CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 16-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2023 |
16-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0889 |
1.0997 |
0.0108 |
1.0% |
1.0806 |
| High |
1.1005 |
1.1023 |
0.0018 |
0.2% |
1.1023 |
| Low |
1.0856 |
1.0970 |
0.0115 |
1.1% |
1.0792 |
| Close |
1.1003 |
1.0996 |
-0.0007 |
-0.1% |
1.0996 |
| Range |
0.0149 |
0.0053 |
-0.0097 |
-64.8% |
0.0231 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
267,338 |
208,438 |
-58,900 |
-22.0% |
1,295,724 |
|
| Daily Pivots for day following 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1154 |
1.1127 |
1.1025 |
|
| R3 |
1.1101 |
1.1075 |
1.1010 |
|
| R2 |
1.1049 |
1.1049 |
1.1006 |
|
| R1 |
1.1022 |
1.1022 |
1.1001 |
1.1009 |
| PP |
1.0996 |
1.0996 |
1.0996 |
1.0990 |
| S1 |
1.0970 |
1.0970 |
1.0991 |
1.0957 |
| S2 |
1.0944 |
1.0944 |
1.0986 |
|
| S3 |
1.0891 |
1.0917 |
1.0982 |
|
| S4 |
1.0839 |
1.0865 |
1.0967 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1628 |
1.1543 |
1.1123 |
|
| R3 |
1.1398 |
1.1312 |
1.1059 |
|
| R2 |
1.1167 |
1.1167 |
1.1038 |
|
| R1 |
1.1082 |
1.1082 |
1.1017 |
1.1125 |
| PP |
1.0937 |
1.0937 |
1.0937 |
1.0958 |
| S1 |
1.0851 |
1.0851 |
1.0975 |
1.0894 |
| S2 |
1.0706 |
1.0706 |
1.0954 |
|
| S3 |
1.0476 |
1.0621 |
1.0933 |
|
| S4 |
1.0245 |
1.0390 |
1.0869 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1023 |
1.0792 |
0.0231 |
2.1% |
0.0083 |
0.8% |
89% |
True |
False |
259,144 |
| 10 |
1.1023 |
1.0729 |
0.0294 |
2.7% |
0.0073 |
0.7% |
91% |
True |
False |
153,884 |
| 20 |
1.1023 |
1.0703 |
0.0320 |
2.9% |
0.0070 |
0.6% |
92% |
True |
False |
79,096 |
| 40 |
1.1177 |
1.0703 |
0.0475 |
4.3% |
0.0072 |
0.7% |
62% |
False |
False |
40,287 |
| 60 |
1.1177 |
1.0703 |
0.0475 |
4.3% |
0.0072 |
0.7% |
62% |
False |
False |
27,078 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0074 |
0.7% |
67% |
False |
False |
20,663 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0071 |
0.6% |
67% |
False |
False |
16,537 |
| 120 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0066 |
0.6% |
67% |
False |
False |
13,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1246 |
|
2.618 |
1.1160 |
|
1.618 |
1.1107 |
|
1.000 |
1.1075 |
|
0.618 |
1.1055 |
|
HIGH |
1.1023 |
|
0.618 |
1.1002 |
|
0.500 |
1.0996 |
|
0.382 |
1.0990 |
|
LOW |
1.0970 |
|
0.618 |
1.0938 |
|
1.000 |
1.0918 |
|
1.618 |
1.0885 |
|
2.618 |
1.0833 |
|
4.250 |
1.0747 |
|
|
| Fisher Pivots for day following 16-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0996 |
1.0973 |
| PP |
1.0996 |
1.0950 |
| S1 |
1.0996 |
1.0926 |
|