CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 13-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2023 |
13-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0903 |
1.0980 |
0.0077 |
0.7% |
1.0876 |
| High |
1.0920 |
1.0980 |
0.0060 |
0.5% |
1.0941 |
| Low |
1.0900 |
1.0953 |
0.0054 |
0.5% |
1.0848 |
| Close |
1.0918 |
1.0953 |
0.0036 |
0.3% |
1.0909 |
| Range |
0.0021 |
0.0027 |
0.0007 |
31.7% |
0.0093 |
| ATR |
0.0042 |
0.0043 |
0.0001 |
3.5% |
0.0000 |
| Volume |
13 |
28 |
15 |
115.4% |
132 |
|
| Daily Pivots for day following 13-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1043 |
1.1025 |
1.0968 |
|
| R3 |
1.1016 |
1.0998 |
1.0960 |
|
| R2 |
1.0989 |
1.0989 |
1.0958 |
|
| R1 |
1.0971 |
1.0971 |
1.0955 |
1.0967 |
| PP |
1.0962 |
1.0962 |
1.0962 |
1.0960 |
| S1 |
1.0944 |
1.0944 |
1.0951 |
1.0940 |
| S2 |
1.0935 |
1.0935 |
1.0948 |
|
| S3 |
1.0908 |
1.0917 |
1.0946 |
|
| S4 |
1.0881 |
1.0890 |
1.0938 |
|
|
| 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 |
1.1095 |
|
2.618 |
1.1051 |
|
1.618 |
1.1024 |
|
1.000 |
1.1007 |
|
0.618 |
1.0997 |
|
HIGH |
1.0980 |
|
0.618 |
1.0970 |
|
0.500 |
1.0967 |
|
0.382 |
1.0963 |
|
LOW |
1.0953 |
|
0.618 |
1.0936 |
|
1.000 |
1.0926 |
|
1.618 |
1.0909 |
|
2.618 |
1.0882 |
|
4.250 |
1.0838 |
|
|
| Fisher Pivots for day following 13-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0967 |
1.0949 |
| PP |
1.0962 |
1.0944 |
| S1 |
1.0958 |
1.0940 |
|