 |
1.0986 |
| S1 |
1.0960 |
1.0960 |
1.1003 |
1.0934 |
| S2 |
1.0908 |
1.0908 |
1.0995 |
|
| S3 |
1.0817 |
1.0869 |
1.0986 |
|
| S4 |
1.0726 |
1.0778 |
1.0961 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1129 |
1.0969 |
0.0161 |
1.4% |
0.0086 |
0.8% |
65% |
True |
False |
189,138 |
| 10 |
1.1129 |
1.0947 |
0.0182 |
1.6% |
0.0084 |
0.8% |
69% |
True |
False |
180,207 |
| 20 |
1.1129 |
1.0836 |
0.0294 |
2.7% |
0.0084 |
0.8% |
81% |
True |
False |
170,336 |
| 40 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0091 |
0.8% |
90% |
True |
False |
194,402 |
| 60 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0089 |
0.8% |
90% |
True |
False |
130,311 |
| 80 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0087 |
0.8% |
90% |
True |
False |
97,894 |
| 100 |
1.1129 |
1.0545 |
0.0584 |
5.3% |
0.0085 |
0.8% |
90% |
True |
False |
78,465 |
| 120 |
1.1129 |
0.9920 |
0.1210 |
10.9% |
0.0086 |
0.8% |
95% |
True |
False |
65,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1669 |
|
2.618 |
1.1461 |
|
1.618 |
1.1334 |
|
1.000 |
1.1256 |
|
0.618 |
1.1207 |
|
HIGH |
1.1129 |
|
0.618 |
1.1080 |
|
0.500 |
1.1066 |
|
0.382 |
1.1051 |
|
LOW |
1.1002 |
|
0.618 |
1.0924 |
|
1.000 |
1.0875 |
|
1.618 |
1.0797 |
|
2.618 |
1.0670 |
|
4.250 |
1.0462 |
|
|
| Fisher Pivots for day following 26-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1070 |
1.1070 |
| PP |
1.1068 |
1.1067 |
| S1 |
1.1066 |
1.1064 |
|