CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 02-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2023 |
02-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0754 |
1.0825 |
0.0071 |
0.7% |
1.0793 |
| High |
1.0832 |
1.0842 |
0.0010 |
0.1% |
1.0842 |
| Low |
1.0726 |
1.0768 |
0.0042 |
0.4% |
1.0703 |
| Close |
1.0825 |
1.0776 |
-0.0050 |
-0.5% |
1.0776 |
| Range |
0.0106 |
0.0074 |
-0.0032 |
-30.2% |
0.0140 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
0.3% |
0.0000 |
| Volume |
7,234 |
7,779 |
545 |
7.5% |
25,553 |
|
| Daily Pivots for day following 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1017 |
1.0970 |
1.0816 |
|
| R3 |
1.0943 |
1.0896 |
1.0796 |
|
| R2 |
1.0869 |
1.0869 |
1.0789 |
|
| R1 |
1.0822 |
1.0822 |
1.0782 |
1.0809 |
| PP |
1.0795 |
1.0795 |
1.0795 |
1.0788 |
| S1 |
1.0748 |
1.0748 |
1.0769 |
1.0735 |
| S2 |
1.0721 |
1.0721 |
1.0762 |
|
| S3 |
1.0647 |
1.0674 |
1.0755 |
|
| S4 |
1.0573 |
1.0600 |
1.0735 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1192 |
1.1123 |
1.0852 |
|
| R3 |
1.1052 |
1.0984 |
1.0814 |
|
| R2 |
1.0913 |
1.0913 |
1.0801 |
|
| R1 |
1.0844 |
1.0844 |
1.0788 |
1.0809 |
| PP |
1.0773 |
1.0773 |
1.0773 |
1.0756 |
| S1 |
1.0705 |
1.0705 |
1.0763 |
1.0669 |
| S2 |
1.0634 |
1.0634 |
1.0750 |
|
| S3 |
1.0494 |
1.0565 |
1.0737 |
|
| S4 |
1.0355 |
1.0426 |
1.0699 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0842 |
1.0703 |
0.0140 |
1.3% |
0.0082 |
0.8% |
52% |
True |
False |
5,774 |
| 10 |
1.0900 |
1.0703 |
0.0198 |
1.8% |
0.0066 |
0.6% |
37% |
False |
False |
4,308 |
| 20 |
1.1131 |
1.0703 |
0.0428 |
4.0% |
0.0066 |
0.6% |
17% |
False |
False |
2,753 |
| 40 |
1.1177 |
1.0703 |
0.0475 |
4.4% |
0.0071 |
0.7% |
15% |
False |
False |
1,958 |
| 60 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0077 |
0.7% |
27% |
False |
False |
1,754 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0071 |
0.7% |
27% |
False |
False |
1,431 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0067 |
0.6% |
27% |
False |
False |
1,165 |
| 120 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0063 |
0.6% |
27% |
False |
False |
982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1157 |
|
2.618 |
1.1036 |
|
1.618 |
1.0962 |
|
1.000 |
1.0916 |
|
0.618 |
1.0888 |
|
HIGH |
1.0842 |
|
0.618 |
1.0814 |
|
0.500 |
1.0805 |
|
0.382 |
1.0796 |
|
LOW |
1.0768 |
|
0.618 |
1.0722 |
|
1.000 |
1.0694 |
|
1.618 |
1.0648 |
|
2.618 |
1.0574 |
|
4.250 |
1.0454 |
|
|
| Fisher Pivots for day following 02-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0805 |
1.0774 |
| PP |
1.0795 |
1.0773 |
| S1 |
1.0785 |
1.0772 |
|