CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 05-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2023 |
05-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0773 |
1.0717 |
-0.0056 |
-0.5% |
1.0739 |
| High |
1.0788 |
1.0731 |
-0.0057 |
-0.5% |
1.0788 |
| Low |
1.0714 |
1.0683 |
-0.0032 |
-0.3% |
1.0647 |
| Close |
1.0721 |
1.0723 |
0.0002 |
0.0% |
1.0721 |
| Range |
0.0074 |
0.0049 |
-0.0026 |
-34.5% |
0.0141 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
205,107 |
178,742 |
-26,365 |
-12.9% |
974,915 |
|
| Daily Pivots for day following 05-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0858 |
1.0839 |
1.0749 |
|
| R3 |
1.0809 |
1.0790 |
1.0736 |
|
| R2 |
1.0761 |
1.0761 |
1.0731 |
|
| R1 |
1.0742 |
1.0742 |
1.0727 |
1.0751 |
| PP |
1.0712 |
1.0712 |
1.0712 |
1.0717 |
| S1 |
1.0693 |
1.0693 |
1.0718 |
1.0703 |
| S2 |
1.0664 |
1.0664 |
1.0714 |
|
| S3 |
1.0615 |
1.0645 |
1.0709 |
|
| S4 |
1.0567 |
1.0596 |
1.0696 |
|
|
| 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% |
0.0081 |
0.8% |
54% |
False |
False |
230,731 |
| 10 |
1.0849 |
1.0647 |
0.0202 |
1.9% |
0.0066 |
0.6% |
37% |
False |
False |
217,246 |
| 20 |
1.1081 |
1.0647 |
0.0434 |
4.0% |
0.0067 |
0.6% |
17% |
False |
False |
199,898 |
| 40 |
1.1129 |
1.0647 |
0.0482 |
4.5% |
0.0075 |
0.7% |
16% |
False |
False |
192,276 |
| 60 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0083 |
0.8% |
26% |
False |
False |
202,200 |
| 80 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0082 |
0.8% |
26% |
False |
False |
165,957 |
| 100 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0082 |
0.8% |
26% |
False |
False |
132,927 |
| 120 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0082 |
0.8% |
26% |
False |
False |
110,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0937 |
|
2.618 |
1.0858 |
|
1.618 |
1.0809 |
|
1.000 |
1.0780 |
|
0.618 |
1.0761 |
|
HIGH |
1.0731 |
|
0.618 |
1.0712 |
|
0.500 |
1.0707 |
|
0.382 |
1.0701 |
|
LOW |
1.0683 |
|
0.618 |
1.0653 |
|
1.000 |
1.0634 |
|
1.618 |
1.0604 |
|
2.618 |
1.0556 |
|
4.250 |
1.0476 |
|
|
| Fisher Pivots for day following 05-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0717 |
1.0730 |
| PP |
1.0712 |
1.0727 |
| S1 |
1.0707 |
1.0725 |
|