CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 23-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2023 |
23-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1036 |
1.1003 |
-0.0033 |
-0.3% |
1.0993 |
| High |
1.1062 |
1.1007 |
-0.0055 |
-0.5% |
1.1062 |
| Low |
1.0996 |
1.0891 |
-0.0105 |
-1.0% |
1.0891 |
| Close |
1.1007 |
1.0939 |
-0.0069 |
-0.6% |
1.0939 |
| Range |
0.0066 |
0.0116 |
0.0051 |
77.1% |
0.0171 |
| ATR |
0.0072 |
0.0075 |
0.0003 |
4.3% |
0.0000 |
| Volume |
164,655 |
201,693 |
37,038 |
22.5% |
702,341 |
|
| Daily Pivots for day following 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1294 |
1.1232 |
1.1002 |
|
| R3 |
1.1178 |
1.1116 |
1.0970 |
|
| R2 |
1.1062 |
1.1062 |
1.0960 |
|
| R1 |
1.1000 |
1.1000 |
1.0949 |
1.0973 |
| PP |
1.0946 |
1.0946 |
1.0946 |
1.0932 |
| S1 |
1.0884 |
1.0884 |
1.0928 |
1.0857 |
| S2 |
1.0830 |
1.0830 |
1.0917 |
|
| S3 |
1.0714 |
1.0768 |
1.0907 |
|
| S4 |
1.0598 |
1.0652 |
1.0875 |
|
|
| Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1475 |
1.1377 |
1.1032 |
|
| R3 |
1.1305 |
1.1207 |
1.0985 |
|
| R2 |
1.1134 |
1.1134 |
1.0970 |
|
| R1 |
1.1036 |
1.1036 |
1.0954 |
1.1000 |
| PP |
1.0964 |
1.0964 |
1.0964 |
1.0946 |
| S1 |
1.0866 |
1.0866 |
1.0923 |
1.0830 |
| S2 |
1.0793 |
1.0793 |
1.0907 |
|
| S3 |
1.0623 |
1.0695 |
1.0892 |
|
| S4 |
1.0452 |
1.0525 |
1.0845 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1062 |
1.0891 |
0.0171 |
1.6% |
0.0075 |
0.7% |
28% |
False |
True |
182,155 |
| 10 |
1.1062 |
1.0792 |
0.0270 |
2.5% |
0.0078 |
0.7% |
54% |
False |
False |
207,310 |
| 20 |
1.1062 |
1.0703 |
0.0359 |
3.3% |
0.0075 |
0.7% |
66% |
False |
False |
113,696 |
| 40 |
1.1171 |
1.0703 |
0.0469 |
4.3% |
0.0071 |
0.6% |
50% |
False |
False |
57,756 |
| 60 |
1.1177 |
1.0703 |
0.0475 |
4.3% |
0.0073 |
0.7% |
50% |
False |
False |
38,731 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0075 |
0.7% |
57% |
False |
False |
29,430 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0072 |
0.7% |
57% |
False |
False |
23,560 |
| 120 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0067 |
0.6% |
57% |
False |
False |
19,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1500 |
|
2.618 |
1.1311 |
|
1.618 |
1.1195 |
|
1.000 |
1.1123 |
|
0.618 |
1.1079 |
|
HIGH |
1.1007 |
|
0.618 |
1.0963 |
|
0.500 |
1.0949 |
|
0.382 |
1.0935 |
|
LOW |
1.0891 |
|
0.618 |
1.0819 |
|
1.000 |
1.0775 |
|
1.618 |
1.0703 |
|
2.618 |
1.0587 |
|
4.250 |
1.0398 |
|
|
| Fisher Pivots for day following 23-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0949 |
1.0976 |
| PP |
1.0946 |
1.0964 |
| S1 |
1.0942 |
1.0951 |
|