CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 07-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2023 |
07-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0799 |
1.0806 |
0.0008 |
0.1% |
1.0841 |
| High |
1.0809 |
1.0830 |
0.0021 |
0.2% |
1.0888 |
| Low |
1.0787 |
1.0784 |
-0.0003 |
0.0% |
1.0758 |
| Close |
1.0806 |
1.0812 |
0.0006 |
0.1% |
1.0825 |
| Range |
0.0023 |
0.0047 |
0.0024 |
106.7% |
0.0131 |
| ATR |
0.0055 |
0.0055 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
123 |
26 |
-97 |
-78.9% |
1,149 |
|
| Daily Pivots for day following 07-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0948 |
1.0926 |
1.0837 |
|
| R3 |
1.0901 |
1.0880 |
1.0824 |
|
| R2 |
1.0855 |
1.0855 |
1.0820 |
|
| R1 |
1.0833 |
1.0833 |
1.0816 |
1.0844 |
| PP |
1.0808 |
1.0808 |
1.0808 |
1.0814 |
| S1 |
1.0787 |
1.0787 |
1.0807 |
1.0798 |
| S2 |
1.0762 |
1.0762 |
1.0803 |
|
| S3 |
1.0715 |
1.0740 |
1.0799 |
|
| S4 |
1.0669 |
1.0694 |
1.0786 |
|
|
| 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 |
1.0784 |
0.0105 |
1.0% |
0.0053 |
0.5% |
27% |
False |
True |
127 |
| 10 |
1.0888 |
1.0758 |
0.0131 |
1.2% |
0.0044 |
0.4% |
41% |
False |
False |
180 |
| 20 |
1.1110 |
1.0758 |
0.0353 |
3.3% |
0.0044 |
0.4% |
15% |
False |
False |
183 |
| 40 |
1.1206 |
1.0758 |
0.0448 |
4.1% |
0.0049 |
0.5% |
12% |
False |
False |
156 |
| 60 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0052 |
0.5% |
28% |
False |
False |
119 |
| 80 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0048 |
0.4% |
28% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1028 |
|
2.618 |
1.0952 |
|
1.618 |
1.0905 |
|
1.000 |
1.0877 |
|
0.618 |
1.0859 |
|
HIGH |
1.0830 |
|
0.618 |
1.0812 |
|
0.500 |
1.0807 |
|
0.382 |
1.0801 |
|
LOW |
1.0784 |
|
0.618 |
1.0755 |
|
1.000 |
1.0737 |
|
1.618 |
1.0708 |
|
2.618 |
1.0662 |
|
4.250 |
1.0586 |
|
|
| Fisher Pivots for day following 07-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0810 |
1.0810 |
| PP |
1.0808 |
1.0808 |
| S1 |
1.0807 |
1.0807 |
|