CME Euro FX (E) Future September 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 |
1.0802 |
1.0754 |
-0.0048 |
-0.4% |
1.0882 |
| High |
1.0803 |
1.0832 |
0.0029 |
0.3% |
1.0900 |
| Low |
1.0703 |
1.0726 |
0.0024 |
0.2% |
1.0771 |
| Close |
1.0740 |
1.0825 |
0.0085 |
0.8% |
1.0799 |
| Range |
0.0101 |
0.0106 |
0.0006 |
5.5% |
0.0130 |
| ATR |
0.0068 |
0.0071 |
0.0003 |
4.0% |
0.0000 |
| Volume |
6,886 |
7,234 |
348 |
5.1% |
15,551 |
|
| Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1112 |
1.1075 |
1.0883 |
|
| R3 |
1.1006 |
1.0969 |
1.0854 |
|
| R2 |
1.0900 |
1.0900 |
1.0844 |
|
| R1 |
1.0863 |
1.0863 |
1.0835 |
1.0882 |
| PP |
1.0794 |
1.0794 |
1.0794 |
1.0804 |
| S1 |
1.0757 |
1.0757 |
1.0815 |
1.0776 |
| S2 |
1.0688 |
1.0688 |
1.0806 |
|
| S3 |
1.0582 |
1.0651 |
1.0796 |
|
| S4 |
1.0476 |
1.0545 |
1.0767 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1212 |
1.1135 |
1.0870 |
|
| R3 |
1.1082 |
1.1005 |
1.0834 |
|
| R2 |
1.0953 |
1.0953 |
1.0822 |
|
| R1 |
1.0876 |
1.0876 |
1.0810 |
1.0849 |
| PP |
1.0823 |
1.0823 |
1.0823 |
1.0810 |
| S1 |
1.0746 |
1.0746 |
1.0787 |
1.0720 |
| S2 |
1.0694 |
1.0694 |
1.0775 |
|
| S3 |
1.0564 |
1.0617 |
1.0763 |
|
| S4 |
1.0435 |
1.0487 |
1.0727 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0832 |
1.0703 |
0.0130 |
1.2% |
0.0077 |
0.7% |
95% |
True |
False |
4,992 |
| 10 |
1.0916 |
1.0703 |
0.0214 |
2.0% |
0.0067 |
0.6% |
57% |
False |
False |
3,818 |
| 20 |
1.1166 |
1.0703 |
0.0463 |
4.3% |
0.0067 |
0.6% |
26% |
False |
False |
2,474 |
| 40 |
1.1177 |
1.0703 |
0.0475 |
4.4% |
0.0070 |
0.7% |
26% |
False |
False |
1,772 |
| 60 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0076 |
0.7% |
36% |
False |
False |
1,718 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0071 |
0.7% |
36% |
False |
False |
1,334 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0067 |
0.6% |
36% |
False |
False |
1,088 |
| 120 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0063 |
0.6% |
36% |
False |
False |
917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1283 |
|
2.618 |
1.1110 |
|
1.618 |
1.1004 |
|
1.000 |
1.0938 |
|
0.618 |
1.0898 |
|
HIGH |
1.0832 |
|
0.618 |
1.0792 |
|
0.500 |
1.0779 |
|
0.382 |
1.0766 |
|
LOW |
1.0726 |
|
0.618 |
1.0660 |
|
1.000 |
1.0620 |
|
1.618 |
1.0554 |
|
2.618 |
1.0448 |
|
4.250 |
1.0276 |
|
|
| Fisher Pivots for day following 01-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0810 |
1.0806 |
| PP |
1.0794 |
1.0787 |
| S1 |
1.0779 |
1.0767 |
|