CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 12-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2023 |
12-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0788 |
1.0753 |
-0.0036 |
-0.3% |
1.0717 |
| High |
1.0791 |
1.0795 |
0.0004 |
0.0% |
1.0793 |
| Low |
1.0748 |
1.0738 |
-0.0010 |
-0.1% |
1.0675 |
| Close |
1.0755 |
1.0760 |
0.0006 |
0.1% |
1.0755 |
| Range |
0.0043 |
0.0057 |
0.0014 |
32.6% |
0.0118 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
230,751 |
349,852 |
119,101 |
51.6% |
1,066,775 |
|
| Daily Pivots for day following 12-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0935 |
1.0905 |
1.0791 |
|
| R3 |
1.0878 |
1.0848 |
1.0776 |
|
| R2 |
1.0821 |
1.0821 |
1.0770 |
|
| R1 |
1.0791 |
1.0791 |
1.0765 |
1.0806 |
| PP |
1.0764 |
1.0764 |
1.0764 |
1.0772 |
| S1 |
1.0734 |
1.0734 |
1.0755 |
1.0749 |
| S2 |
1.0707 |
1.0707 |
1.0750 |
|
| S3 |
1.0650 |
1.0677 |
1.0744 |
|
| S4 |
1.0593 |
1.0620 |
1.0729 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1095 |
1.1043 |
1.0819 |
|
| R3 |
1.0977 |
1.0925 |
1.0787 |
|
| R2 |
1.0859 |
1.0859 |
1.0776 |
|
| R1 |
1.0807 |
1.0807 |
1.0765 |
1.0833 |
| PP |
1.0741 |
1.0741 |
1.0741 |
1.0754 |
| S1 |
1.0689 |
1.0689 |
1.0744 |
1.0715 |
| S2 |
1.0623 |
1.0623 |
1.0733 |
|
| S3 |
1.0505 |
1.0571 |
1.0722 |
|
| S4 |
1.0387 |
1.0453 |
1.0690 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0795 |
1.0675 |
0.0120 |
1.1% |
0.0066 |
0.6% |
71% |
True |
False |
247,577 |
| 10 |
1.0795 |
1.0647 |
0.0148 |
1.4% |
0.0073 |
0.7% |
77% |
True |
False |
239,154 |
| 20 |
1.0926 |
1.0647 |
0.0279 |
2.6% |
0.0065 |
0.6% |
41% |
False |
False |
213,312 |
| 40 |
1.1129 |
1.0647 |
0.0482 |
4.5% |
0.0072 |
0.7% |
23% |
False |
False |
203,174 |
| 60 |
1.1129 |
1.0647 |
0.0482 |
4.5% |
0.0078 |
0.7% |
23% |
False |
False |
194,381 |
| 80 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0081 |
0.8% |
33% |
False |
False |
181,323 |
| 100 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0081 |
0.8% |
33% |
False |
False |
145,254 |
| 120 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0080 |
0.7% |
33% |
False |
False |
121,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1037 |
|
2.618 |
1.0944 |
|
1.618 |
1.0887 |
|
1.000 |
1.0852 |
|
0.618 |
1.0830 |
|
HIGH |
1.0795 |
|
0.618 |
1.0773 |
|
0.500 |
1.0766 |
|
0.382 |
1.0759 |
|
LOW |
1.0738 |
|
0.618 |
1.0702 |
|
1.000 |
1.0681 |
|
1.618 |
1.0645 |
|
2.618 |
1.0588 |
|
4.250 |
1.0495 |
|
|
| Fisher Pivots for day following 12-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0766 |
1.0756 |
| PP |
1.0764 |
1.0752 |
| S1 |
1.0762 |
1.0749 |
|