CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 01-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2023 |
01-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0843 |
1.0869 |
0.0026 |
0.2% |
1.0976 |
| High |
1.0843 |
1.0922 |
0.0080 |
0.7% |
1.0976 |
| Low |
1.0822 |
1.0865 |
0.0043 |
0.4% |
1.0868 |
| Close |
1.0838 |
1.0922 |
0.0084 |
0.8% |
1.0896 |
| Range |
0.0021 |
0.0057 |
0.0037 |
178.0% |
0.0108 |
| ATR |
0.0044 |
0.0047 |
0.0003 |
6.5% |
0.0000 |
| Volume |
8 |
84 |
76 |
950.0% |
146 |
|
| Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1074 |
1.1055 |
1.0953 |
|
| R3 |
1.1017 |
1.0998 |
1.0938 |
|
| R2 |
1.0960 |
1.0960 |
1.0932 |
|
| R1 |
1.0941 |
1.0941 |
1.0927 |
1.0951 |
| PP |
1.0903 |
1.0903 |
1.0903 |
1.0908 |
| S1 |
1.0884 |
1.0884 |
1.0917 |
1.0894 |
| S2 |
1.0846 |
1.0846 |
1.0912 |
|
| S3 |
1.0789 |
1.0827 |
1.0906 |
|
| S4 |
1.0732 |
1.0770 |
1.0891 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1236 |
1.1173 |
1.0955 |
|
| R3 |
1.1128 |
1.1066 |
1.0926 |
|
| R2 |
1.1021 |
1.1021 |
1.0916 |
|
| R1 |
1.0958 |
1.0958 |
1.0906 |
1.0936 |
| PP |
1.0913 |
1.0913 |
1.0913 |
1.0902 |
| S1 |
1.0851 |
1.0851 |
1.0886 |
1.0828 |
| S2 |
1.0806 |
1.0806 |
1.0876 |
|
| S3 |
1.0698 |
1.0743 |
1.0866 |
|
| S4 |
1.0591 |
1.0636 |
1.0837 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1164 |
|
2.618 |
1.1071 |
|
1.618 |
1.1014 |
|
1.000 |
1.0979 |
|
0.618 |
1.0957 |
|
HIGH |
1.0922 |
|
0.618 |
1.0900 |
|
0.500 |
1.0894 |
|
0.382 |
1.0887 |
|
LOW |
1.0865 |
|
0.618 |
1.0830 |
|
1.000 |
1.0808 |
|
1.618 |
1.0773 |
|
2.618 |
1.0716 |
|
4.250 |
1.0623 |
|
|
| Fisher Pivots for day following 01-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0913 |
1.0905 |
| PP |
1.0903 |
1.0889 |
| S1 |
1.0894 |
1.0872 |
|