CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 28-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2023 |
28-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1076 |
1.1059 |
-0.0018 |
-0.2% |
1.1024 |
| High |
1.1095 |
1.1076 |
-0.0019 |
-0.2% |
1.1129 |
| Low |
1.1023 |
1.0993 |
-0.0030 |
-0.3% |
1.0993 |
| Close |
1.1058 |
1.1049 |
-0.0009 |
-0.1% |
1.1049 |
| Range |
0.0072 |
0.0083 |
0.0012 |
16.1% |
0.0136 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
201,475 |
243,211 |
41,736 |
20.7% |
1,081,597 |
|
| Daily Pivots for day following 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1288 |
1.1251 |
1.1094 |
|
| R3 |
1.1205 |
1.1168 |
1.1071 |
|
| R2 |
1.1122 |
1.1122 |
1.1064 |
|
| R1 |
1.1085 |
1.1085 |
1.1056 |
1.1062 |
| PP |
1.1039 |
1.1039 |
1.1039 |
1.1028 |
| S1 |
1.1002 |
1.1002 |
1.1041 |
1.0979 |
| S2 |
1.0956 |
1.0956 |
1.1033 |
|
| S3 |
1.0873 |
1.0919 |
1.1026 |
|
| S4 |
1.0790 |
1.0836 |
1.1003 |
|
|
| Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1465 |
1.1393 |
1.1123 |
|
| R3 |
1.1329 |
1.1257 |
1.1086 |
|
| R2 |
1.1193 |
1.1193 |
1.1073 |
|
| R1 |
1.1121 |
1.1121 |
1.1061 |
1.1157 |
| PP |
1.1057 |
1.1057 |
1.1057 |
1.1075 |
| S1 |
1.0985 |
1.0985 |
1.1036 |
1.1021 |
| S2 |
1.0921 |
1.0921 |
1.1024 |
|
| S3 |
1.0785 |
1.0849 |
1.1011 |
|
| S4 |
1.0649 |
1.0713 |
1.0974 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1129 |
1.0993 |
0.0136 |
1.2% |
0.0094 |
0.9% |
41% |
False |
True |
216,319 |
| 10 |
1.1129 |
1.0947 |
0.0182 |
1.6% |
0.0080 |
0.7% |
56% |
False |
False |
186,899 |
| 20 |
1.1129 |
1.0836 |
0.0294 |
2.7% |
0.0084 |
0.8% |
73% |
False |
False |
176,570 |
| 40 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0090 |
0.8% |
85% |
False |
False |
204,523 |
| 60 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0088 |
0.8% |
85% |
False |
False |
137,700 |
| 80 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0086 |
0.8% |
85% |
False |
False |
103,442 |
| 100 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0084 |
0.8% |
85% |
False |
False |
82,907 |
| 120 |
1.1129 |
0.9920 |
0.1210 |
10.9% |
0.0086 |
0.8% |
93% |
False |
False |
69,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1429 |
|
2.618 |
1.1293 |
|
1.618 |
1.1210 |
|
1.000 |
1.1159 |
|
0.618 |
1.1127 |
|
HIGH |
1.1076 |
|
0.618 |
1.1044 |
|
0.500 |
1.1035 |
|
0.382 |
1.1025 |
|
LOW |
1.0993 |
|
0.618 |
1.0942 |
|
1.000 |
1.0910 |
|
1.618 |
1.0859 |
|
2.618 |
1.0776 |
|
4.250 |
1.0640 |
|
|
| Fisher Pivots for day following 28-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1044 |
1.1061 |
| PP |
1.1039 |
1.1057 |
| S1 |
1.1035 |
1.1053 |
|