CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 09-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2023 |
09-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0806 |
1.0870 |
0.0064 |
0.6% |
1.0817 |
| High |
1.0888 |
1.0890 |
0.0002 |
0.0% |
1.0890 |
| Low |
1.0806 |
1.0852 |
0.0047 |
0.4% |
1.0784 |
| Close |
1.0888 |
1.0858 |
-0.0030 |
-0.3% |
1.0858 |
| Range |
0.0082 |
0.0038 |
-0.0045 |
-54.3% |
0.0106 |
| ATR |
0.0057 |
0.0055 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
129 |
66 |
-63 |
-48.8% |
505 |
|
| Daily Pivots for day following 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0979 |
1.0956 |
1.0878 |
|
| R3 |
1.0941 |
1.0918 |
1.0868 |
|
| R2 |
1.0904 |
1.0904 |
1.0864 |
|
| R1 |
1.0881 |
1.0881 |
1.0861 |
1.0874 |
| PP |
1.0866 |
1.0866 |
1.0866 |
1.0863 |
| S1 |
1.0843 |
1.0843 |
1.0854 |
1.0836 |
| S2 |
1.0829 |
1.0829 |
1.0851 |
|
| S3 |
1.0791 |
1.0806 |
1.0847 |
|
| S4 |
1.0754 |
1.0768 |
1.0837 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1162 |
1.1116 |
1.0916 |
|
| R3 |
1.1056 |
1.1010 |
1.0887 |
|
| R2 |
1.0950 |
1.0950 |
1.0877 |
|
| R1 |
1.0904 |
1.0904 |
1.0867 |
1.0927 |
| PP |
1.0844 |
1.0844 |
1.0844 |
1.0855 |
| S1 |
1.0798 |
1.0798 |
1.0848 |
1.0821 |
| S2 |
1.0738 |
1.0738 |
1.0838 |
|
| S3 |
1.0632 |
1.0692 |
1.0828 |
|
| S4 |
1.0526 |
1.0586 |
1.0799 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0890 |
1.0784 |
0.0106 |
1.0% |
0.0046 |
0.4% |
70% |
True |
False |
101 |
| 10 |
1.0890 |
1.0758 |
0.0132 |
1.2% |
0.0054 |
0.5% |
76% |
True |
False |
168 |
| 20 |
1.1045 |
1.0758 |
0.0287 |
2.6% |
0.0044 |
0.4% |
35% |
False |
False |
169 |
| 40 |
1.1206 |
1.0758 |
0.0448 |
4.1% |
0.0049 |
0.5% |
22% |
False |
False |
155 |
| 60 |
1.1206 |
1.0758 |
0.0448 |
4.1% |
0.0050 |
0.5% |
22% |
False |
False |
116 |
| 80 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0048 |
0.4% |
36% |
False |
False |
112 |
| 100 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0050 |
0.5% |
36% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1049 |
|
2.618 |
1.0988 |
|
1.618 |
1.0950 |
|
1.000 |
1.0927 |
|
0.618 |
1.0913 |
|
HIGH |
1.0890 |
|
0.618 |
1.0875 |
|
0.500 |
1.0871 |
|
0.382 |
1.0866 |
|
LOW |
1.0852 |
|
0.618 |
1.0829 |
|
1.000 |
1.0815 |
|
1.618 |
1.0791 |
|
2.618 |
1.0754 |
|
4.250 |
1.0693 |
|
|
| Fisher Pivots for day following 09-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0871 |
1.0851 |
| PP |
1.0866 |
1.0844 |
| S1 |
1.0862 |
1.0837 |
|