CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 15-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2023 |
15-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0896 |
1.0942 |
0.0046 |
0.4% |
1.0817 |
| High |
1.0966 |
1.1054 |
0.0088 |
0.8% |
1.0890 |
| Low |
1.0884 |
1.0914 |
0.0030 |
0.3% |
1.0784 |
| Close |
1.0940 |
1.1051 |
0.0111 |
1.0% |
1.0858 |
| Range |
0.0082 |
0.0140 |
0.0058 |
70.7% |
0.0106 |
| ATR |
0.0056 |
0.0062 |
0.0006 |
10.6% |
0.0000 |
| Volume |
2,661 |
2,572 |
-89 |
-3.3% |
505 |
|
| Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1426 |
1.1378 |
1.1128 |
|
| R3 |
1.1286 |
1.1238 |
1.1089 |
|
| R2 |
1.1146 |
1.1146 |
1.1076 |
|
| R1 |
1.1098 |
1.1098 |
1.1063 |
1.1122 |
| PP |
1.1006 |
1.1006 |
1.1006 |
1.1018 |
| S1 |
1.0958 |
1.0958 |
1.1038 |
1.0982 |
| S2 |
1.0866 |
1.0866 |
1.1025 |
|
| S3 |
1.0726 |
1.0818 |
1.1012 |
|
| S4 |
1.0586 |
1.0678 |
1.0974 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1162 |
1.1116 |
1.0916 |
|
| R3 |
1.1056 |
1.1010 |
1.0887 |
|
| R2 |
1.0950 |
1.0950 |
1.0877 |
|
| R1 |
1.0904 |
1.0904 |
1.0867 |
1.0927 |
| PP |
1.0844 |
1.0844 |
1.0844 |
1.0855 |
| S1 |
1.0798 |
1.0798 |
1.0848 |
1.0821 |
| S2 |
1.0738 |
1.0738 |
1.0838 |
|
| S3 |
1.0632 |
1.0692 |
1.0828 |
|
| S4 |
1.0526 |
1.0586 |
1.0799 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1054 |
1.0842 |
0.0212 |
1.9% |
0.0069 |
0.6% |
99% |
True |
False |
1,605 |
| 10 |
1.1054 |
1.0784 |
0.0270 |
2.4% |
0.0060 |
0.5% |
99% |
True |
False |
871 |
| 20 |
1.1054 |
1.0758 |
0.0296 |
2.7% |
0.0051 |
0.5% |
99% |
True |
False |
503 |
| 40 |
1.1206 |
1.0758 |
0.0448 |
4.1% |
0.0051 |
0.5% |
65% |
False |
False |
347 |
| 60 |
1.1206 |
1.0758 |
0.0448 |
4.1% |
0.0052 |
0.5% |
65% |
False |
False |
247 |
| 80 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0051 |
0.5% |
72% |
False |
False |
209 |
| 100 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0051 |
0.5% |
72% |
False |
False |
181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1649 |
|
2.618 |
1.1420 |
|
1.618 |
1.1280 |
|
1.000 |
1.1194 |
|
0.618 |
1.1140 |
|
HIGH |
1.1054 |
|
0.618 |
1.1000 |
|
0.500 |
1.0984 |
|
0.382 |
1.0967 |
|
LOW |
1.0914 |
|
0.618 |
1.0827 |
|
1.000 |
1.0774 |
|
1.618 |
1.0687 |
|
2.618 |
1.0547 |
|
4.250 |
1.0319 |
|
|
| Fisher Pivots for day following 15-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1028 |
1.1022 |
| PP |
1.1006 |
1.0994 |
| S1 |
1.0984 |
1.0965 |
|