CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 14-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2023 |
14-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0760 |
1.0794 |
0.0034 |
0.3% |
1.0717 |
| High |
1.0828 |
1.0867 |
0.0039 |
0.4% |
1.0793 |
| Low |
1.0760 |
1.0777 |
0.0017 |
0.2% |
1.0675 |
| Close |
1.0794 |
1.0837 |
0.0044 |
0.4% |
1.0755 |
| Range |
0.0068 |
0.0090 |
0.0022 |
32.4% |
0.0118 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
2.1% |
0.0000 |
| Volume |
535,272 |
379,669 |
-155,603 |
-29.1% |
1,066,775 |
|
| Daily Pivots for day following 14-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1097 |
1.1057 |
1.0887 |
|
| R3 |
1.1007 |
1.0967 |
1.0862 |
|
| R2 |
1.0917 |
1.0917 |
1.0854 |
|
| R1 |
1.0877 |
1.0877 |
1.0845 |
1.0897 |
| PP |
1.0827 |
1.0827 |
1.0827 |
1.0837 |
| S1 |
1.0787 |
1.0787 |
1.0829 |
1.0807 |
| S2 |
1.0737 |
1.0737 |
1.0821 |
|
| S3 |
1.0647 |
1.0697 |
1.0812 |
|
| S4 |
1.0557 |
1.0607 |
1.0788 |
|
|
| 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 |
1.0867 |
1.0703 |
0.0165 |
1.5% |
0.0070 |
0.6% |
82% |
True |
False |
342,998 |
| 10 |
1.0867 |
1.0672 |
0.0196 |
1.8% |
0.0072 |
0.7% |
85% |
True |
False |
276,502 |
| 20 |
1.0894 |
1.0647 |
0.0247 |
2.3% |
0.0068 |
0.6% |
77% |
False |
False |
243,806 |
| 40 |
1.1129 |
1.0647 |
0.0482 |
4.4% |
0.0073 |
0.7% |
39% |
False |
False |
218,144 |
| 60 |
1.1129 |
1.0647 |
0.0482 |
4.4% |
0.0078 |
0.7% |
39% |
False |
False |
202,934 |
| 80 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0081 |
0.7% |
47% |
False |
False |
192,721 |
| 100 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0081 |
0.7% |
47% |
False |
False |
154,391 |
| 120 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0081 |
0.7% |
47% |
False |
False |
128,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1250 |
|
2.618 |
1.1103 |
|
1.618 |
1.1013 |
|
1.000 |
1.0957 |
|
0.618 |
1.0923 |
|
HIGH |
1.0867 |
|
0.618 |
1.0833 |
|
0.500 |
1.0822 |
|
0.382 |
1.0811 |
|
LOW |
1.0777 |
|
0.618 |
1.0721 |
|
1.000 |
1.0687 |
|
1.618 |
1.0631 |
|
2.618 |
1.0541 |
|
4.250 |
1.0395 |
|
|
| Fisher Pivots for day following 14-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0832 |
1.0825 |
| PP |
1.0827 |
1.0814 |
| S1 |
1.0822 |
1.0802 |
|