CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 28-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2023 |
28-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0954 |
1.1007 |
0.0053 |
0.5% |
1.0993 |
| High |
1.1023 |
1.1008 |
-0.0015 |
-0.1% |
1.1062 |
| Low |
1.0948 |
1.0942 |
-0.0006 |
-0.1% |
1.0891 |
| Close |
1.1006 |
1.0968 |
-0.0038 |
-0.3% |
1.0939 |
| Range |
0.0075 |
0.0067 |
-0.0009 |
-11.3% |
0.0171 |
| ATR |
0.0073 |
0.0072 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
143,883 |
197,398 |
53,515 |
37.2% |
702,341 |
|
| Daily Pivots for day following 28-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1172 |
1.1137 |
1.1005 |
|
| R3 |
1.1106 |
1.1070 |
1.0986 |
|
| R2 |
1.1039 |
1.1039 |
1.0980 |
|
| R1 |
1.1004 |
1.1004 |
1.0974 |
1.0988 |
| PP |
1.0973 |
1.0973 |
1.0973 |
1.0965 |
| S1 |
1.0937 |
1.0937 |
1.0962 |
1.0922 |
| S2 |
1.0906 |
1.0906 |
1.0956 |
|
| S3 |
1.0840 |
1.0871 |
1.0950 |
|
| S4 |
1.0773 |
1.0804 |
1.0931 |
|
|
| 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 |
0.7% |
45% |
False |
False |
168,534 |
| 10 |
1.1062 |
1.0830 |
0.0232 |
2.1% |
0.0079 |
0.7% |
60% |
False |
False |
193,274 |
| 20 |
1.1062 |
1.0703 |
0.0359 |
3.3% |
0.0075 |
0.7% |
74% |
False |
False |
136,970 |
| 40 |
1.1171 |
1.0703 |
0.0469 |
4.3% |
0.0070 |
0.6% |
57% |
False |
False |
69,479 |
| 60 |
1.1177 |
1.0703 |
0.0475 |
4.3% |
0.0071 |
0.6% |
56% |
False |
False |
46,637 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0076 |
0.7% |
62% |
False |
False |
35,375 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0071 |
0.6% |
62% |
False |
False |
28,322 |
| 120 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0068 |
0.6% |
62% |
False |
False |
23,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1291 |
|
2.618 |
1.1182 |
|
1.618 |
1.1116 |
|
1.000 |
1.1075 |
|
0.618 |
1.1049 |
|
HIGH |
1.1008 |
|
0.618 |
1.0983 |
|
0.500 |
1.0975 |
|
0.382 |
1.0967 |
|
LOW |
1.0942 |
|
0.618 |
1.0900 |
|
1.000 |
1.0875 |
|
1.618 |
1.0834 |
|
2.618 |
1.0767 |
|
4.250 |
1.0659 |
|
|
| Fisher Pivots for day following 28-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0975 |
1.0978 |
| PP |
1.0973 |
1.0975 |
| S1 |
1.0970 |
1.0971 |
|