CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 30-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2023 |
30-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0958 |
1.0907 |
-0.0051 |
-0.5% |
1.0946 |
| High |
1.0985 |
1.0974 |
-0.0011 |
-0.1% |
1.1023 |
| Low |
1.0904 |
1.0876 |
-0.0028 |
-0.3% |
1.0876 |
| Close |
1.0911 |
1.0953 |
0.0043 |
0.4% |
1.0953 |
| Range |
0.0081 |
0.0098 |
0.0017 |
20.4% |
0.0147 |
| ATR |
0.0073 |
0.0075 |
0.0002 |
2.4% |
0.0000 |
| Volume |
206,971 |
197,375 |
-9,596 |
-4.6% |
880,669 |
|
| Daily Pivots for day following 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1227 |
1.1187 |
1.1007 |
|
| R3 |
1.1129 |
1.1090 |
1.0980 |
|
| R2 |
1.1032 |
1.1032 |
1.0971 |
|
| R1 |
1.0992 |
1.0992 |
1.0962 |
1.1012 |
| PP |
1.0934 |
1.0934 |
1.0934 |
1.0944 |
| S1 |
1.0895 |
1.0895 |
1.0944 |
1.0915 |
| S2 |
1.0837 |
1.0837 |
1.0935 |
|
| S3 |
1.0739 |
1.0797 |
1.0926 |
|
| S4 |
1.0642 |
1.0700 |
1.0899 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1390 |
1.1318 |
1.1034 |
|
| R3 |
1.1244 |
1.1172 |
1.0993 |
|
| R2 |
1.1097 |
1.1097 |
1.0980 |
|
| R1 |
1.1025 |
1.1025 |
1.0966 |
1.1061 |
| PP |
1.0951 |
1.0951 |
1.0951 |
1.0969 |
| S1 |
1.0879 |
1.0879 |
1.0940 |
1.0915 |
| S2 |
1.0804 |
1.0804 |
1.0926 |
|
| S3 |
1.0658 |
1.0732 |
1.0913 |
|
| S4 |
1.0511 |
1.0586 |
1.0872 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1023 |
1.0876 |
0.0147 |
1.3% |
0.0071 |
0.6% |
53% |
False |
True |
176,133 |
| 10 |
1.1062 |
1.0876 |
0.0186 |
1.7% |
0.0073 |
0.7% |
42% |
False |
True |
179,144 |
| 20 |
1.1062 |
1.0729 |
0.0333 |
3.0% |
0.0074 |
0.7% |
67% |
False |
False |
156,481 |
| 40 |
1.1166 |
1.0703 |
0.0463 |
4.2% |
0.0070 |
0.6% |
54% |
False |
False |
79,478 |
| 60 |
1.1177 |
1.0703 |
0.0475 |
4.3% |
0.0072 |
0.7% |
53% |
False |
False |
53,342 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0076 |
0.7% |
60% |
False |
False |
40,409 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0071 |
0.7% |
60% |
False |
False |
32,363 |
| 120 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0068 |
0.6% |
60% |
False |
False |
26,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1388 |
|
2.618 |
1.1229 |
|
1.618 |
1.1131 |
|
1.000 |
1.1071 |
|
0.618 |
1.1034 |
|
HIGH |
1.0974 |
|
0.618 |
1.0936 |
|
0.500 |
1.0925 |
|
0.382 |
1.0913 |
|
LOW |
1.0876 |
|
0.618 |
1.0816 |
|
1.000 |
1.0779 |
|
1.618 |
1.0718 |
|
2.618 |
1.0621 |
|
4.250 |
1.0462 |
|
|
| Fisher Pivots for day following 30-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0944 |
1.0949 |
| PP |
1.0934 |
1.0946 |
| S1 |
1.0925 |
1.0942 |
|