CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 05-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2023 |
05-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0875 |
1.0876 |
0.0001 |
0.0% |
1.0889 |
| High |
1.0936 |
1.0876 |
-0.0060 |
-0.5% |
1.0936 |
| Low |
1.0872 |
1.0869 |
-0.0003 |
0.0% |
1.0822 |
| Close |
1.0875 |
1.0876 |
0.0001 |
0.0% |
1.0875 |
| Range |
0.0065 |
0.0007 |
-0.0058 |
-89.1% |
0.0114 |
| ATR |
0.0048 |
0.0045 |
-0.0003 |
-6.1% |
0.0000 |
| Volume |
5 |
92 |
87 |
1,740.0% |
113 |
|
| Daily Pivots for day following 05-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0895 |
1.0892 |
1.0879 |
|
| R3 |
1.0888 |
1.0885 |
1.0877 |
|
| R2 |
1.0881 |
1.0881 |
1.0877 |
|
| R1 |
1.0878 |
1.0878 |
1.0876 |
1.0879 |
| PP |
1.0874 |
1.0874 |
1.0874 |
1.0874 |
| S1 |
1.0871 |
1.0871 |
1.0875 |
1.0872 |
| S2 |
1.0867 |
1.0867 |
1.0874 |
|
| S3 |
1.0860 |
1.0864 |
1.0874 |
|
| S4 |
1.0853 |
1.0857 |
1.0872 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1220 |
1.1161 |
1.0937 |
|
| R3 |
1.1106 |
1.1047 |
1.0906 |
|
| R2 |
1.0992 |
1.0992 |
1.0895 |
|
| R1 |
1.0933 |
1.0933 |
1.0885 |
1.0905 |
| PP |
1.0878 |
1.0878 |
1.0878 |
1.0864 |
| S1 |
1.0819 |
1.0819 |
1.0864 |
1.0791 |
| S2 |
1.0764 |
1.0764 |
1.0854 |
|
| S3 |
1.0650 |
1.0705 |
1.0843 |
|
| S4 |
1.0536 |
1.0591 |
1.0812 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0906 |
|
2.618 |
1.0894 |
|
1.618 |
1.0887 |
|
1.000 |
1.0883 |
|
0.618 |
1.0880 |
|
HIGH |
1.0876 |
|
0.618 |
1.0873 |
|
0.500 |
1.0873 |
|
0.382 |
1.0872 |
|
LOW |
1.0869 |
|
0.618 |
1.0865 |
|
1.000 |
1.0862 |
|
1.618 |
1.0858 |
|
2.618 |
1.0851 |
|
4.250 |
1.0839 |
|
|
| Fisher Pivots for day following 05-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0875 |
1.0901 |
| PP |
1.0874 |
1.0892 |
| S1 |
1.0873 |
1.0884 |
|