CME Euro FX (E) Future June 2023
| 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 |
1.0717 |
1.0721 |
0.0005 |
0.0% |
1.0739 |
| High |
1.0731 |
1.0741 |
0.0010 |
0.1% |
1.0788 |
| Low |
1.0683 |
1.0675 |
-0.0008 |
-0.1% |
1.0647 |
| Close |
1.0723 |
1.0702 |
-0.0021 |
-0.2% |
1.0721 |
| Range |
0.0049 |
0.0066 |
0.0018 |
36.1% |
0.0141 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
178,742 |
191,540 |
12,798 |
7.2% |
974,915 |
|
| Daily Pivots for day following 06-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0904 |
1.0869 |
1.0738 |
|
| R3 |
1.0838 |
1.0803 |
1.0720 |
|
| R2 |
1.0772 |
1.0772 |
1.0714 |
|
| R1 |
1.0737 |
1.0737 |
1.0708 |
1.0721 |
| PP |
1.0706 |
1.0706 |
1.0706 |
1.0698 |
| S1 |
1.0671 |
1.0671 |
1.0696 |
1.0655 |
| S2 |
1.0640 |
1.0640 |
1.0690 |
|
| S3 |
1.0574 |
1.0605 |
1.0684 |
|
| S4 |
1.0508 |
1.0539 |
1.0666 |
|
|
| 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% |
0.0080 |
0.7% |
39% |
False |
False |
217,125 |
| 10 |
1.0837 |
1.0647 |
0.0190 |
1.8% |
0.0069 |
0.6% |
29% |
False |
False |
220,136 |
| 20 |
1.1032 |
1.0647 |
0.0385 |
3.6% |
0.0068 |
0.6% |
14% |
False |
False |
203,249 |
| 40 |
1.1129 |
1.0647 |
0.0482 |
4.5% |
0.0075 |
0.7% |
11% |
False |
False |
194,665 |
| 60 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0082 |
0.8% |
22% |
False |
False |
198,288 |
| 80 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0082 |
0.8% |
22% |
False |
False |
168,322 |
| 100 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0082 |
0.8% |
22% |
False |
False |
134,834 |
| 120 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0082 |
0.8% |
22% |
False |
False |
112,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1021 |
|
2.618 |
1.0913 |
|
1.618 |
1.0847 |
|
1.000 |
1.0807 |
|
0.618 |
1.0781 |
|
HIGH |
1.0741 |
|
0.618 |
1.0715 |
|
0.500 |
1.0708 |
|
0.382 |
1.0700 |
|
LOW |
1.0675 |
|
0.618 |
1.0634 |
|
1.000 |
1.0609 |
|
1.618 |
1.0568 |
|
2.618 |
1.0502 |
|
4.250 |
1.0394 |
|
|
| Fisher Pivots for day following 06-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0708 |
1.0731 |
| PP |
1.0706 |
1.0722 |
| S1 |
1.0704 |
1.0712 |
|