CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 05-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2023 |
05-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0825 |
1.0769 |
-0.0056 |
-0.5% |
1.0793 |
| High |
1.0842 |
1.0784 |
-0.0059 |
-0.5% |
1.0842 |
| Low |
1.0768 |
1.0738 |
-0.0031 |
-0.3% |
1.0703 |
| Close |
1.0776 |
1.0777 |
0.0002 |
0.0% |
1.0776 |
| Range |
0.0074 |
0.0046 |
-0.0028 |
-37.8% |
0.0140 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
7,779 |
24,671 |
16,892 |
217.1% |
25,553 |
|
| Daily Pivots for day following 05-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0904 |
1.0887 |
1.0802 |
|
| R3 |
1.0858 |
1.0841 |
1.0790 |
|
| R2 |
1.0812 |
1.0812 |
1.0785 |
|
| R1 |
1.0795 |
1.0795 |
1.0781 |
1.0803 |
| PP |
1.0766 |
1.0766 |
1.0766 |
1.0770 |
| S1 |
1.0749 |
1.0749 |
1.0773 |
1.0757 |
| S2 |
1.0720 |
1.0720 |
1.0769 |
|
| S3 |
1.0674 |
1.0703 |
1.0764 |
|
| S4 |
1.0628 |
1.0657 |
1.0752 |
|
|
| 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% |
0.0080 |
0.7% |
53% |
False |
False |
10,044 |
| 10 |
1.0900 |
1.0703 |
0.0198 |
1.8% |
0.0064 |
0.6% |
38% |
False |
False |
6,577 |
| 20 |
1.1131 |
1.0703 |
0.0428 |
4.0% |
0.0064 |
0.6% |
17% |
False |
False |
3,901 |
| 40 |
1.1177 |
1.0703 |
0.0475 |
4.4% |
0.0071 |
0.7% |
16% |
False |
False |
2,575 |
| 60 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0076 |
0.7% |
28% |
False |
False |
2,151 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0071 |
0.7% |
28% |
False |
False |
1,739 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0068 |
0.6% |
28% |
False |
False |
1,412 |
| 120 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0063 |
0.6% |
28% |
False |
False |
1,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0979 |
|
2.618 |
1.0904 |
|
1.618 |
1.0858 |
|
1.000 |
1.0830 |
|
0.618 |
1.0812 |
|
HIGH |
1.0784 |
|
0.618 |
1.0766 |
|
0.500 |
1.0761 |
|
0.382 |
1.0755 |
|
LOW |
1.0738 |
|
0.618 |
1.0709 |
|
1.000 |
1.0692 |
|
1.618 |
1.0663 |
|
2.618 |
1.0617 |
|
4.250 |
1.0542 |
|
|
| Fisher Pivots for day following 05-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0772 |
1.0784 |
| PP |
1.0766 |
1.0782 |
| S1 |
1.0761 |
1.0779 |
|