CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 21-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2023 |
21-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0993 |
1.0968 |
-0.0025 |
-0.2% |
1.0806 |
| High |
1.0997 |
1.1041 |
0.0044 |
0.4% |
1.1023 |
| Low |
1.0943 |
1.0956 |
0.0013 |
0.1% |
1.0792 |
| Close |
1.0968 |
1.1035 |
0.0067 |
0.6% |
1.0996 |
| Range |
0.0054 |
0.0085 |
0.0031 |
57.4% |
0.0231 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
1.3% |
0.0000 |
| Volume |
200,660 |
135,333 |
-65,327 |
-32.6% |
1,295,724 |
|
| Daily Pivots for day following 21-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1266 |
1.1235 |
1.1082 |
|
| R3 |
1.1181 |
1.1150 |
1.1058 |
|
| R2 |
1.1096 |
1.1096 |
1.1051 |
|
| R1 |
1.1065 |
1.1065 |
1.1043 |
1.1081 |
| PP |
1.1011 |
1.1011 |
1.1011 |
1.1018 |
| S1 |
1.0980 |
1.0980 |
1.1027 |
1.0996 |
| S2 |
1.0926 |
1.0926 |
1.1019 |
|
| S3 |
1.0841 |
1.0895 |
1.1012 |
|
| S4 |
1.0756 |
1.0810 |
1.0988 |
|
|
| 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 |
1.1041 |
1.0830 |
0.0211 |
1.9% |
0.0086 |
0.8% |
97% |
True |
False |
218,015 |
| 10 |
1.1041 |
1.0730 |
0.0311 |
2.8% |
0.0076 |
0.7% |
98% |
True |
False |
182,847 |
| 20 |
1.1041 |
1.0703 |
0.0339 |
3.1% |
0.0071 |
0.6% |
98% |
True |
False |
95,657 |
| 40 |
1.1177 |
1.0703 |
0.0475 |
4.3% |
0.0072 |
0.7% |
70% |
False |
False |
48,661 |
| 60 |
1.1177 |
1.0703 |
0.0475 |
4.3% |
0.0072 |
0.6% |
70% |
False |
False |
32,634 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0075 |
0.7% |
74% |
False |
False |
24,859 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0071 |
0.6% |
74% |
False |
False |
19,897 |
| 120 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0067 |
0.6% |
74% |
False |
False |
16,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1402 |
|
2.618 |
1.1264 |
|
1.618 |
1.1179 |
|
1.000 |
1.1126 |
|
0.618 |
1.1094 |
|
HIGH |
1.1041 |
|
0.618 |
1.1009 |
|
0.500 |
1.0999 |
|
0.382 |
1.0988 |
|
LOW |
1.0956 |
|
0.618 |
1.0903 |
|
1.000 |
1.0871 |
|
1.618 |
1.0818 |
|
2.618 |
1.0733 |
|
4.250 |
1.0595 |
|
|
| Fisher Pivots for day following 21-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1023 |
1.1021 |
| PP |
1.1011 |
1.1006 |
| S1 |
1.0999 |
1.0992 |
|