CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 08-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2023 |
08-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0806 |
1.0806 |
-0.0001 |
0.0% |
1.0841 |
| High |
1.0830 |
1.0888 |
0.0058 |
0.5% |
1.0888 |
| Low |
1.0784 |
1.0806 |
0.0022 |
0.2% |
1.0758 |
| Close |
1.0812 |
1.0888 |
0.0076 |
0.7% |
1.0825 |
| Range |
0.0047 |
0.0082 |
0.0036 |
76.3% |
0.0131 |
| ATR |
0.0055 |
0.0057 |
0.0002 |
3.6% |
0.0000 |
| Volume |
26 |
129 |
103 |
396.2% |
1,149 |
|
| Daily Pivots for day following 08-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1106 |
1.1079 |
1.0933 |
|
| R3 |
1.1024 |
1.0997 |
1.0910 |
|
| R2 |
1.0942 |
1.0942 |
1.0903 |
|
| R1 |
1.0915 |
1.0915 |
1.0895 |
1.0929 |
| PP |
1.0860 |
1.0860 |
1.0860 |
1.0867 |
| S1 |
1.0833 |
1.0833 |
1.0880 |
1.0847 |
| S2 |
1.0778 |
1.0778 |
1.0872 |
|
| S3 |
1.0696 |
1.0751 |
1.0865 |
|
| S4 |
1.0614 |
1.0669 |
1.0842 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1215 |
1.1150 |
1.0896 |
|
| R3 |
1.1084 |
1.1020 |
1.0860 |
|
| R2 |
1.0954 |
1.0954 |
1.0848 |
|
| R1 |
1.0889 |
1.0889 |
1.0836 |
1.0856 |
| PP |
1.0823 |
1.0823 |
1.0823 |
1.0807 |
| S1 |
1.0759 |
1.0759 |
1.0813 |
1.0726 |
| S2 |
1.0693 |
1.0693 |
1.0801 |
|
| S3 |
1.0562 |
1.0628 |
1.0789 |
|
| S4 |
1.0432 |
1.0498 |
1.0753 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0888 |
1.0784 |
0.0105 |
1.0% |
0.0052 |
0.5% |
100% |
False |
False |
136 |
| 10 |
1.0888 |
1.0758 |
0.0131 |
1.2% |
0.0052 |
0.5% |
100% |
False |
False |
193 |
| 20 |
1.1078 |
1.0758 |
0.0321 |
2.9% |
0.0046 |
0.4% |
41% |
False |
False |
180 |
| 40 |
1.1206 |
1.0758 |
0.0448 |
4.1% |
0.0049 |
0.5% |
29% |
False |
False |
155 |
| 60 |
1.1206 |
1.0712 |
0.0494 |
4.5% |
0.0051 |
0.5% |
36% |
False |
False |
119 |
| 80 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0048 |
0.4% |
42% |
False |
False |
111 |
| 100 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0050 |
0.5% |
42% |
False |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1236 |
|
2.618 |
1.1102 |
|
1.618 |
1.1020 |
|
1.000 |
1.0970 |
|
0.618 |
1.0938 |
|
HIGH |
1.0888 |
|
0.618 |
1.0856 |
|
0.500 |
1.0847 |
|
0.382 |
1.0837 |
|
LOW |
1.0806 |
|
0.618 |
1.0755 |
|
1.000 |
1.0724 |
|
1.618 |
1.0673 |
|
2.618 |
1.0591 |
|
4.250 |
1.0457 |
|
|
| Fisher Pivots for day following 08-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0874 |
1.0870 |
| PP |
1.0860 |
1.0853 |
| S1 |
1.0847 |
1.0836 |
|