CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 03-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2023 |
03-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1001 |
1.1032 |
0.0031 |
0.3% |
1.1024 |
| High |
1.1039 |
1.1122 |
0.0083 |
0.8% |
1.1129 |
| Low |
1.0972 |
1.1030 |
0.0058 |
0.5% |
1.0993 |
| Close |
1.1031 |
1.1091 |
0.0060 |
0.5% |
1.1049 |
| Range |
0.0067 |
0.0092 |
0.0026 |
38.3% |
0.0136 |
| ATR |
0.0084 |
0.0084 |
0.0001 |
0.7% |
0.0000 |
| Volume |
197,795 |
218,286 |
20,491 |
10.4% |
1,081,597 |
|
| Daily Pivots for day following 03-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1357 |
1.1316 |
1.1141 |
|
| R3 |
1.1265 |
1.1224 |
1.1116 |
|
| R2 |
1.1173 |
1.1173 |
1.1107 |
|
| R1 |
1.1132 |
1.1132 |
1.1099 |
1.1152 |
| PP |
1.1081 |
1.1081 |
1.1081 |
1.1091 |
| S1 |
1.1040 |
1.1040 |
1.1082 |
1.1060 |
| S2 |
1.0989 |
1.0989 |
1.1074 |
|
| S3 |
1.0897 |
1.0948 |
1.1065 |
|
| S4 |
1.0805 |
1.0856 |
1.1040 |
|
|
| 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 |
1.1122 |
1.0972 |
0.0150 |
1.3% |
0.0077 |
0.7% |
79% |
True |
False |
196,678 |
| 10 |
1.1129 |
1.0969 |
0.0161 |
1.4% |
0.0081 |
0.7% |
76% |
False |
False |
192,908 |
| 20 |
1.1129 |
1.0875 |
0.0255 |
2.3% |
0.0080 |
0.7% |
85% |
False |
False |
175,263 |
| 40 |
1.1129 |
1.0581 |
0.0549 |
4.9% |
0.0089 |
0.8% |
93% |
False |
False |
211,279 |
| 60 |
1.1129 |
1.0581 |
0.0549 |
4.9% |
0.0086 |
0.8% |
93% |
False |
False |
146,606 |
| 80 |
1.1129 |
1.0581 |
0.0549 |
4.9% |
0.0085 |
0.8% |
93% |
False |
False |
110,150 |
| 100 |
1.1129 |
1.0581 |
0.0549 |
4.9% |
0.0084 |
0.8% |
93% |
False |
False |
88,223 |
| 120 |
1.1129 |
1.0150 |
0.0979 |
8.8% |
0.0084 |
0.8% |
96% |
False |
False |
73,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1513 |
|
2.618 |
1.1362 |
|
1.618 |
1.1270 |
|
1.000 |
1.1214 |
|
0.618 |
1.1178 |
|
HIGH |
1.1122 |
|
0.618 |
1.1086 |
|
0.500 |
1.1076 |
|
0.382 |
1.1065 |
|
LOW |
1.1030 |
|
0.618 |
1.0973 |
|
1.000 |
1.0938 |
|
1.618 |
1.0881 |
|
2.618 |
1.0789 |
|
4.250 |
1.0639 |
|
|
| Fisher Pivots for day following 03-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1086 |
1.1076 |
| PP |
1.1081 |
1.1061 |
| S1 |
1.1076 |
1.1047 |
|