CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 14-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2023 |
14-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0816 |
1.0848 |
0.0032 |
0.3% |
1.0769 |
| High |
1.0881 |
1.0920 |
0.0039 |
0.4% |
1.0846 |
| Low |
1.0816 |
1.0830 |
0.0015 |
0.1% |
1.0729 |
| Close |
1.0847 |
1.0889 |
0.0043 |
0.4% |
1.0809 |
| Range |
0.0066 |
0.0090 |
0.0024 |
36.6% |
0.0117 |
| ATR |
0.0068 |
0.0069 |
0.0002 |
2.3% |
0.0000 |
| Volume |
348,998 |
278,306 |
-70,692 |
-20.3% |
243,123 |
|
| Daily Pivots for day following 14-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1148 |
1.1108 |
1.0938 |
|
| R3 |
1.1059 |
1.1019 |
1.0914 |
|
| R2 |
1.0969 |
1.0969 |
1.0905 |
|
| R1 |
1.0929 |
1.0929 |
1.0897 |
1.0949 |
| PP |
1.0880 |
1.0880 |
1.0880 |
1.0890 |
| S1 |
1.0840 |
1.0840 |
1.0881 |
1.0860 |
| S2 |
1.0790 |
1.0790 |
1.0873 |
|
| S3 |
1.0701 |
1.0750 |
1.0864 |
|
| S4 |
1.0611 |
1.0661 |
1.0840 |
|
|
| 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 |
1.0920 |
1.0756 |
0.0164 |
1.5% |
0.0069 |
0.6% |
81% |
True |
False |
187,781 |
| 10 |
1.0920 |
1.0726 |
0.0194 |
1.8% |
0.0071 |
0.6% |
84% |
True |
False |
107,808 |
| 20 |
1.0943 |
1.0703 |
0.0241 |
2.2% |
0.0067 |
0.6% |
78% |
False |
False |
55,501 |
| 40 |
1.1177 |
1.0703 |
0.0475 |
4.4% |
0.0070 |
0.6% |
39% |
False |
False |
28,407 |
| 60 |
1.1177 |
1.0703 |
0.0475 |
4.4% |
0.0072 |
0.7% |
39% |
False |
False |
19,207 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0073 |
0.7% |
48% |
False |
False |
14,716 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0069 |
0.6% |
48% |
False |
False |
11,781 |
| 120 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0064 |
0.6% |
48% |
False |
False |
9,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1300 |
|
2.618 |
1.1154 |
|
1.618 |
1.1064 |
|
1.000 |
1.1009 |
|
0.618 |
1.0975 |
|
HIGH |
1.0920 |
|
0.618 |
1.0885 |
|
0.500 |
1.0875 |
|
0.382 |
1.0864 |
|
LOW |
1.0830 |
|
0.618 |
1.0775 |
|
1.000 |
1.0741 |
|
1.618 |
1.0685 |
|
2.618 |
1.0596 |
|
4.250 |
1.0450 |
|
|
| Fisher Pivots for day following 14-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0884 |
1.0878 |
| PP |
1.0880 |
1.0867 |
| S1 |
1.0875 |
1.0856 |
|