CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 27-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2023 |
27-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0995 |
1.0996 |
0.0002 |
0.0% |
1.1028 |
| High |
1.1013 |
1.1068 |
0.0055 |
0.5% |
1.1105 |
| Low |
1.0982 |
1.0995 |
0.0013 |
0.1% |
1.0939 |
| Close |
1.1008 |
1.1053 |
0.0045 |
0.4% |
1.0985 |
| Range |
0.0032 |
0.0074 |
0.0042 |
133.3% |
0.0166 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.2% |
0.0000 |
| Volume |
524 |
428 |
-96 |
-18.3% |
2,279 |
|
| Daily Pivots for day following 27-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1259 |
1.1229 |
1.1093 |
|
| R3 |
1.1185 |
1.1156 |
1.1073 |
|
| R2 |
1.1112 |
1.1112 |
1.1066 |
|
| R1 |
1.1082 |
1.1082 |
1.1059 |
1.1097 |
| PP |
1.1038 |
1.1038 |
1.1038 |
1.1046 |
| S1 |
1.1009 |
1.1009 |
1.1046 |
1.1024 |
| S2 |
1.0965 |
1.0965 |
1.1039 |
|
| S3 |
1.0891 |
1.0935 |
1.1032 |
|
| S4 |
1.0818 |
1.0862 |
1.1012 |
|
|
| Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1508 |
1.1412 |
1.1076 |
|
| R3 |
1.1342 |
1.1246 |
1.1031 |
|
| R2 |
1.1176 |
1.1176 |
1.1015 |
|
| R1 |
1.1080 |
1.1080 |
1.1000 |
1.1045 |
| PP |
1.1010 |
1.1010 |
1.1010 |
1.0992 |
| S1 |
1.0914 |
1.0914 |
1.0970 |
1.0879 |
| S2 |
1.0844 |
1.0844 |
1.0955 |
|
| S3 |
1.0678 |
1.0748 |
1.0939 |
|
| S4 |
1.0512 |
1.0582 |
1.0894 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1105 |
1.0939 |
0.0166 |
1.5% |
0.0072 |
0.6% |
68% |
False |
False |
550 |
| 10 |
1.1105 |
1.0877 |
0.0228 |
2.1% |
0.0072 |
0.7% |
77% |
False |
False |
1,045 |
| 20 |
1.1105 |
1.0758 |
0.0348 |
3.1% |
0.0063 |
0.6% |
85% |
False |
False |
673 |
| 40 |
1.1181 |
1.0758 |
0.0424 |
3.8% |
0.0052 |
0.5% |
70% |
False |
False |
427 |
| 60 |
1.1206 |
1.0758 |
0.0448 |
4.1% |
0.0052 |
0.5% |
66% |
False |
False |
308 |
| 80 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0054 |
0.5% |
72% |
False |
False |
251 |
| 100 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0052 |
0.5% |
72% |
False |
False |
219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1380 |
|
2.618 |
1.1260 |
|
1.618 |
1.1187 |
|
1.000 |
1.1142 |
|
0.618 |
1.1113 |
|
HIGH |
1.1068 |
|
0.618 |
1.1040 |
|
0.500 |
1.1031 |
|
0.382 |
1.1023 |
|
LOW |
1.0995 |
|
0.618 |
1.0949 |
|
1.000 |
1.0921 |
|
1.618 |
1.0876 |
|
2.618 |
1.0802 |
|
4.250 |
1.0682 |
|
|
| Fisher Pivots for day following 27-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1045 |
1.1036 |
| PP |
1.1038 |
1.1020 |
| S1 |
1.1031 |
1.1004 |
|