CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 02-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2023 |
02-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1049 |
1.1001 |
-0.0048 |
-0.4% |
1.1024 |
| High |
1.1067 |
1.1039 |
-0.0028 |
-0.3% |
1.1129 |
| Low |
1.0995 |
1.0972 |
-0.0023 |
-0.2% |
1.0993 |
| Close |
1.1001 |
1.1031 |
0.0030 |
0.3% |
1.1049 |
| Range |
0.0072 |
0.0067 |
-0.0005 |
-7.0% |
0.0136 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
122,625 |
197,795 |
75,170 |
61.3% |
1,081,597 |
|
| Daily Pivots for day following 02-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1213 |
1.1189 |
1.1068 |
|
| R3 |
1.1147 |
1.1122 |
1.1049 |
|
| R2 |
1.1080 |
1.1080 |
1.1043 |
|
| R1 |
1.1056 |
1.1056 |
1.1037 |
1.1068 |
| PP |
1.1014 |
1.1014 |
1.1014 |
1.1020 |
| S1 |
1.0989 |
1.0989 |
1.1025 |
1.1002 |
| S2 |
1.0947 |
1.0947 |
1.1019 |
|
| S3 |
1.0881 |
1.0923 |
1.1013 |
|
| S4 |
1.0814 |
1.0856 |
1.0994 |
|
|
| 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 |
1.0972 |
0.0157 |
1.4% |
0.0084 |
0.8% |
38% |
False |
True |
209,815 |
| 10 |
1.1129 |
1.0954 |
0.0175 |
1.6% |
0.0079 |
0.7% |
44% |
False |
False |
187,328 |
| 20 |
1.1129 |
1.0875 |
0.0255 |
2.3% |
0.0080 |
0.7% |
61% |
False |
False |
173,576 |
| 40 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0090 |
0.8% |
82% |
False |
False |
209,768 |
| 60 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0085 |
0.8% |
82% |
False |
False |
142,996 |
| 80 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0086 |
0.8% |
82% |
False |
False |
107,435 |
| 100 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0084 |
0.8% |
82% |
False |
False |
86,072 |
| 120 |
1.1129 |
1.0150 |
0.0979 |
8.9% |
0.0084 |
0.8% |
90% |
False |
False |
71,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1321 |
|
2.618 |
1.1213 |
|
1.618 |
1.1146 |
|
1.000 |
1.1105 |
|
0.618 |
1.1080 |
|
HIGH |
1.1039 |
|
0.618 |
1.1013 |
|
0.500 |
1.1005 |
|
0.382 |
1.0997 |
|
LOW |
1.0972 |
|
0.618 |
1.0931 |
|
1.000 |
1.0906 |
|
1.618 |
1.0864 |
|
2.618 |
1.0798 |
|
4.250 |
1.0689 |
|
|
| Fisher Pivots for day following 02-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1022 |
1.1029 |
| PP |
1.1014 |
1.1026 |
| S1 |
1.1005 |
1.1024 |
|