CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 14-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2023 |
14-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0980 |
1.0952 |
-0.0029 |
-0.3% |
1.0876 |
| High |
1.0980 |
1.1013 |
0.0033 |
0.3% |
1.0941 |
| Low |
1.0953 |
1.0945 |
-0.0008 |
-0.1% |
1.0848 |
| Close |
1.0953 |
1.0993 |
0.0040 |
0.4% |
1.0909 |
| Range |
0.0027 |
0.0068 |
0.0041 |
150.0% |
0.0093 |
| ATR |
0.0043 |
0.0045 |
0.0002 |
4.0% |
0.0000 |
| Volume |
28 |
40 |
12 |
42.9% |
132 |
|
| Daily Pivots for day following 14-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1186 |
1.1157 |
1.1030 |
|
| R3 |
1.1118 |
1.1089 |
1.1011 |
|
| R2 |
1.1051 |
1.1051 |
1.1005 |
|
| R1 |
1.1022 |
1.1022 |
1.0999 |
1.1036 |
| PP |
1.0983 |
1.0983 |
1.0983 |
1.0991 |
| S1 |
1.0954 |
1.0954 |
1.0986 |
1.0969 |
| S2 |
1.0916 |
1.0916 |
1.0980 |
|
| S3 |
1.0848 |
1.0887 |
1.0974 |
|
| S4 |
1.0781 |
1.0819 |
1.0955 |
|
|
| 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 |
1.1299 |
|
2.618 |
1.1189 |
|
1.618 |
1.1122 |
|
1.000 |
1.1080 |
|
0.618 |
1.1054 |
|
HIGH |
1.1013 |
|
0.618 |
1.0987 |
|
0.500 |
1.0979 |
|
0.382 |
1.0971 |
|
LOW |
1.0945 |
|
0.618 |
1.0903 |
|
1.000 |
1.0878 |
|
1.618 |
1.0836 |
|
2.618 |
1.0768 |
|
4.250 |
1.0658 |
|
|
| Fisher Pivots for day following 14-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0988 |
1.0980 |
| PP |
1.0983 |
1.0968 |
| S1 |
1.0979 |
1.0956 |
|