CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 08-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2023 |
08-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0757 |
1.0759 |
0.0003 |
0.0% |
1.0793 |
| High |
1.0801 |
1.0846 |
0.0045 |
0.4% |
1.0842 |
| Low |
1.0730 |
1.0756 |
0.0026 |
0.2% |
1.0703 |
| Close |
1.0763 |
1.0839 |
0.0076 |
0.7% |
1.0776 |
| Range |
0.0071 |
0.0090 |
0.0019 |
26.8% |
0.0140 |
| ATR |
0.0069 |
0.0071 |
0.0001 |
2.1% |
0.0000 |
| Volume |
77,800 |
43,920 |
-33,880 |
-43.5% |
25,553 |
|
| Daily Pivots for day following 08-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1084 |
1.1051 |
1.0889 |
|
| R3 |
1.0994 |
1.0961 |
1.0864 |
|
| R2 |
1.0904 |
1.0904 |
1.0856 |
|
| R1 |
1.0871 |
1.0871 |
1.0847 |
1.0888 |
| PP |
1.0814 |
1.0814 |
1.0814 |
1.0822 |
| S1 |
1.0781 |
1.0781 |
1.0831 |
1.0798 |
| S2 |
1.0724 |
1.0724 |
1.0823 |
|
| S3 |
1.0634 |
1.0691 |
1.0814 |
|
| S4 |
1.0544 |
1.0601 |
1.0790 |
|
|
| 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 |
1.0846 |
1.0729 |
0.0117 |
1.1% |
0.0069 |
0.6% |
94% |
True |
False |
35,172 |
| 10 |
1.0846 |
1.0703 |
0.0144 |
1.3% |
0.0073 |
0.7% |
95% |
True |
False |
20,082 |
| 20 |
1.1061 |
1.0703 |
0.0358 |
3.3% |
0.0067 |
0.6% |
38% |
False |
False |
10,898 |
| 40 |
1.1177 |
1.0703 |
0.0475 |
4.4% |
0.0071 |
0.7% |
29% |
False |
False |
6,120 |
| 60 |
1.1177 |
1.0678 |
0.0500 |
4.6% |
0.0073 |
0.7% |
32% |
False |
False |
4,427 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0072 |
0.7% |
39% |
False |
False |
3,531 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0068 |
0.6% |
39% |
False |
False |
2,831 |
| 120 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0063 |
0.6% |
39% |
False |
False |
2,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1229 |
|
2.618 |
1.1082 |
|
1.618 |
1.0992 |
|
1.000 |
1.0936 |
|
0.618 |
1.0902 |
|
HIGH |
1.0846 |
|
0.618 |
1.0812 |
|
0.500 |
1.0801 |
|
0.382 |
1.0790 |
|
LOW |
1.0756 |
|
0.618 |
1.0700 |
|
1.000 |
1.0666 |
|
1.618 |
1.0610 |
|
2.618 |
1.0520 |
|
4.250 |
1.0374 |
|
|
| Fisher Pivots for day following 08-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0826 |
1.0822 |
| PP |
1.0814 |
1.0805 |
| S1 |
1.0801 |
1.0788 |
|