CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 06-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2023 |
06-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0769 |
1.0776 |
0.0007 |
0.1% |
1.0793 |
| High |
1.0784 |
1.0795 |
0.0012 |
0.1% |
1.0842 |
| Low |
1.0738 |
1.0729 |
-0.0009 |
-0.1% |
1.0703 |
| Close |
1.0777 |
1.0757 |
-0.0021 |
-0.2% |
1.0776 |
| Range |
0.0046 |
0.0066 |
0.0020 |
43.5% |
0.0140 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
24,671 |
21,694 |
-2,977 |
-12.1% |
25,553 |
|
| Daily Pivots for day following 06-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0958 |
1.0923 |
1.0793 |
|
| R3 |
1.0892 |
1.0857 |
1.0775 |
|
| R2 |
1.0826 |
1.0826 |
1.0769 |
|
| R1 |
1.0791 |
1.0791 |
1.0763 |
1.0776 |
| PP |
1.0760 |
1.0760 |
1.0760 |
1.0752 |
| S1 |
1.0725 |
1.0725 |
1.0750 |
1.0710 |
| S2 |
1.0694 |
1.0694 |
1.0744 |
|
| S3 |
1.0628 |
1.0659 |
1.0738 |
|
| S4 |
1.0562 |
1.0593 |
1.0720 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1192 |
1.1123 |
1.0852 |
|
| R3 |
1.1052 |
1.0984 |
1.0814 |
|
| R2 |
1.0913 |
1.0913 |
1.0801 |
|
| R1 |
1.0844 |
1.0844 |
1.0788 |
1.0809 |
| PP |
1.0773 |
1.0773 |
1.0773 |
1.0756 |
| S1 |
1.0705 |
1.0705 |
1.0763 |
1.0669 |
| S2 |
1.0634 |
1.0634 |
1.0750 |
|
| S3 |
1.0494 |
1.0565 |
1.0737 |
|
| S4 |
1.0355 |
1.0426 |
1.0699 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0842 |
1.0703 |
0.0140 |
1.3% |
0.0079 |
0.7% |
39% |
False |
False |
13,652 |
| 10 |
1.0887 |
1.0703 |
0.0184 |
1.7% |
0.0067 |
0.6% |
29% |
False |
False |
8,466 |
| 20 |
1.1082 |
1.0703 |
0.0380 |
3.5% |
0.0065 |
0.6% |
14% |
False |
False |
4,920 |
| 40 |
1.1177 |
1.0703 |
0.0475 |
4.4% |
0.0071 |
0.7% |
11% |
False |
False |
3,111 |
| 60 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0075 |
0.7% |
24% |
False |
False |
2,478 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0071 |
0.7% |
24% |
False |
False |
2,010 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0067 |
0.6% |
24% |
False |
False |
1,626 |
| 120 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0063 |
0.6% |
24% |
False |
False |
1,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1076 |
|
2.618 |
1.0968 |
|
1.618 |
1.0902 |
|
1.000 |
1.0861 |
|
0.618 |
1.0836 |
|
HIGH |
1.0795 |
|
0.618 |
1.0770 |
|
0.500 |
1.0762 |
|
0.382 |
1.0754 |
|
LOW |
1.0729 |
|
0.618 |
1.0688 |
|
1.000 |
1.0663 |
|
1.618 |
1.0622 |
|
2.618 |
1.0556 |
|
4.250 |
1.0449 |
|
|
| Fisher Pivots for day following 06-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0762 |
1.0786 |
| PP |
1.0760 |
1.0776 |
| S1 |
1.0758 |
1.0766 |
|