CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 07-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2023 |
07-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0776 |
1.0757 |
-0.0019 |
-0.2% |
1.0793 |
| High |
1.0795 |
1.0801 |
0.0006 |
0.1% |
1.0842 |
| Low |
1.0729 |
1.0730 |
0.0001 |
0.0% |
1.0703 |
| Close |
1.0757 |
1.0763 |
0.0007 |
0.1% |
1.0776 |
| Range |
0.0066 |
0.0071 |
0.0005 |
7.6% |
0.0140 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
0.2% |
0.0000 |
| Volume |
21,694 |
77,800 |
56,106 |
258.6% |
25,553 |
|
| Daily Pivots for day following 07-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0978 |
1.0941 |
1.0802 |
|
| R3 |
1.0907 |
1.0870 |
1.0783 |
|
| R2 |
1.0836 |
1.0836 |
1.0776 |
|
| R1 |
1.0799 |
1.0799 |
1.0770 |
1.0818 |
| PP |
1.0765 |
1.0765 |
1.0765 |
1.0774 |
| S1 |
1.0728 |
1.0728 |
1.0756 |
1.0747 |
| S2 |
1.0694 |
1.0694 |
1.0750 |
|
| S3 |
1.0623 |
1.0657 |
1.0743 |
|
| S4 |
1.0552 |
1.0586 |
1.0724 |
|
|
| 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 |
1.0726 |
0.0116 |
1.1% |
0.0073 |
0.7% |
32% |
False |
False |
27,835 |
| 10 |
1.0867 |
1.0703 |
0.0165 |
1.5% |
0.0069 |
0.6% |
37% |
False |
False |
15,934 |
| 20 |
1.1082 |
1.0703 |
0.0380 |
3.5% |
0.0066 |
0.6% |
16% |
False |
False |
8,759 |
| 40 |
1.1177 |
1.0703 |
0.0475 |
4.4% |
0.0071 |
0.7% |
13% |
False |
False |
5,039 |
| 60 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0075 |
0.7% |
25% |
False |
False |
3,742 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0071 |
0.7% |
25% |
False |
False |
2,982 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0067 |
0.6% |
25% |
False |
False |
2,393 |
| 120 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0063 |
0.6% |
25% |
False |
False |
2,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1103 |
|
2.618 |
1.0987 |
|
1.618 |
1.0916 |
|
1.000 |
1.0872 |
|
0.618 |
1.0845 |
|
HIGH |
1.0801 |
|
0.618 |
1.0774 |
|
0.500 |
1.0766 |
|
0.382 |
1.0757 |
|
LOW |
1.0730 |
|
0.618 |
1.0686 |
|
1.000 |
1.0659 |
|
1.618 |
1.0615 |
|
2.618 |
1.0544 |
|
4.250 |
1.0428 |
|
|
| Fisher Pivots for day following 07-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0766 |
1.0765 |
| PP |
1.0765 |
1.0764 |
| S1 |
1.0764 |
1.0764 |
|