CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 08-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2023 |
08-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0701 |
1.0706 |
0.0005 |
0.0% |
1.0739 |
| High |
1.0747 |
1.0793 |
0.0046 |
0.4% |
1.0788 |
| Low |
1.0676 |
1.0703 |
0.0027 |
0.3% |
1.0647 |
| Close |
1.0709 |
1.0785 |
0.0076 |
0.7% |
1.0721 |
| Range |
0.0072 |
0.0090 |
0.0019 |
25.9% |
0.0141 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
1.8% |
0.0000 |
| Volume |
246,296 |
219,446 |
-26,850 |
-10.9% |
974,915 |
|
| Daily Pivots for day following 08-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1030 |
1.0998 |
1.0835 |
|
| R3 |
1.0940 |
1.0908 |
1.0810 |
|
| R2 |
1.0850 |
1.0850 |
1.0802 |
|
| R1 |
1.0818 |
1.0818 |
1.0793 |
1.0834 |
| PP |
1.0760 |
1.0760 |
1.0760 |
1.0768 |
| S1 |
1.0728 |
1.0728 |
1.0777 |
1.0744 |
| S2 |
1.0670 |
1.0670 |
1.0769 |
|
| S3 |
1.0580 |
1.0638 |
1.0760 |
|
| S4 |
1.0490 |
1.0548 |
1.0736 |
|
|
| 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 |
1.0793 |
1.0675 |
0.0118 |
1.1% |
0.0070 |
0.6% |
94% |
True |
False |
208,226 |
| 10 |
1.0793 |
1.0647 |
0.0146 |
1.3% |
0.0074 |
0.7% |
95% |
True |
False |
223,569 |
| 20 |
1.1021 |
1.0647 |
0.0374 |
3.5% |
0.0070 |
0.6% |
37% |
False |
False |
205,588 |
| 40 |
1.1129 |
1.0647 |
0.0482 |
4.5% |
0.0075 |
0.7% |
29% |
False |
False |
198,103 |
| 60 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0082 |
0.8% |
37% |
False |
False |
195,896 |
| 80 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0082 |
0.8% |
37% |
False |
False |
174,108 |
| 100 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0082 |
0.8% |
37% |
False |
False |
139,466 |
| 120 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0081 |
0.8% |
37% |
False |
False |
116,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1175 |
|
2.618 |
1.1028 |
|
1.618 |
1.0938 |
|
1.000 |
1.0883 |
|
0.618 |
1.0848 |
|
HIGH |
1.0793 |
|
0.618 |
1.0758 |
|
0.500 |
1.0748 |
|
0.382 |
1.0737 |
|
LOW |
1.0703 |
|
0.618 |
1.0647 |
|
1.000 |
1.0613 |
|
1.618 |
1.0557 |
|
2.618 |
1.0467 |
|
4.250 |
1.0320 |
|
|
| Fisher Pivots for day following 08-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0773 |
1.0768 |
| PP |
1.0760 |
1.0751 |
| S1 |
1.0748 |
1.0734 |
|