CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 16-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2023 |
16-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0833 |
1.0947 |
0.0114 |
1.1% |
1.0753 |
| High |
1.0954 |
1.0971 |
0.0017 |
0.2% |
1.0971 |
| Low |
1.0805 |
1.0936 |
0.0131 |
1.2% |
1.0738 |
| Close |
1.0951 |
1.0942 |
-0.0009 |
-0.1% |
1.0942 |
| Range |
0.0149 |
0.0035 |
-0.0114 |
-76.5% |
0.0233 |
| ATR |
0.0077 |
0.0074 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
102,160 |
2,890 |
-99,270 |
-97.2% |
1,369,843 |
|
| Daily Pivots for day following 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1054 |
1.1033 |
1.0961 |
|
| R3 |
1.1019 |
1.0998 |
1.0952 |
|
| R2 |
1.0984 |
1.0984 |
1.0948 |
|
| R1 |
1.0963 |
1.0963 |
1.0945 |
1.0956 |
| PP |
1.0949 |
1.0949 |
1.0949 |
1.0946 |
| S1 |
1.0928 |
1.0928 |
1.0939 |
1.0921 |
| S2 |
1.0914 |
1.0914 |
1.0936 |
|
| S3 |
1.0879 |
1.0893 |
1.0932 |
|
| S4 |
1.0844 |
1.0858 |
1.0923 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1582 |
1.1495 |
1.1070 |
|
| R3 |
1.1349 |
1.1262 |
1.1006 |
|
| R2 |
1.1116 |
1.1116 |
1.0985 |
|
| R1 |
1.1029 |
1.1029 |
1.0963 |
1.1073 |
| PP |
1.0883 |
1.0883 |
1.0883 |
1.0905 |
| S1 |
1.0796 |
1.0796 |
1.0921 |
1.0840 |
| S2 |
1.0650 |
1.0650 |
1.0899 |
|
| S3 |
1.0417 |
1.0563 |
1.0878 |
|
| S4 |
1.0184 |
1.0330 |
1.0814 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0971 |
1.0738 |
0.0233 |
2.1% |
0.0080 |
0.7% |
88% |
True |
False |
273,968 |
| 10 |
1.0971 |
1.0675 |
0.0296 |
2.7% |
0.0072 |
0.7% |
90% |
True |
False |
243,661 |
| 20 |
1.0971 |
1.0647 |
0.0324 |
3.0% |
0.0070 |
0.6% |
91% |
True |
False |
232,067 |
| 40 |
1.1129 |
1.0647 |
0.0482 |
4.4% |
0.0074 |
0.7% |
61% |
False |
False |
212,960 |
| 60 |
1.1129 |
1.0647 |
0.0482 |
4.4% |
0.0077 |
0.7% |
61% |
False |
False |
198,195 |
| 80 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0082 |
0.7% |
66% |
False |
False |
194,000 |
| 100 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0082 |
0.7% |
66% |
False |
False |
155,431 |
| 120 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0081 |
0.7% |
66% |
False |
False |
129,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1119 |
|
2.618 |
1.1062 |
|
1.618 |
1.1027 |
|
1.000 |
1.1006 |
|
0.618 |
1.0992 |
|
HIGH |
1.0971 |
|
0.618 |
1.0957 |
|
0.500 |
1.0953 |
|
0.382 |
1.0949 |
|
LOW |
1.0936 |
|
0.618 |
1.0914 |
|
1.000 |
1.0901 |
|
1.618 |
1.0879 |
|
2.618 |
1.0844 |
|
4.250 |
1.0787 |
|
|
| Fisher Pivots for day following 16-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0953 |
1.0919 |
| PP |
1.0949 |
1.0897 |
| S1 |
1.0946 |
1.0874 |
|