CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 01-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2023 |
01-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0796 |
1.0788 |
-0.0008 |
-0.1% |
1.0918 |
| High |
1.0809 |
1.0877 |
0.0068 |
0.6% |
1.0932 |
| Low |
1.0758 |
1.0788 |
0.0031 |
0.3% |
1.0820 |
| Close |
1.0789 |
1.0873 |
0.0084 |
0.8% |
1.0847 |
| Range |
0.0052 |
0.0089 |
0.0038 |
72.8% |
0.0112 |
| ATR |
0.0055 |
0.0057 |
0.0002 |
4.5% |
0.0000 |
| Volume |
606 |
84 |
-522 |
-86.1% |
355 |
|
| Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1113 |
1.1082 |
1.0922 |
|
| R3 |
1.1024 |
1.0993 |
1.0897 |
|
| R2 |
1.0935 |
1.0935 |
1.0889 |
|
| R1 |
1.0904 |
1.0904 |
1.0881 |
1.0920 |
| PP |
1.0846 |
1.0846 |
1.0846 |
1.0854 |
| S1 |
1.0815 |
1.0815 |
1.0865 |
1.0831 |
| S2 |
1.0757 |
1.0757 |
1.0857 |
|
| S3 |
1.0668 |
1.0726 |
1.0849 |
|
| S4 |
1.0579 |
1.0637 |
1.0824 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1202 |
1.1137 |
1.0909 |
|
| R3 |
1.1090 |
1.1025 |
1.0878 |
|
| R2 |
1.0978 |
1.0978 |
1.0868 |
|
| R1 |
1.0913 |
1.0913 |
1.0857 |
1.0890 |
| PP |
1.0866 |
1.0866 |
1.0866 |
1.0855 |
| S1 |
1.0801 |
1.0801 |
1.0837 |
1.0778 |
| S2 |
1.0754 |
1.0754 |
1.0826 |
|
| S3 |
1.0642 |
1.0689 |
1.0816 |
|
| S4 |
1.0530 |
1.0577 |
1.0785 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0877 |
1.0758 |
0.0120 |
1.1% |
0.0052 |
0.5% |
97% |
True |
False |
249 |
| 10 |
1.0937 |
1.0758 |
0.0180 |
1.7% |
0.0043 |
0.4% |
64% |
False |
False |
135 |
| 20 |
1.1177 |
1.0758 |
0.0419 |
3.9% |
0.0046 |
0.4% |
28% |
False |
False |
207 |
| 40 |
1.1206 |
1.0758 |
0.0448 |
4.1% |
0.0047 |
0.4% |
26% |
False |
False |
145 |
| 60 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0052 |
0.5% |
39% |
False |
False |
118 |
| 80 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0049 |
0.4% |
39% |
False |
False |
116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1255 |
|
2.618 |
1.1110 |
|
1.618 |
1.1021 |
|
1.000 |
1.0966 |
|
0.618 |
1.0932 |
|
HIGH |
1.0877 |
|
0.618 |
1.0843 |
|
0.500 |
1.0833 |
|
0.382 |
1.0822 |
|
LOW |
1.0788 |
|
0.618 |
1.0733 |
|
1.000 |
1.0699 |
|
1.618 |
1.0644 |
|
2.618 |
1.0555 |
|
4.250 |
1.0410 |
|
|
| Fisher Pivots for day following 01-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0860 |
1.0854 |
| PP |
1.0846 |
1.0836 |
| S1 |
1.0833 |
1.0817 |
|