CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 07-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2023 |
07-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0721 |
1.0701 |
-0.0020 |
-0.2% |
1.0739 |
| High |
1.0741 |
1.0747 |
0.0007 |
0.1% |
1.0788 |
| Low |
1.0675 |
1.0676 |
0.0001 |
0.0% |
1.0647 |
| Close |
1.0702 |
1.0709 |
0.0007 |
0.1% |
1.0721 |
| Range |
0.0066 |
0.0072 |
0.0006 |
8.3% |
0.0141 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
0.0% |
0.0000 |
| Volume |
191,540 |
246,296 |
54,756 |
28.6% |
974,915 |
|
| Daily Pivots for day following 07-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0925 |
1.0889 |
1.0748 |
|
| R3 |
1.0854 |
1.0817 |
1.0729 |
|
| R2 |
1.0782 |
1.0782 |
1.0722 |
|
| R1 |
1.0746 |
1.0746 |
1.0716 |
1.0764 |
| PP |
1.0711 |
1.0711 |
1.0711 |
1.0720 |
| S1 |
1.0674 |
1.0674 |
1.0702 |
1.0692 |
| S2 |
1.0639 |
1.0639 |
1.0696 |
|
| S3 |
1.0568 |
1.0603 |
1.0689 |
|
| S4 |
1.0496 |
1.0531 |
1.0670 |
|
|
| 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 |
1.0672 |
0.0117 |
1.1% |
0.0073 |
0.7% |
32% |
False |
False |
210,007 |
| 10 |
1.0818 |
1.0647 |
0.0171 |
1.6% |
0.0071 |
0.7% |
36% |
False |
False |
224,365 |
| 20 |
1.1032 |
1.0647 |
0.0385 |
3.6% |
0.0068 |
0.6% |
16% |
False |
False |
206,430 |
| 40 |
1.1129 |
1.0647 |
0.0482 |
4.5% |
0.0075 |
0.7% |
13% |
False |
False |
197,588 |
| 60 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0081 |
0.8% |
23% |
False |
False |
196,518 |
| 80 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0081 |
0.8% |
23% |
False |
False |
171,383 |
| 100 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0082 |
0.8% |
23% |
False |
False |
137,278 |
| 120 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0081 |
0.8% |
23% |
False |
False |
114,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1051 |
|
2.618 |
1.0934 |
|
1.618 |
1.0863 |
|
1.000 |
1.0819 |
|
0.618 |
1.0791 |
|
HIGH |
1.0747 |
|
0.618 |
1.0720 |
|
0.500 |
1.0711 |
|
0.382 |
1.0703 |
|
LOW |
1.0676 |
|
0.618 |
1.0631 |
|
1.000 |
1.0604 |
|
1.618 |
1.0560 |
|
2.618 |
1.0488 |
|
4.250 |
1.0372 |
|
|
| Fisher Pivots for day following 07-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0711 |
1.0711 |
| PP |
1.0711 |
1.0710 |
| S1 |
1.0710 |
1.0710 |
|