CME Euro FX (E) Future December 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 |
1.0843 |
1.0877 |
0.0035 |
0.3% |
1.0817 |
| High |
1.0882 |
1.0921 |
0.0039 |
0.4% |
1.0890 |
| Low |
1.0842 |
1.0877 |
0.0036 |
0.3% |
1.0784 |
| Close |
1.0865 |
1.0898 |
0.0033 |
0.3% |
1.0858 |
| Range |
0.0041 |
0.0044 |
0.0004 |
8.6% |
0.0106 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
0.2% |
0.0000 |
| Volume |
1,350 |
1,378 |
28 |
2.1% |
505 |
|
| Daily Pivots for day following 13-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1031 |
1.1008 |
1.0922 |
|
| R3 |
1.0987 |
1.0964 |
1.0910 |
|
| R2 |
1.0943 |
1.0943 |
1.0906 |
|
| R1 |
1.0920 |
1.0920 |
1.0902 |
1.0931 |
| PP |
1.0899 |
1.0899 |
1.0899 |
1.0904 |
| S1 |
1.0876 |
1.0876 |
1.0893 |
1.0887 |
| S2 |
1.0855 |
1.0855 |
1.0889 |
|
| S3 |
1.0811 |
1.0832 |
1.0885 |
|
| S4 |
1.0767 |
1.0788 |
1.0873 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1162 |
1.1116 |
1.0916 |
|
| R3 |
1.1056 |
1.1010 |
1.0887 |
|
| R2 |
1.0950 |
1.0950 |
1.0877 |
|
| R1 |
1.0904 |
1.0904 |
1.0867 |
1.0927 |
| PP |
1.0844 |
1.0844 |
1.0844 |
1.0855 |
| S1 |
1.0798 |
1.0798 |
1.0848 |
1.0821 |
| S2 |
1.0738 |
1.0738 |
1.0838 |
|
| S3 |
1.0632 |
1.0692 |
1.0828 |
|
| S4 |
1.0526 |
1.0586 |
1.0799 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0921 |
1.0784 |
0.0138 |
1.3% |
0.0050 |
0.5% |
83% |
True |
False |
589 |
| 10 |
1.0921 |
1.0758 |
0.0164 |
1.5% |
0.0052 |
0.5% |
86% |
True |
False |
416 |
| 20 |
1.1012 |
1.0758 |
0.0255 |
2.3% |
0.0043 |
0.4% |
55% |
False |
False |
262 |
| 40 |
1.1206 |
1.0758 |
0.0448 |
4.1% |
0.0047 |
0.4% |
31% |
False |
False |
219 |
| 60 |
1.1206 |
1.0758 |
0.0448 |
4.1% |
0.0050 |
0.5% |
31% |
False |
False |
160 |
| 80 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0048 |
0.4% |
43% |
False |
False |
144 |
| 100 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0050 |
0.5% |
43% |
False |
False |
130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1108 |
|
2.618 |
1.1036 |
|
1.618 |
1.0992 |
|
1.000 |
1.0965 |
|
0.618 |
1.0948 |
|
HIGH |
1.0921 |
|
0.618 |
1.0904 |
|
0.500 |
1.0899 |
|
0.382 |
1.0894 |
|
LOW |
1.0877 |
|
0.618 |
1.0850 |
|
1.000 |
1.0833 |
|
1.618 |
1.0806 |
|
2.618 |
1.0762 |
|
4.250 |
1.0690 |
|
|
| Fisher Pivots for day following 13-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0899 |
1.0892 |
| PP |
1.0899 |
1.0887 |
| S1 |
1.0898 |
1.0881 |
|