CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 22-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2023 |
22-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0968 |
1.1036 |
0.0068 |
0.6% |
1.0806 |
| High |
1.1041 |
1.1062 |
0.0021 |
0.2% |
1.1023 |
| Low |
1.0956 |
1.0996 |
0.0040 |
0.4% |
1.0792 |
| Close |
1.1035 |
1.1007 |
-0.0028 |
-0.3% |
1.0996 |
| Range |
0.0085 |
0.0066 |
-0.0020 |
-22.9% |
0.0231 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
135,333 |
164,655 |
29,322 |
21.7% |
1,295,724 |
|
| Daily Pivots for day following 22-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1218 |
1.1178 |
1.1043 |
|
| R3 |
1.1153 |
1.1113 |
1.1025 |
|
| R2 |
1.1087 |
1.1087 |
1.1019 |
|
| R1 |
1.1047 |
1.1047 |
1.1013 |
1.1034 |
| PP |
1.1022 |
1.1022 |
1.1022 |
1.1015 |
| S1 |
1.0982 |
1.0982 |
1.1001 |
1.0969 |
| S2 |
1.0956 |
1.0956 |
1.0995 |
|
| S3 |
1.0891 |
1.0916 |
1.0989 |
|
| S4 |
1.0825 |
1.0851 |
1.0971 |
|
|
| 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 |
1.1062 |
1.0856 |
0.0206 |
1.9% |
0.0081 |
0.7% |
74% |
True |
False |
195,284 |
| 10 |
1.1062 |
1.0756 |
0.0306 |
2.8% |
0.0075 |
0.7% |
82% |
True |
False |
191,533 |
| 20 |
1.1062 |
1.0703 |
0.0359 |
3.3% |
0.0072 |
0.7% |
85% |
True |
False |
103,733 |
| 40 |
1.1177 |
1.0703 |
0.0475 |
4.3% |
0.0071 |
0.6% |
64% |
False |
False |
52,750 |
| 60 |
1.1177 |
1.0703 |
0.0475 |
4.3% |
0.0072 |
0.7% |
64% |
False |
False |
35,373 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0075 |
0.7% |
69% |
False |
False |
26,913 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0071 |
0.6% |
69% |
False |
False |
21,543 |
| 120 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0067 |
0.6% |
69% |
False |
False |
17,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1340 |
|
2.618 |
1.1233 |
|
1.618 |
1.1167 |
|
1.000 |
1.1127 |
|
0.618 |
1.1102 |
|
HIGH |
1.1062 |
|
0.618 |
1.1036 |
|
0.500 |
1.1029 |
|
0.382 |
1.1021 |
|
LOW |
1.0996 |
|
0.618 |
1.0956 |
|
1.000 |
1.0931 |
|
1.618 |
1.0890 |
|
2.618 |
1.0825 |
|
4.250 |
1.0718 |
|
|
| Fisher Pivots for day following 22-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1029 |
1.1005 |
| PP |
1.1022 |
1.1004 |
| S1 |
1.1014 |
1.1002 |
|