CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 20-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2023 |
20-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1038 |
1.1028 |
-0.0010 |
-0.1% |
1.0843 |
| High |
1.1067 |
1.1040 |
-0.0027 |
-0.2% |
1.1067 |
| Low |
1.1020 |
1.0990 |
-0.0030 |
-0.3% |
1.0842 |
| Close |
1.1043 |
1.1015 |
-0.0028 |
-0.3% |
1.1043 |
| Range |
0.0048 |
0.0050 |
0.0003 |
5.3% |
0.0226 |
| ATR |
0.0061 |
0.0061 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
616 |
481 |
-135 |
-21.9% |
8,577 |
|
| Daily Pivots for day following 20-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1165 |
1.1140 |
1.1043 |
|
| R3 |
1.1115 |
1.1090 |
1.1029 |
|
| R2 |
1.1065 |
1.1065 |
1.1024 |
|
| R1 |
1.1040 |
1.1040 |
1.1020 |
1.1028 |
| PP |
1.1015 |
1.1015 |
1.1015 |
1.1009 |
| S1 |
1.0990 |
1.0990 |
1.1010 |
1.0978 |
| S2 |
1.0965 |
1.0965 |
1.1006 |
|
| S3 |
1.0915 |
1.0940 |
1.1001 |
|
| S4 |
1.0865 |
1.0890 |
1.0988 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1660 |
1.1577 |
1.1167 |
|
| R3 |
1.1435 |
1.1352 |
1.1105 |
|
| R2 |
1.1209 |
1.1209 |
1.1084 |
|
| R1 |
1.1126 |
1.1126 |
1.1064 |
1.1168 |
| PP |
1.0984 |
1.0984 |
1.0984 |
1.1005 |
| S1 |
1.0901 |
1.0901 |
1.1022 |
1.0942 |
| S2 |
1.0758 |
1.0758 |
1.1002 |
|
| S3 |
1.0533 |
1.0675 |
1.0981 |
|
| S4 |
1.0307 |
1.0450 |
1.0919 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1067 |
1.0877 |
0.0190 |
1.7% |
0.0073 |
0.7% |
73% |
False |
False |
1,541 |
| 10 |
1.1067 |
1.0784 |
0.0284 |
2.6% |
0.0059 |
0.5% |
82% |
False |
False |
940 |
| 20 |
1.1067 |
1.0758 |
0.0310 |
2.8% |
0.0050 |
0.5% |
83% |
False |
False |
553 |
| 40 |
1.1206 |
1.0758 |
0.0448 |
4.1% |
0.0051 |
0.5% |
57% |
False |
False |
371 |
| 60 |
1.1206 |
1.0758 |
0.0448 |
4.1% |
0.0050 |
0.5% |
57% |
False |
False |
265 |
| 80 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0051 |
0.5% |
65% |
False |
False |
220 |
| 100 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0051 |
0.5% |
65% |
False |
False |
192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1253 |
|
2.618 |
1.1171 |
|
1.618 |
1.1121 |
|
1.000 |
1.1090 |
|
0.618 |
1.1071 |
|
HIGH |
1.1040 |
|
0.618 |
1.1021 |
|
0.500 |
1.1015 |
|
0.382 |
1.1009 |
|
LOW |
1.0990 |
|
0.618 |
1.0959 |
|
1.000 |
1.0940 |
|
1.618 |
1.0909 |
|
2.618 |
1.0859 |
|
4.250 |
1.0778 |
|
|
| Fisher Pivots for day following 20-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1015 |
1.1007 |
| PP |
1.1015 |
1.0999 |
| S1 |
1.1015 |
1.0990 |
|