CME Euro FX (E) Future March 2024
Trading Metrics calculated at close of trading on 27-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2023 |
27-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
1.1046 |
1.1113 |
0.0067 |
0.6% |
1.1091 |
High |
1.1059 |
1.1113 |
0.0054 |
0.5% |
1.1141 |
Low |
1.1033 |
1.1104 |
0.0072 |
0.6% |
1.0993 |
Close |
1.1059 |
1.1104 |
0.0045 |
0.4% |
1.1036 |
Range |
0.0027 |
0.0009 |
-0.0018 |
-67.9% |
0.0148 |
ATR |
0.0053 |
0.0053 |
0.0000 |
0.1% |
0.0000 |
Volume |
28 |
58 |
30 |
107.1% |
534 |
|
Daily Pivots for day following 27-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1132 |
1.1127 |
1.1109 |
|
R3 |
1.1124 |
1.1118 |
1.1106 |
|
R2 |
1.1115 |
1.1115 |
1.1106 |
|
R1 |
1.1110 |
1.1110 |
1.1105 |
1.1108 |
PP |
1.1107 |
1.1107 |
1.1107 |
1.1106 |
S1 |
1.1101 |
1.1101 |
1.1103 |
1.1100 |
S2 |
1.1098 |
1.1098 |
1.1102 |
|
S3 |
1.1090 |
1.1093 |
1.1102 |
|
S4 |
1.1081 |
1.1084 |
1.1099 |
|
|
Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1499 |
1.1415 |
1.1117 |
|
R3 |
1.1351 |
1.1267 |
1.1076 |
|
R2 |
1.1204 |
1.1204 |
1.1063 |
|
R1 |
1.1120 |
1.1120 |
1.1049 |
1.1088 |
PP |
1.1056 |
1.1056 |
1.1056 |
1.1041 |
S1 |
1.0972 |
1.0972 |
1.1022 |
1.0941 |
S2 |
1.0909 |
1.0909 |
1.1008 |
|
S3 |
1.0761 |
1.0825 |
1.0995 |
|
S4 |
1.0614 |
1.0677 |
1.0954 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1149 |
2.618 |
1.1135 |
1.618 |
1.1126 |
1.000 |
1.1121 |
0.618 |
1.1118 |
HIGH |
1.1113 |
0.618 |
1.1109 |
0.500 |
1.1108 |
0.382 |
1.1107 |
LOW |
1.1104 |
0.618 |
1.1099 |
1.000 |
1.1096 |
1.618 |
1.1090 |
2.618 |
1.1082 |
4.250 |
1.1068 |
|
|
Fisher Pivots for day following 27-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1108 |
1.1087 |
PP |
1.1107 |
1.1070 |
S1 |
1.1105 |
1.1053 |
|