CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 01-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2023 |
01-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0749 |
1.0701 |
-0.0049 |
-0.5% |
1.0827 |
| High |
1.0749 |
1.0779 |
0.0030 |
0.3% |
1.0849 |
| Low |
1.0647 |
1.0672 |
0.0025 |
0.2% |
1.0716 |
| Close |
1.0686 |
1.0772 |
0.0086 |
0.8% |
1.0744 |
| Range |
0.0102 |
0.0107 |
0.0005 |
4.9% |
0.0133 |
| ATR |
0.0072 |
0.0074 |
0.0003 |
3.5% |
0.0000 |
| Volume |
281,888 |
228,350 |
-53,538 |
-19.0% |
1,018,811 |
|
| Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1062 |
1.1024 |
1.0830 |
|
| R3 |
1.0955 |
1.0917 |
1.0801 |
|
| R2 |
1.0848 |
1.0848 |
1.0791 |
|
| R1 |
1.0810 |
1.0810 |
1.0781 |
1.0829 |
| PP |
1.0741 |
1.0741 |
1.0741 |
1.0750 |
| S1 |
1.0703 |
1.0703 |
1.0762 |
1.0722 |
| S2 |
1.0634 |
1.0634 |
1.0752 |
|
| S3 |
1.0527 |
1.0596 |
1.0742 |
|
| S4 |
1.0420 |
1.0489 |
1.0713 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1168 |
1.1089 |
1.0817 |
|
| R3 |
1.1035 |
1.0956 |
1.0780 |
|
| R2 |
1.0902 |
1.0902 |
1.0768 |
|
| R1 |
1.0823 |
1.0823 |
1.0756 |
1.0796 |
| PP |
1.0769 |
1.0769 |
1.0769 |
1.0756 |
| S1 |
1.0690 |
1.0690 |
1.0731 |
1.0663 |
| S2 |
1.0636 |
1.0636 |
1.0719 |
|
| S3 |
1.0503 |
1.0557 |
1.0707 |
|
| S4 |
1.0370 |
1.0424 |
1.0670 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0779 |
1.0647 |
0.0132 |
1.2% |
0.0078 |
0.7% |
95% |
True |
False |
238,911 |
| 10 |
1.0867 |
1.0647 |
0.0220 |
2.0% |
0.0070 |
0.6% |
57% |
False |
False |
216,591 |
| 20 |
1.1120 |
1.0647 |
0.0473 |
4.4% |
0.0071 |
0.7% |
26% |
False |
False |
204,877 |
| 40 |
1.1129 |
1.0647 |
0.0482 |
4.5% |
0.0075 |
0.7% |
26% |
False |
False |
190,070 |
| 60 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0083 |
0.8% |
35% |
False |
False |
209,145 |
| 80 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0082 |
0.8% |
35% |
False |
False |
161,174 |
| 100 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0082 |
0.8% |
35% |
False |
False |
129,095 |
| 120 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0082 |
0.8% |
35% |
False |
False |
107,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1233 |
|
2.618 |
1.1059 |
|
1.618 |
1.0952 |
|
1.000 |
1.0886 |
|
0.618 |
1.0845 |
|
HIGH |
1.0779 |
|
0.618 |
1.0738 |
|
0.500 |
1.0725 |
|
0.382 |
1.0712 |
|
LOW |
1.0672 |
|
0.618 |
1.0605 |
|
1.000 |
1.0565 |
|
1.618 |
1.0498 |
|
2.618 |
1.0391 |
|
4.250 |
1.0217 |
|
|
| Fisher Pivots for day following 01-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0756 |
1.0752 |
| PP |
1.0741 |
1.0732 |
| S1 |
1.0725 |
1.0713 |
|