CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 12-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2023 |
12-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0841 |
1.0806 |
-0.0035 |
-0.3% |
1.0769 |
| High |
1.0844 |
1.0849 |
0.0005 |
0.0% |
1.0846 |
| Low |
1.0802 |
1.0792 |
-0.0010 |
-0.1% |
1.0729 |
| Close |
1.0809 |
1.0815 |
0.0007 |
0.1% |
1.0809 |
| Range |
0.0042 |
0.0057 |
0.0015 |
34.5% |
0.0117 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
75,038 |
192,644 |
117,606 |
156.7% |
243,123 |
|
| Daily Pivots for day following 12-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0988 |
1.0958 |
1.0846 |
|
| R3 |
1.0932 |
1.0902 |
1.0831 |
|
| R2 |
1.0875 |
1.0875 |
1.0825 |
|
| R1 |
1.0845 |
1.0845 |
1.0820 |
1.0860 |
| PP |
1.0819 |
1.0819 |
1.0819 |
1.0826 |
| S1 |
1.0789 |
1.0789 |
1.0810 |
1.0804 |
| S2 |
1.0762 |
1.0762 |
1.0805 |
|
| S3 |
1.0706 |
1.0732 |
1.0799 |
|
| S4 |
1.0649 |
1.0676 |
1.0784 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1146 |
1.1094 |
1.0873 |
|
| R3 |
1.1029 |
1.0977 |
1.0841 |
|
| R2 |
1.0912 |
1.0912 |
1.0830 |
|
| R1 |
1.0860 |
1.0860 |
1.0819 |
1.0886 |
| PP |
1.0795 |
1.0795 |
1.0795 |
1.0807 |
| S1 |
1.0743 |
1.0743 |
1.0798 |
1.0769 |
| S2 |
1.0678 |
1.0678 |
1.0787 |
|
| S3 |
1.0561 |
1.0626 |
1.0776 |
|
| S4 |
1.0444 |
1.0509 |
1.0744 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0849 |
1.0729 |
0.0120 |
1.1% |
0.0065 |
0.6% |
72% |
True |
False |
82,219 |
| 10 |
1.0849 |
1.0703 |
0.0146 |
1.3% |
0.0073 |
0.7% |
77% |
True |
False |
46,132 |
| 20 |
1.0974 |
1.0703 |
0.0271 |
2.5% |
0.0063 |
0.6% |
42% |
False |
False |
24,197 |
| 40 |
1.1177 |
1.0703 |
0.0475 |
4.4% |
0.0069 |
0.6% |
24% |
False |
False |
12,764 |
| 60 |
1.1177 |
1.0703 |
0.0475 |
4.4% |
0.0073 |
0.7% |
24% |
False |
False |
8,802 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0072 |
0.7% |
35% |
False |
False |
6,876 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0068 |
0.6% |
35% |
False |
False |
5,508 |
| 120 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0063 |
0.6% |
35% |
False |
False |
4,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1089 |
|
2.618 |
1.0996 |
|
1.618 |
1.0940 |
|
1.000 |
1.0905 |
|
0.618 |
1.0883 |
|
HIGH |
1.0849 |
|
0.618 |
1.0827 |
|
0.500 |
1.0820 |
|
0.382 |
1.0814 |
|
LOW |
1.0792 |
|
0.618 |
1.0757 |
|
1.000 |
1.0736 |
|
1.618 |
1.0701 |
|
2.618 |
1.0644 |
|
4.250 |
1.0552 |
|
|
| Fisher Pivots for day following 12-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0820 |
1.0811 |
| PP |
1.0819 |
1.0807 |
| S1 |
1.0817 |
1.0802 |
|