CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 09-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2023 |
09-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0706 |
1.0788 |
0.0083 |
0.8% |
1.0717 |
| High |
1.0793 |
1.0791 |
-0.0002 |
0.0% |
1.0793 |
| Low |
1.0703 |
1.0748 |
0.0045 |
0.4% |
1.0675 |
| Close |
1.0785 |
1.0755 |
-0.0031 |
-0.3% |
1.0755 |
| Range |
0.0090 |
0.0043 |
-0.0047 |
-52.2% |
0.0118 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
219,446 |
230,751 |
11,305 |
5.2% |
1,066,775 |
|
| Daily Pivots for day following 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0893 |
1.0867 |
1.0778 |
|
| R3 |
1.0850 |
1.0824 |
1.0766 |
|
| R2 |
1.0807 |
1.0807 |
1.0762 |
|
| R1 |
1.0781 |
1.0781 |
1.0758 |
1.0773 |
| PP |
1.0764 |
1.0764 |
1.0764 |
1.0760 |
| S1 |
1.0738 |
1.0738 |
1.0751 |
1.0730 |
| S2 |
1.0721 |
1.0721 |
1.0747 |
|
| S3 |
1.0678 |
1.0695 |
1.0743 |
|
| S4 |
1.0635 |
1.0652 |
1.0731 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1095 |
1.1043 |
1.0819 |
|
| R3 |
1.0977 |
1.0925 |
1.0787 |
|
| R2 |
1.0859 |
1.0859 |
1.0776 |
|
| R1 |
1.0807 |
1.0807 |
1.0765 |
1.0833 |
| PP |
1.0741 |
1.0741 |
1.0741 |
1.0754 |
| S1 |
1.0689 |
1.0689 |
1.0744 |
1.0715 |
| S2 |
1.0623 |
1.0623 |
1.0733 |
|
| S3 |
1.0505 |
1.0571 |
1.0722 |
|
| S4 |
1.0387 |
1.0453 |
1.0690 |
|
|
| 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% |
0.0064 |
0.6% |
68% |
False |
False |
213,355 |
| 10 |
1.0793 |
1.0647 |
0.0146 |
1.4% |
0.0074 |
0.7% |
74% |
False |
False |
226,082 |
| 20 |
1.0958 |
1.0647 |
0.0311 |
2.9% |
0.0067 |
0.6% |
35% |
False |
False |
206,073 |
| 40 |
1.1129 |
1.0647 |
0.0482 |
4.5% |
0.0074 |
0.7% |
22% |
False |
False |
199,337 |
| 60 |
1.1129 |
1.0613 |
0.0517 |
4.8% |
0.0078 |
0.7% |
27% |
False |
False |
193,509 |
| 80 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0081 |
0.8% |
32% |
False |
False |
176,968 |
| 100 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0081 |
0.8% |
32% |
False |
False |
141,762 |
| 120 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0081 |
0.7% |
32% |
False |
False |
118,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0973 |
|
2.618 |
1.0903 |
|
1.618 |
1.0860 |
|
1.000 |
1.0834 |
|
0.618 |
1.0817 |
|
HIGH |
1.0791 |
|
0.618 |
1.0774 |
|
0.500 |
1.0769 |
|
0.382 |
1.0764 |
|
LOW |
1.0748 |
|
0.618 |
1.0721 |
|
1.000 |
1.0705 |
|
1.618 |
1.0678 |
|
2.618 |
1.0635 |
|
4.250 |
1.0565 |
|
|
| Fisher Pivots for day following 09-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0769 |
1.0748 |
| PP |
1.0764 |
1.0741 |
| S1 |
1.0759 |
1.0734 |
|