CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 05-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2023 |
05-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0874 |
1.0817 |
-0.0058 |
-0.5% |
1.0841 |
| High |
1.0888 |
1.0829 |
-0.0059 |
-0.5% |
1.0888 |
| Low |
1.0820 |
1.0789 |
-0.0032 |
-0.3% |
1.0758 |
| Close |
1.0825 |
1.0826 |
0.0001 |
0.0% |
1.0825 |
| Range |
0.0068 |
0.0041 |
-0.0028 |
-40.4% |
0.0131 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
244 |
161 |
-83 |
-34.0% |
1,149 |
|
| Daily Pivots for day following 05-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0936 |
1.0921 |
1.0848 |
|
| R3 |
1.0895 |
1.0881 |
1.0837 |
|
| R2 |
1.0855 |
1.0855 |
1.0833 |
|
| R1 |
1.0840 |
1.0840 |
1.0829 |
1.0848 |
| PP |
1.0814 |
1.0814 |
1.0814 |
1.0818 |
| S1 |
1.0800 |
1.0800 |
1.0822 |
1.0807 |
| S2 |
1.0774 |
1.0774 |
1.0818 |
|
| S3 |
1.0733 |
1.0759 |
1.0814 |
|
| S4 |
1.0693 |
1.0719 |
1.0803 |
|
|
| 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% |
0.0061 |
0.6% |
52% |
False |
False |
262 |
| 10 |
1.0932 |
1.0758 |
0.0175 |
1.6% |
0.0041 |
0.4% |
39% |
False |
False |
166 |
| 20 |
1.1166 |
1.0758 |
0.0408 |
3.8% |
0.0044 |
0.4% |
17% |
False |
False |
190 |
| 40 |
1.1206 |
1.0758 |
0.0448 |
4.1% |
0.0048 |
0.4% |
15% |
False |
False |
155 |
| 60 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0052 |
0.5% |
30% |
False |
False |
119 |
| 80 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0049 |
0.5% |
30% |
False |
False |
114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1001 |
|
2.618 |
1.0935 |
|
1.618 |
1.0895 |
|
1.000 |
1.0870 |
|
0.618 |
1.0854 |
|
HIGH |
1.0829 |
|
0.618 |
1.0814 |
|
0.500 |
1.0809 |
|
0.382 |
1.0804 |
|
LOW |
1.0789 |
|
0.618 |
1.0763 |
|
1.000 |
1.0748 |
|
1.618 |
1.0723 |
|
2.618 |
1.0682 |
|
4.250 |
1.0616 |
|
|
| Fisher Pivots for day following 05-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0820 |
1.0838 |
| PP |
1.0814 |
1.0834 |
| S1 |
1.0809 |
1.0830 |
|