CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 02-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2023 |
02-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0701 |
1.0773 |
0.0072 |
0.7% |
1.0739 |
| High |
1.0779 |
1.0788 |
0.0010 |
0.1% |
1.0788 |
| Low |
1.0672 |
1.0714 |
0.0043 |
0.4% |
1.0647 |
| Close |
1.0772 |
1.0721 |
-0.0051 |
-0.5% |
1.0721 |
| Range |
0.0107 |
0.0074 |
-0.0033 |
-30.8% |
0.0141 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.0% |
0.0000 |
| Volume |
228,350 |
205,107 |
-23,243 |
-10.2% |
974,915 |
|
| Daily Pivots for day following 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0963 |
1.0916 |
1.0761 |
|
| R3 |
1.0889 |
1.0842 |
1.0741 |
|
| R2 |
1.0815 |
1.0815 |
1.0734 |
|
| R1 |
1.0768 |
1.0768 |
1.0727 |
1.0754 |
| PP |
1.0741 |
1.0741 |
1.0741 |
1.0734 |
| S1 |
1.0694 |
1.0694 |
1.0714 |
1.0680 |
| S2 |
1.0667 |
1.0667 |
1.0707 |
|
| S3 |
1.0593 |
1.0620 |
1.0700 |
|
| S4 |
1.0519 |
1.0546 |
1.0680 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1142 |
1.1072 |
1.0798 |
|
| R3 |
1.1001 |
1.0931 |
1.0759 |
|
| R2 |
1.0860 |
1.0860 |
1.0746 |
|
| R1 |
1.0790 |
1.0790 |
1.0733 |
1.0754 |
| PP |
1.0719 |
1.0719 |
1.0719 |
1.0701 |
| S1 |
1.0649 |
1.0649 |
1.0708 |
1.0613 |
| S2 |
1.0578 |
1.0578 |
1.0695 |
|
| S3 |
1.0437 |
1.0508 |
1.0682 |
|
| S4 |
1.0296 |
1.0367 |
1.0643 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0788 |
1.0647 |
0.0141 |
1.3% |
0.0083 |
0.8% |
52% |
True |
False |
238,809 |
| 10 |
1.0849 |
1.0647 |
0.0202 |
1.9% |
0.0068 |
0.6% |
36% |
False |
False |
220,473 |
| 20 |
1.1081 |
1.0647 |
0.0434 |
4.0% |
0.0069 |
0.6% |
17% |
False |
False |
201,120 |
| 40 |
1.1129 |
1.0647 |
0.0482 |
4.5% |
0.0075 |
0.7% |
15% |
False |
False |
190,887 |
| 60 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0083 |
0.8% |
26% |
False |
False |
204,595 |
| 80 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0082 |
0.8% |
26% |
False |
False |
163,729 |
| 100 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0082 |
0.8% |
26% |
False |
False |
131,141 |
| 120 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0082 |
0.8% |
26% |
False |
False |
109,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1103 |
|
2.618 |
1.0982 |
|
1.618 |
1.0908 |
|
1.000 |
1.0862 |
|
0.618 |
1.0834 |
|
HIGH |
1.0788 |
|
0.618 |
1.0760 |
|
0.500 |
1.0751 |
|
0.382 |
1.0742 |
|
LOW |
1.0714 |
|
0.618 |
1.0668 |
|
1.000 |
1.0640 |
|
1.618 |
1.0594 |
|
2.618 |
1.0520 |
|
4.250 |
1.0400 |
|
|
| Fisher Pivots for day following 02-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0751 |
1.0720 |
| PP |
1.0741 |
1.0719 |
| S1 |
1.0731 |
1.0718 |
|