CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 26-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2023 |
26-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1003 |
1.0946 |
-0.0058 |
-0.5% |
1.0993 |
| High |
1.1007 |
1.0967 |
-0.0040 |
-0.4% |
1.1062 |
| Low |
1.0891 |
1.0934 |
0.0043 |
0.4% |
1.0891 |
| Close |
1.0939 |
1.0961 |
0.0023 |
0.2% |
1.0939 |
| Range |
0.0116 |
0.0034 |
-0.0083 |
-71.1% |
0.0171 |
| ATR |
0.0075 |
0.0072 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
201,693 |
135,042 |
-66,651 |
-33.0% |
702,341 |
|
| Daily Pivots for day following 26-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1054 |
1.1041 |
1.0979 |
|
| R3 |
1.1021 |
1.1008 |
1.0970 |
|
| R2 |
1.0987 |
1.0987 |
1.0967 |
|
| R1 |
1.0974 |
1.0974 |
1.0964 |
1.0981 |
| PP |
1.0954 |
1.0954 |
1.0954 |
1.0957 |
| S1 |
1.0941 |
1.0941 |
1.0958 |
1.0947 |
| S2 |
1.0920 |
1.0920 |
1.0955 |
|
| S3 |
1.0887 |
1.0907 |
1.0952 |
|
| S4 |
1.0853 |
1.0874 |
1.0943 |
|
|
| 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% |
0.0071 |
0.6% |
41% |
False |
False |
167,476 |
| 10 |
1.1062 |
1.0792 |
0.0270 |
2.5% |
0.0077 |
0.7% |
63% |
False |
False |
213,310 |
| 20 |
1.1062 |
1.0703 |
0.0359 |
3.3% |
0.0075 |
0.7% |
72% |
False |
False |
120,255 |
| 40 |
1.1171 |
1.0703 |
0.0469 |
4.3% |
0.0070 |
0.6% |
55% |
False |
False |
60,978 |
| 60 |
1.1177 |
1.0703 |
0.0475 |
4.3% |
0.0072 |
0.7% |
54% |
False |
False |
40,978 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0075 |
0.7% |
61% |
False |
False |
31,116 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0071 |
0.7% |
61% |
False |
False |
24,910 |
| 120 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0067 |
0.6% |
61% |
False |
False |
20,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1109 |
|
2.618 |
1.1055 |
|
1.618 |
1.1021 |
|
1.000 |
1.1001 |
|
0.618 |
1.0988 |
|
HIGH |
1.0967 |
|
0.618 |
1.0954 |
|
0.500 |
1.0950 |
|
0.382 |
1.0946 |
|
LOW |
1.0934 |
|
0.618 |
1.0913 |
|
1.000 |
1.0900 |
|
1.618 |
1.0879 |
|
2.618 |
1.0846 |
|
4.250 |
1.0791 |
|
|
| Fisher Pivots for day following 26-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0957 |
1.0976 |
| PP |
1.0954 |
1.0971 |
| S1 |
1.0950 |
1.0966 |
|