CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 12-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2023 |
12-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0909 |
1.0903 |
-0.0006 |
-0.1% |
1.0876 |
| High |
1.0941 |
1.0920 |
-0.0021 |
-0.2% |
1.0941 |
| Low |
1.0906 |
1.0900 |
-0.0006 |
-0.1% |
1.0848 |
| Close |
1.0909 |
1.0918 |
0.0009 |
0.1% |
1.0909 |
| Range |
0.0036 |
0.0021 |
-0.0015 |
-42.3% |
0.0093 |
| ATR |
0.0044 |
0.0042 |
-0.0002 |
-3.8% |
0.0000 |
| Volume |
8 |
13 |
5 |
62.5% |
132 |
|
| Daily Pivots for day following 12-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0974 |
1.0966 |
1.0929 |
|
| R3 |
1.0953 |
1.0946 |
1.0923 |
|
| R2 |
1.0933 |
1.0933 |
1.0921 |
|
| R1 |
1.0925 |
1.0925 |
1.0919 |
1.0929 |
| PP |
1.0912 |
1.0912 |
1.0912 |
1.0914 |
| S1 |
1.0905 |
1.0905 |
1.0916 |
1.0909 |
| S2 |
1.0892 |
1.0892 |
1.0914 |
|
| S3 |
1.0871 |
1.0884 |
1.0912 |
|
| S4 |
1.0851 |
1.0864 |
1.0906 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1178 |
1.1137 |
1.0960 |
|
| R3 |
1.1085 |
1.1044 |
1.0935 |
|
| R2 |
1.0992 |
1.0992 |
1.0926 |
|
| R1 |
1.0951 |
1.0951 |
1.0918 |
1.0972 |
| PP |
1.0899 |
1.0899 |
1.0899 |
1.0910 |
| S1 |
1.0858 |
1.0858 |
1.0900 |
1.0879 |
| S2 |
1.0806 |
1.0806 |
1.0892 |
|
| S3 |
1.0713 |
1.0765 |
1.0883 |
|
| S4 |
1.0620 |
1.0672 |
1.0858 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1007 |
|
2.618 |
1.0974 |
|
1.618 |
1.0953 |
|
1.000 |
1.0941 |
|
0.618 |
1.0933 |
|
HIGH |
1.0920 |
|
0.618 |
1.0912 |
|
0.500 |
1.0910 |
|
0.382 |
1.0907 |
|
LOW |
1.0900 |
|
0.618 |
1.0887 |
|
1.000 |
1.0879 |
|
1.618 |
1.0866 |
|
2.618 |
1.0846 |
|
4.250 |
1.0812 |
|
|
| Fisher Pivots for day following 12-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0915 |
1.0917 |
| PP |
1.0912 |
1.0916 |
| S1 |
1.0910 |
1.0915 |
|