CME Euro FX (E) Future September 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 |
1.0759 |
1.0841 |
0.0082 |
0.8% |
1.0769 |
| High |
1.0846 |
1.0844 |
-0.0002 |
0.0% |
1.0846 |
| Low |
1.0756 |
1.0802 |
0.0046 |
0.4% |
1.0729 |
| Close |
1.0839 |
1.0809 |
-0.0031 |
-0.3% |
1.0809 |
| Range |
0.0090 |
0.0042 |
-0.0048 |
-53.3% |
0.0117 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
43,920 |
75,038 |
31,118 |
70.9% |
243,123 |
|
| Daily Pivots for day following 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0944 |
1.0918 |
1.0832 |
|
| R3 |
1.0902 |
1.0876 |
1.0820 |
|
| R2 |
1.0860 |
1.0860 |
1.0816 |
|
| R1 |
1.0834 |
1.0834 |
1.0812 |
1.0826 |
| PP |
1.0818 |
1.0818 |
1.0818 |
1.0814 |
| S1 |
1.0792 |
1.0792 |
1.0805 |
1.0784 |
| S2 |
1.0776 |
1.0776 |
1.0801 |
|
| S3 |
1.0734 |
1.0750 |
1.0797 |
|
| S4 |
1.0692 |
1.0708 |
1.0785 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1146 |
1.1094 |
1.0873 |
|
| R3 |
1.1029 |
1.0977 |
1.0841 |
|
| R2 |
1.0912 |
1.0912 |
1.0830 |
|
| R1 |
1.0860 |
1.0860 |
1.0819 |
1.0886 |
| PP |
1.0795 |
1.0795 |
1.0795 |
1.0807 |
| S1 |
1.0743 |
1.0743 |
1.0798 |
1.0769 |
| S2 |
1.0678 |
1.0678 |
1.0787 |
|
| S3 |
1.0561 |
1.0626 |
1.0776 |
|
| S4 |
1.0444 |
1.0509 |
1.0744 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0846 |
1.0729 |
0.0117 |
1.1% |
0.0063 |
0.6% |
68% |
False |
False |
48,624 |
| 10 |
1.0846 |
1.0703 |
0.0144 |
1.3% |
0.0073 |
0.7% |
74% |
False |
False |
27,199 |
| 20 |
1.1008 |
1.0703 |
0.0306 |
2.8% |
0.0065 |
0.6% |
35% |
False |
False |
14,599 |
| 40 |
1.1177 |
1.0703 |
0.0475 |
4.4% |
0.0070 |
0.7% |
22% |
False |
False |
7,981 |
| 60 |
1.1177 |
1.0703 |
0.0475 |
4.4% |
0.0073 |
0.7% |
22% |
False |
False |
5,628 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0072 |
0.7% |
33% |
False |
False |
4,468 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0068 |
0.6% |
33% |
False |
False |
3,582 |
| 120 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0062 |
0.6% |
33% |
False |
False |
3,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1023 |
|
2.618 |
1.0954 |
|
1.618 |
1.0912 |
|
1.000 |
1.0886 |
|
0.618 |
1.0870 |
|
HIGH |
1.0844 |
|
0.618 |
1.0828 |
|
0.500 |
1.0823 |
|
0.382 |
1.0818 |
|
LOW |
1.0802 |
|
0.618 |
1.0776 |
|
1.000 |
1.0760 |
|
1.618 |
1.0734 |
|
2.618 |
1.0692 |
|
4.250 |
1.0624 |
|
|
| Fisher Pivots for day following 09-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0823 |
1.0802 |
| PP |
1.0818 |
1.0795 |
| S1 |
1.0813 |
1.0788 |
|