CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 28-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2023 |
28-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0996 |
1.1044 |
0.0048 |
0.4% |
1.1028 |
| High |
1.1068 |
1.1053 |
-0.0015 |
-0.1% |
1.1105 |
| Low |
1.0995 |
1.0992 |
-0.0003 |
0.0% |
1.0939 |
| Close |
1.1053 |
1.1016 |
-0.0037 |
-0.3% |
1.0985 |
| Range |
0.0074 |
0.0062 |
-0.0012 |
-16.3% |
0.0166 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
428 |
427 |
-1 |
-0.2% |
2,279 |
|
| Daily Pivots for day following 28-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1205 |
1.1172 |
1.1050 |
|
| R3 |
1.1143 |
1.1110 |
1.1033 |
|
| R2 |
1.1082 |
1.1082 |
1.1027 |
|
| R1 |
1.1049 |
1.1049 |
1.1022 |
1.1035 |
| PP |
1.1020 |
1.1020 |
1.1020 |
1.1013 |
| S1 |
1.0987 |
1.0987 |
1.1010 |
1.0973 |
| S2 |
1.0959 |
1.0959 |
1.1005 |
|
| S3 |
1.0897 |
1.0926 |
1.0999 |
|
| S4 |
1.0836 |
1.0864 |
1.0982 |
|
|
| 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% |
0.0068 |
0.6% |
46% |
False |
False |
567 |
| 10 |
1.1105 |
1.0884 |
0.0221 |
2.0% |
0.0074 |
0.7% |
60% |
False |
False |
950 |
| 20 |
1.1105 |
1.0758 |
0.0348 |
3.2% |
0.0063 |
0.6% |
74% |
False |
False |
683 |
| 40 |
1.1181 |
1.0758 |
0.0424 |
3.8% |
0.0053 |
0.5% |
61% |
False |
False |
433 |
| 60 |
1.1206 |
1.0758 |
0.0448 |
4.1% |
0.0051 |
0.5% |
58% |
False |
False |
315 |
| 80 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0054 |
0.5% |
65% |
False |
False |
251 |
| 100 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0051 |
0.5% |
65% |
False |
False |
222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1314 |
|
2.618 |
1.1214 |
|
1.618 |
1.1153 |
|
1.000 |
1.1115 |
|
0.618 |
1.1091 |
|
HIGH |
1.1053 |
|
0.618 |
1.1030 |
|
0.500 |
1.1022 |
|
0.382 |
1.1015 |
|
LOW |
1.0992 |
|
0.618 |
1.0953 |
|
1.000 |
1.0930 |
|
1.618 |
1.0892 |
|
2.618 |
1.0830 |
|
4.250 |
1.0730 |
|
|
| Fisher Pivots for day following 28-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1022 |
1.1025 |
| PP |
1.1020 |
1.1022 |
| S1 |
1.1018 |
1.1019 |
|