CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 21-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2023 |
21-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1091 |
1.1066 |
-0.0025 |
-0.2% |
1.0903 |
| High |
1.1091 |
1.1133 |
0.0043 |
0.4% |
1.1110 |
| Low |
1.1058 |
1.1066 |
0.0008 |
0.1% |
1.0900 |
| Close |
1.1066 |
1.1133 |
0.0067 |
0.6% |
1.1097 |
| Range |
0.0033 |
0.0068 |
0.0035 |
104.5% |
0.0210 |
| ATR |
0.0050 |
0.0051 |
0.0001 |
2.6% |
0.0000 |
| Volume |
226 |
4 |
-222 |
-98.2% |
158 |
|
| Daily Pivots for day following 21-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1313 |
1.1291 |
1.1170 |
|
| R3 |
1.1246 |
1.1223 |
1.1152 |
|
| R2 |
1.1178 |
1.1178 |
1.1145 |
|
| R1 |
1.1156 |
1.1156 |
1.1139 |
1.1167 |
| PP |
1.1111 |
1.1111 |
1.1111 |
1.1116 |
| S1 |
1.1088 |
1.1088 |
1.1127 |
1.1099 |
| S2 |
1.1043 |
1.1043 |
1.1121 |
|
| S3 |
1.0976 |
1.1021 |
1.1114 |
|
| S4 |
1.0908 |
1.0953 |
1.1096 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1665 |
1.1591 |
1.1213 |
|
| R3 |
1.1455 |
1.1381 |
1.1155 |
|
| R2 |
1.1245 |
1.1245 |
1.1136 |
|
| R1 |
1.1171 |
1.1171 |
1.1116 |
1.1208 |
| PP |
1.1035 |
1.1035 |
1.1035 |
1.1054 |
| S1 |
1.0961 |
1.0961 |
1.1078 |
1.0998 |
| S2 |
1.0825 |
1.0825 |
1.1059 |
|
| S3 |
1.0615 |
1.0751 |
1.1039 |
|
| S4 |
1.0405 |
1.0541 |
1.0982 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1420 |
|
2.618 |
1.1310 |
|
1.618 |
1.1242 |
|
1.000 |
1.1201 |
|
0.618 |
1.1175 |
|
HIGH |
1.1133 |
|
0.618 |
1.1107 |
|
0.500 |
1.1099 |
|
0.382 |
1.1091 |
|
LOW |
1.1066 |
|
0.618 |
1.1024 |
|
1.000 |
1.0998 |
|
1.618 |
1.0956 |
|
2.618 |
1.0889 |
|
4.250 |
1.0779 |
|
|
| Fisher Pivots for day following 21-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1122 |
1.1120 |
| PP |
1.1111 |
1.1108 |
| S1 |
1.1099 |
1.1095 |
|