CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 20-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2023 |
20-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0997 |
1.0993 |
-0.0004 |
0.0% |
1.0806 |
| High |
1.1023 |
1.0997 |
-0.0026 |
-0.2% |
1.1023 |
| Low |
1.0970 |
1.0943 |
-0.0027 |
-0.2% |
1.0792 |
| Close |
1.0996 |
1.0968 |
-0.0028 |
-0.3% |
1.0996 |
| Range |
0.0053 |
0.0054 |
0.0002 |
2.9% |
0.0231 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
208,438 |
200,660 |
-7,778 |
-3.7% |
1,295,724 |
|
| Daily Pivots for day following 20-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1131 |
1.1104 |
1.0998 |
|
| R3 |
1.1077 |
1.1050 |
1.0983 |
|
| R2 |
1.1023 |
1.1023 |
1.0978 |
|
| R1 |
1.0996 |
1.0996 |
1.0973 |
1.0983 |
| PP |
1.0969 |
1.0969 |
1.0969 |
1.0963 |
| S1 |
1.0942 |
1.0942 |
1.0963 |
1.0929 |
| S2 |
1.0915 |
1.0915 |
1.0958 |
|
| S3 |
1.0861 |
1.0888 |
1.0953 |
|
| S4 |
1.0807 |
1.0834 |
1.0938 |
|
|
| 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 |
1.0816 |
0.0207 |
1.9% |
0.0082 |
0.7% |
74% |
False |
False |
260,748 |
| 10 |
1.1023 |
1.0729 |
0.0294 |
2.7% |
0.0074 |
0.7% |
81% |
False |
False |
171,483 |
| 20 |
1.1023 |
1.0703 |
0.0320 |
2.9% |
0.0069 |
0.6% |
83% |
False |
False |
89,030 |
| 40 |
1.1177 |
1.0703 |
0.0475 |
4.3% |
0.0072 |
0.7% |
56% |
False |
False |
45,294 |
| 60 |
1.1177 |
1.0703 |
0.0475 |
4.3% |
0.0071 |
0.6% |
56% |
False |
False |
30,388 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0074 |
0.7% |
62% |
False |
False |
23,170 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0071 |
0.6% |
62% |
False |
False |
18,544 |
| 120 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0066 |
0.6% |
62% |
False |
False |
15,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1227 |
|
2.618 |
1.1138 |
|
1.618 |
1.1084 |
|
1.000 |
1.1051 |
|
0.618 |
1.1030 |
|
HIGH |
1.0997 |
|
0.618 |
1.0976 |
|
0.500 |
1.0970 |
|
0.382 |
1.0964 |
|
LOW |
1.0943 |
|
0.618 |
1.0910 |
|
1.000 |
1.0889 |
|
1.618 |
1.0856 |
|
2.618 |
1.0802 |
|
4.250 |
1.0714 |
|
|
| Fisher Pivots for day following 20-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0970 |
1.0958 |
| PP |
1.0969 |
1.0949 |
| S1 |
1.0969 |
1.0939 |
|