CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 02-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2023 |
02-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0788 |
1.0874 |
0.0086 |
0.8% |
1.0841 |
| High |
1.0877 |
1.0888 |
0.0011 |
0.1% |
1.0888 |
| Low |
1.0788 |
1.0820 |
0.0032 |
0.3% |
1.0758 |
| Close |
1.0873 |
1.0825 |
-0.0049 |
-0.4% |
1.0825 |
| Range |
0.0089 |
0.0068 |
-0.0021 |
-23.6% |
0.0131 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
1.4% |
0.0000 |
| Volume |
84 |
244 |
160 |
190.5% |
1,149 |
|
| Daily Pivots for day following 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1048 |
1.1004 |
1.0862 |
|
| R3 |
1.0980 |
1.0936 |
1.0843 |
|
| R2 |
1.0912 |
1.0912 |
1.0837 |
|
| R1 |
1.0868 |
1.0868 |
1.0831 |
1.0856 |
| PP |
1.0844 |
1.0844 |
1.0844 |
1.0838 |
| S1 |
1.0800 |
1.0800 |
1.0818 |
1.0788 |
| S2 |
1.0776 |
1.0776 |
1.0812 |
|
| S3 |
1.0708 |
1.0732 |
1.0806 |
|
| S4 |
1.0640 |
1.0664 |
1.0787 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1215 |
1.1150 |
1.0896 |
|
| R3 |
1.1084 |
1.1020 |
1.0860 |
|
| R2 |
1.0954 |
1.0954 |
1.0848 |
|
| R1 |
1.0889 |
1.0889 |
1.0836 |
1.0856 |
| PP |
1.0823 |
1.0823 |
1.0823 |
1.0807 |
| S1 |
1.0759 |
1.0759 |
1.0813 |
1.0726 |
| S2 |
1.0693 |
1.0693 |
1.0801 |
|
| S3 |
1.0562 |
1.0628 |
1.0789 |
|
| S4 |
1.0432 |
1.0498 |
1.0753 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0888 |
1.0758 |
0.0131 |
1.2% |
0.0063 |
0.6% |
51% |
True |
False |
236 |
| 10 |
1.0937 |
1.0758 |
0.0180 |
1.7% |
0.0044 |
0.4% |
37% |
False |
False |
154 |
| 20 |
1.1166 |
1.0758 |
0.0408 |
3.8% |
0.0046 |
0.4% |
16% |
False |
False |
188 |
| 40 |
1.1206 |
1.0758 |
0.0448 |
4.1% |
0.0047 |
0.4% |
15% |
False |
False |
151 |
| 60 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0053 |
0.5% |
30% |
False |
False |
119 |
| 80 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0049 |
0.5% |
30% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1177 |
|
2.618 |
1.1066 |
|
1.618 |
1.0998 |
|
1.000 |
1.0956 |
|
0.618 |
1.0930 |
|
HIGH |
1.0888 |
|
0.618 |
1.0862 |
|
0.500 |
1.0854 |
|
0.382 |
1.0846 |
|
LOW |
1.0820 |
|
0.618 |
1.0778 |
|
1.000 |
1.0752 |
|
1.618 |
1.0710 |
|
2.618 |
1.0642 |
|
4.250 |
1.0531 |
|
|
| Fisher Pivots for day following 02-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0854 |
1.0824 |
| PP |
1.0844 |
1.0823 |
| S1 |
1.0834 |
1.0823 |
|