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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 3 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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