CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 08-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2023 |
08-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0856 |
1.0889 |
0.0033 |
0.3% |
1.0889 |
| High |
1.0870 |
1.0940 |
0.0070 |
0.6% |
1.0936 |
| Low |
1.0856 |
1.0889 |
0.0033 |
0.3% |
1.0822 |
| Close |
1.0863 |
1.0938 |
0.0075 |
0.7% |
1.0875 |
| Range |
0.0014 |
0.0052 |
0.0038 |
267.9% |
0.0114 |
| ATR |
0.0042 |
0.0044 |
0.0003 |
6.0% |
0.0000 |
| Volume |
4 |
20 |
16 |
400.0% |
113 |
|
| Daily Pivots for day following 08-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1077 |
1.1059 |
1.0966 |
|
| R3 |
1.1025 |
1.1007 |
1.0952 |
|
| R2 |
1.0974 |
1.0974 |
1.0947 |
|
| R1 |
1.0956 |
1.0956 |
1.0943 |
1.0965 |
| PP |
1.0922 |
1.0922 |
1.0922 |
1.0927 |
| S1 |
1.0904 |
1.0904 |
1.0933 |
1.0913 |
| S2 |
1.0871 |
1.0871 |
1.0929 |
|
| S3 |
1.0819 |
1.0853 |
1.0924 |
|
| S4 |
1.0768 |
1.0801 |
1.0910 |
|
|
| 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 |
1.1159 |
|
2.618 |
1.1075 |
|
1.618 |
1.1023 |
|
1.000 |
1.0992 |
|
0.618 |
1.0972 |
|
HIGH |
1.0940 |
|
0.618 |
1.0920 |
|
0.500 |
1.0914 |
|
0.382 |
1.0908 |
|
LOW |
1.0889 |
|
0.618 |
1.0857 |
|
1.000 |
1.0837 |
|
1.618 |
1.0805 |
|
2.618 |
1.0754 |
|
4.250 |
1.0670 |
|
|
| Fisher Pivots for day following 08-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0930 |
1.0923 |
| PP |
1.0922 |
1.0909 |
| S1 |
1.0914 |
1.0894 |
|