CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 29-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2023 |
29-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1007 |
1.0958 |
-0.0050 |
-0.4% |
1.0993 |
| High |
1.1008 |
1.0985 |
-0.0024 |
-0.2% |
1.1062 |
| Low |
1.0942 |
1.0904 |
-0.0038 |
-0.3% |
1.0891 |
| Close |
1.0968 |
1.0911 |
-0.0058 |
-0.5% |
1.0939 |
| Range |
0.0067 |
0.0081 |
0.0015 |
21.8% |
0.0171 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
0.9% |
0.0000 |
| Volume |
197,398 |
206,971 |
9,573 |
4.8% |
702,341 |
|
| Daily Pivots for day following 29-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1176 |
1.1124 |
1.0955 |
|
| R3 |
1.1095 |
1.1043 |
1.0933 |
|
| R2 |
1.1014 |
1.1014 |
1.0925 |
|
| R1 |
1.0962 |
1.0962 |
1.0918 |
1.0948 |
| PP |
1.0933 |
1.0933 |
1.0933 |
1.0926 |
| S1 |
1.0881 |
1.0881 |
1.0903 |
1.0867 |
| S2 |
1.0852 |
1.0852 |
1.0896 |
|
| S3 |
1.0771 |
1.0800 |
1.0888 |
|
| S4 |
1.0690 |
1.0719 |
1.0866 |
|
|
| 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 |
1.1023 |
1.0891 |
0.0132 |
1.2% |
0.0074 |
0.7% |
15% |
False |
False |
176,997 |
| 10 |
1.1062 |
1.0856 |
0.0206 |
1.9% |
0.0078 |
0.7% |
27% |
False |
False |
186,141 |
| 20 |
1.1062 |
1.0726 |
0.0336 |
3.1% |
0.0074 |
0.7% |
55% |
False |
False |
146,974 |
| 40 |
1.1171 |
1.0703 |
0.0469 |
4.3% |
0.0070 |
0.6% |
44% |
False |
False |
74,610 |
| 60 |
1.1177 |
1.0703 |
0.0475 |
4.3% |
0.0071 |
0.7% |
44% |
False |
False |
50,064 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0075 |
0.7% |
52% |
False |
False |
37,953 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0071 |
0.7% |
52% |
False |
False |
30,391 |
| 120 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0067 |
0.6% |
52% |
False |
False |
25,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1329 |
|
2.618 |
1.1197 |
|
1.618 |
1.1116 |
|
1.000 |
1.1066 |
|
0.618 |
1.1035 |
|
HIGH |
1.0985 |
|
0.618 |
1.0954 |
|
0.500 |
1.0944 |
|
0.382 |
1.0934 |
|
LOW |
1.0904 |
|
0.618 |
1.0853 |
|
1.000 |
1.0823 |
|
1.618 |
1.0772 |
|
2.618 |
1.0691 |
|
4.250 |
1.0559 |
|
|
| Fisher Pivots for day following 29-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0944 |
1.0963 |
| PP |
1.0933 |
1.0946 |
| S1 |
1.0922 |
1.0928 |
|