CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 15-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2023 |
15-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0952 |
1.0970 |
0.0019 |
0.2% |
1.0876 |
| High |
1.1013 |
1.1103 |
0.0091 |
0.8% |
1.0941 |
| Low |
1.0945 |
1.0970 |
0.0025 |
0.2% |
1.0848 |
| Close |
1.0993 |
1.1103 |
0.0111 |
1.0% |
1.0909 |
| Range |
0.0068 |
0.0133 |
0.0066 |
97.0% |
0.0093 |
| ATR |
0.0045 |
0.0051 |
0.0006 |
13.9% |
0.0000 |
| Volume |
40 |
71 |
31 |
77.5% |
132 |
|
| Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1458 |
1.1413 |
1.1176 |
|
| R3 |
1.1325 |
1.1280 |
1.1140 |
|
| R2 |
1.1192 |
1.1192 |
1.1127 |
|
| R1 |
1.1147 |
1.1147 |
1.1115 |
1.1170 |
| PP |
1.1059 |
1.1059 |
1.1059 |
1.1070 |
| S1 |
1.1014 |
1.1014 |
1.1091 |
1.1037 |
| S2 |
1.0926 |
1.0926 |
1.1079 |
|
| S3 |
1.0793 |
1.0881 |
1.1066 |
|
| S4 |
1.0660 |
1.0748 |
1.1030 |
|
|
| 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 |
1.1668 |
|
2.618 |
1.1451 |
|
1.618 |
1.1318 |
|
1.000 |
1.1236 |
|
0.618 |
1.1185 |
|
HIGH |
1.1103 |
|
0.618 |
1.1052 |
|
0.500 |
1.1037 |
|
0.382 |
1.1021 |
|
LOW |
1.0970 |
|
0.618 |
1.0888 |
|
1.000 |
1.0837 |
|
1.618 |
1.0755 |
|
2.618 |
1.0622 |
|
4.250 |
1.0405 |
|
|
| Fisher Pivots for day following 15-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1081 |
1.1077 |
| PP |
1.1059 |
1.1050 |
| S1 |
1.1037 |
1.1024 |
|