CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 27-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2023 |
27-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0946 |
1.0954 |
0.0009 |
0.1% |
1.0993 |
| High |
1.0967 |
1.1023 |
0.0056 |
0.5% |
1.1062 |
| Low |
1.0934 |
1.0948 |
0.0014 |
0.1% |
1.0891 |
| Close |
1.0961 |
1.1006 |
0.0045 |
0.4% |
1.0939 |
| Range |
0.0034 |
0.0075 |
0.0042 |
123.9% |
0.0171 |
| ATR |
0.0072 |
0.0073 |
0.0000 |
0.2% |
0.0000 |
| Volume |
135,042 |
143,883 |
8,841 |
6.5% |
702,341 |
|
| Daily Pivots for day following 27-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1217 |
1.1186 |
1.1047 |
|
| R3 |
1.1142 |
1.1111 |
1.1026 |
|
| R2 |
1.1067 |
1.1067 |
1.1019 |
|
| R1 |
1.1036 |
1.1036 |
1.1012 |
1.1052 |
| PP |
1.0992 |
1.0992 |
1.0992 |
1.1000 |
| S1 |
1.0961 |
1.0961 |
1.0999 |
1.0977 |
| S2 |
1.0917 |
1.0917 |
1.0992 |
|
| S3 |
1.0842 |
1.0886 |
1.0985 |
|
| S4 |
1.0767 |
1.0811 |
1.0964 |
|
|
| 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 |
1.5% |
0.0075 |
0.7% |
67% |
False |
False |
156,121 |
| 10 |
1.1062 |
1.0816 |
0.0246 |
2.2% |
0.0079 |
0.7% |
77% |
False |
False |
208,434 |
| 20 |
1.1062 |
1.0703 |
0.0359 |
3.3% |
0.0076 |
0.7% |
84% |
False |
False |
127,283 |
| 40 |
1.1171 |
1.0703 |
0.0469 |
4.3% |
0.0070 |
0.6% |
65% |
False |
False |
64,554 |
| 60 |
1.1177 |
1.0703 |
0.0475 |
4.3% |
0.0072 |
0.7% |
64% |
False |
False |
43,370 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0075 |
0.7% |
69% |
False |
False |
32,912 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0072 |
0.7% |
69% |
False |
False |
26,348 |
| 120 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0068 |
0.6% |
69% |
False |
False |
21,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1341 |
|
2.618 |
1.1219 |
|
1.618 |
1.1144 |
|
1.000 |
1.1098 |
|
0.618 |
1.1069 |
|
HIGH |
1.1023 |
|
0.618 |
1.0994 |
|
0.500 |
1.0985 |
|
0.382 |
1.0976 |
|
LOW |
1.0948 |
|
0.618 |
1.0901 |
|
1.000 |
1.0873 |
|
1.618 |
1.0826 |
|
2.618 |
1.0751 |
|
4.250 |
1.0629 |
|
|
| Fisher Pivots for day following 27-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0999 |
1.0989 |
| PP |
1.0992 |
1.0973 |
| S1 |
1.0985 |
1.0957 |
|