CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 13-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2023 |
13-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0806 |
1.0816 |
0.0010 |
0.1% |
1.0769 |
| High |
1.0849 |
1.0881 |
0.0033 |
0.3% |
1.0846 |
| Low |
1.0792 |
1.0816 |
0.0024 |
0.2% |
1.0729 |
| Close |
1.0815 |
1.0847 |
0.0032 |
0.3% |
1.0809 |
| Range |
0.0057 |
0.0066 |
0.0009 |
15.9% |
0.0117 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
192,644 |
348,998 |
156,354 |
81.2% |
243,123 |
|
| Daily Pivots for day following 13-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1044 |
1.1011 |
1.0883 |
|
| R3 |
1.0979 |
1.0945 |
1.0865 |
|
| R2 |
1.0913 |
1.0913 |
1.0859 |
|
| R1 |
1.0880 |
1.0880 |
1.0853 |
1.0897 |
| PP |
1.0848 |
1.0848 |
1.0848 |
1.0856 |
| S1 |
1.0814 |
1.0814 |
1.0840 |
1.0831 |
| S2 |
1.0782 |
1.0782 |
1.0834 |
|
| S3 |
1.0717 |
1.0749 |
1.0828 |
|
| S4 |
1.0651 |
1.0683 |
1.0810 |
|
|
| 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 |
1.0881 |
1.0730 |
0.0151 |
1.4% |
0.0065 |
0.6% |
77% |
True |
False |
147,680 |
| 10 |
1.0881 |
1.0703 |
0.0179 |
1.6% |
0.0072 |
0.7% |
81% |
True |
False |
80,666 |
| 20 |
1.0974 |
1.0703 |
0.0271 |
2.5% |
0.0065 |
0.6% |
53% |
False |
False |
41,621 |
| 40 |
1.1177 |
1.0703 |
0.0475 |
4.4% |
0.0069 |
0.6% |
30% |
False |
False |
21,472 |
| 60 |
1.1177 |
1.0703 |
0.0475 |
4.4% |
0.0072 |
0.7% |
30% |
False |
False |
14,581 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0072 |
0.7% |
40% |
False |
False |
11,238 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0068 |
0.6% |
40% |
False |
False |
8,998 |
| 120 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0063 |
0.6% |
40% |
False |
False |
7,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1159 |
|
2.618 |
1.1052 |
|
1.618 |
1.0987 |
|
1.000 |
1.0947 |
|
0.618 |
1.0921 |
|
HIGH |
1.0881 |
|
0.618 |
1.0856 |
|
0.500 |
1.0848 |
|
0.382 |
1.0841 |
|
LOW |
1.0816 |
|
0.618 |
1.0775 |
|
1.000 |
1.0750 |
|
1.618 |
1.0710 |
|
2.618 |
1.0644 |
|
4.250 |
1.0537 |
|
|
| Fisher Pivots for day following 13-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0848 |
1.0843 |
| PP |
1.0848 |
1.0840 |
| S1 |
1.0847 |
1.0837 |
|