CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 15-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2023 |
15-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0794 |
1.0833 |
0.0040 |
0.4% |
1.0717 |
| High |
1.0867 |
1.0954 |
0.0087 |
0.8% |
1.0793 |
| Low |
1.0777 |
1.0805 |
0.0028 |
0.3% |
1.0675 |
| Close |
1.0837 |
1.0951 |
0.0114 |
1.1% |
1.0755 |
| Range |
0.0090 |
0.0149 |
0.0059 |
65.6% |
0.0118 |
| ATR |
0.0071 |
0.0077 |
0.0006 |
7.8% |
0.0000 |
| Volume |
379,669 |
102,160 |
-277,509 |
-73.1% |
1,066,775 |
|
| Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1350 |
1.1300 |
1.1033 |
|
| R3 |
1.1201 |
1.1151 |
1.0992 |
|
| R2 |
1.1052 |
1.1052 |
1.0978 |
|
| R1 |
1.1002 |
1.1002 |
1.0965 |
1.1027 |
| PP |
1.0903 |
1.0903 |
1.0903 |
1.0916 |
| S1 |
1.0853 |
1.0853 |
1.0937 |
1.0878 |
| S2 |
1.0754 |
1.0754 |
1.0924 |
|
| S3 |
1.0605 |
1.0704 |
1.0910 |
|
| S4 |
1.0456 |
1.0555 |
1.0869 |
|
|
| 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 |
1.0954 |
1.0738 |
0.0216 |
2.0% |
0.0081 |
0.7% |
99% |
True |
False |
319,540 |
| 10 |
1.0954 |
1.0675 |
0.0279 |
2.5% |
0.0076 |
0.7% |
99% |
True |
False |
263,883 |
| 20 |
1.0954 |
1.0647 |
0.0307 |
2.8% |
0.0073 |
0.7% |
99% |
True |
False |
240,237 |
| 40 |
1.1129 |
1.0647 |
0.0482 |
4.4% |
0.0075 |
0.7% |
63% |
False |
False |
216,636 |
| 60 |
1.1129 |
1.0647 |
0.0482 |
4.4% |
0.0079 |
0.7% |
63% |
False |
False |
201,672 |
| 80 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0082 |
0.7% |
68% |
False |
False |
193,984 |
| 100 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0082 |
0.7% |
68% |
False |
False |
155,409 |
| 120 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0082 |
0.7% |
68% |
False |
False |
129,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1587 |
|
2.618 |
1.1344 |
|
1.618 |
1.1195 |
|
1.000 |
1.1103 |
|
0.618 |
1.1046 |
|
HIGH |
1.0954 |
|
0.618 |
1.0897 |
|
0.500 |
1.0879 |
|
0.382 |
1.0861 |
|
LOW |
1.0805 |
|
0.618 |
1.0712 |
|
1.000 |
1.0656 |
|
1.618 |
1.0563 |
|
2.618 |
1.0414 |
|
4.250 |
1.0171 |
|
|
| Fisher Pivots for day following 15-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0927 |
1.0920 |
| PP |
1.0903 |
1.0888 |
| S1 |
1.0879 |
1.0857 |
|