CME Euro FX (E) Future June 2023
Trading Metrics calculated at close of trading on 13-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2023 |
13-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
1.0753 |
1.0760 |
0.0008 |
0.1% |
1.0717 |
High |
1.0795 |
1.0828 |
0.0034 |
0.3% |
1.0793 |
Low |
1.0738 |
1.0760 |
0.0023 |
0.2% |
1.0675 |
Close |
1.0760 |
1.0794 |
0.0034 |
0.3% |
1.0755 |
Range |
0.0057 |
0.0068 |
0.0011 |
19.3% |
0.0118 |
ATR |
0.0070 |
0.0070 |
0.0000 |
-0.2% |
0.0000 |
Volume |
349,852 |
535,272 |
185,420 |
53.0% |
1,066,775 |
|
Daily Pivots for day following 13-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0998 |
1.0964 |
1.0831 |
|
R3 |
1.0930 |
1.0896 |
1.0812 |
|
R2 |
1.0862 |
1.0862 |
1.0806 |
|
R1 |
1.0828 |
1.0828 |
1.0800 |
1.0845 |
PP |
1.0794 |
1.0794 |
1.0794 |
1.0802 |
S1 |
1.0760 |
1.0760 |
1.0787 |
1.0777 |
S2 |
1.0726 |
1.0726 |
1.0781 |
|
S3 |
1.0658 |
1.0692 |
1.0775 |
|
S4 |
1.0590 |
1.0624 |
1.0756 |
|
|
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 |
1.0828 |
1.0676 |
0.0153 |
1.4% |
0.0066 |
0.6% |
77% |
True |
False |
316,323 |
10 |
1.0828 |
1.0647 |
0.0181 |
1.7% |
0.0073 |
0.7% |
81% |
True |
False |
266,724 |
20 |
1.0926 |
1.0647 |
0.0279 |
2.6% |
0.0066 |
0.6% |
53% |
False |
False |
232,412 |
40 |
1.1129 |
1.0647 |
0.0482 |
4.5% |
0.0072 |
0.7% |
30% |
False |
False |
212,189 |
60 |
1.1129 |
1.0647 |
0.0482 |
4.5% |
0.0078 |
0.7% |
30% |
False |
False |
199,960 |
80 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0081 |
0.7% |
39% |
False |
False |
187,994 |
100 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0081 |
0.7% |
39% |
False |
False |
150,601 |
120 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0081 |
0.7% |
39% |
False |
False |
125,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1117 |
2.618 |
1.1006 |
1.618 |
1.0938 |
1.000 |
1.0896 |
0.618 |
1.0870 |
HIGH |
1.0828 |
0.618 |
1.0802 |
0.500 |
1.0794 |
0.382 |
1.0786 |
LOW |
1.0760 |
0.618 |
1.0718 |
1.000 |
1.0692 |
1.618 |
1.0650 |
2.618 |
1.0582 |
4.250 |
1.0471 |
|
|
Fisher Pivots for day following 13-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1.0794 |
1.0790 |
PP |
1.0794 |
1.0786 |
S1 |
1.0794 |
1.0783 |
|