CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 06-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2023 |
06-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0876 |
1.0855 |
-0.0021 |
-0.2% |
1.0889 |
| High |
1.0876 |
1.0856 |
-0.0020 |
-0.2% |
1.0936 |
| Low |
1.0869 |
1.0848 |
-0.0021 |
-0.2% |
1.0822 |
| Close |
1.0876 |
1.0856 |
-0.0020 |
-0.2% |
1.0875 |
| Range |
0.0007 |
0.0008 |
0.0001 |
14.3% |
0.0114 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
92 |
8 |
-84 |
-91.3% |
113 |
|
| Daily Pivots for day following 06-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0877 |
1.0875 |
1.0860 |
|
| R3 |
1.0869 |
1.0867 |
1.0858 |
|
| R2 |
1.0861 |
1.0861 |
1.0857 |
|
| R1 |
1.0859 |
1.0859 |
1.0857 |
1.0860 |
| PP |
1.0853 |
1.0853 |
1.0853 |
1.0854 |
| S1 |
1.0851 |
1.0851 |
1.0855 |
1.0852 |
| S2 |
1.0845 |
1.0845 |
1.0855 |
|
| S3 |
1.0837 |
1.0843 |
1.0854 |
|
| S4 |
1.0829 |
1.0835 |
1.0852 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1220 |
1.1161 |
1.0937 |
|
| R3 |
1.1106 |
1.1047 |
1.0906 |
|
| R2 |
1.0992 |
1.0992 |
1.0895 |
|
| R1 |
1.0933 |
1.0933 |
1.0885 |
1.0905 |
| PP |
1.0878 |
1.0878 |
1.0878 |
1.0864 |
| S1 |
1.0819 |
1.0819 |
1.0864 |
1.0791 |
| S2 |
1.0764 |
1.0764 |
1.0854 |
|
| S3 |
1.0650 |
1.0705 |
1.0843 |
|
| S4 |
1.0536 |
1.0591 |
1.0812 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0890 |
|
2.618 |
1.0877 |
|
1.618 |
1.0869 |
|
1.000 |
1.0864 |
|
0.618 |
1.0861 |
|
HIGH |
1.0856 |
|
0.618 |
1.0853 |
|
0.500 |
1.0852 |
|
0.382 |
1.0851 |
|
LOW |
1.0848 |
|
0.618 |
1.0843 |
|
1.000 |
1.0840 |
|
1.618 |
1.0835 |
|
2.618 |
1.0827 |
|
4.250 |
1.0814 |
|
|
| Fisher Pivots for day following 06-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0855 |
1.0892 |
| PP |
1.0853 |
1.0880 |
| S1 |
1.0852 |
1.0868 |
|