CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 14-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2023 |
14-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0877 |
1.0896 |
0.0019 |
0.2% |
1.0817 |
| High |
1.0921 |
1.0966 |
0.0045 |
0.4% |
1.0890 |
| Low |
1.0877 |
1.0884 |
0.0007 |
0.1% |
1.0784 |
| Close |
1.0898 |
1.0940 |
0.0042 |
0.4% |
1.0858 |
| Range |
0.0044 |
0.0082 |
0.0038 |
86.4% |
0.0106 |
| ATR |
0.0054 |
0.0056 |
0.0002 |
3.6% |
0.0000 |
| Volume |
1,378 |
2,661 |
1,283 |
93.1% |
505 |
|
| Daily Pivots for day following 14-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1176 |
1.1140 |
1.0985 |
|
| R3 |
1.1094 |
1.1058 |
1.0962 |
|
| R2 |
1.1012 |
1.1012 |
1.0955 |
|
| R1 |
1.0976 |
1.0976 |
1.0947 |
1.0994 |
| PP |
1.0930 |
1.0930 |
1.0930 |
1.0939 |
| S1 |
1.0894 |
1.0894 |
1.0932 |
1.0912 |
| S2 |
1.0848 |
1.0848 |
1.0924 |
|
| S3 |
1.0766 |
1.0812 |
1.0917 |
|
| S4 |
1.0684 |
1.0730 |
1.0894 |
|
|
| 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 |
1.0966 |
1.0806 |
0.0161 |
1.5% |
0.0057 |
0.5% |
83% |
True |
False |
1,116 |
| 10 |
1.0966 |
1.0784 |
0.0183 |
1.7% |
0.0055 |
0.5% |
85% |
True |
False |
622 |
| 20 |
1.0966 |
1.0758 |
0.0209 |
1.9% |
0.0045 |
0.4% |
87% |
True |
False |
375 |
| 40 |
1.1206 |
1.0758 |
0.0448 |
4.1% |
0.0048 |
0.4% |
41% |
False |
False |
285 |
| 60 |
1.1206 |
1.0758 |
0.0448 |
4.1% |
0.0051 |
0.5% |
41% |
False |
False |
204 |
| 80 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0049 |
0.4% |
51% |
False |
False |
177 |
| 100 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0050 |
0.5% |
51% |
False |
False |
155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1315 |
|
2.618 |
1.1181 |
|
1.618 |
1.1099 |
|
1.000 |
1.1048 |
|
0.618 |
1.1017 |
|
HIGH |
1.0966 |
|
0.618 |
1.0935 |
|
0.500 |
1.0925 |
|
0.382 |
1.0915 |
|
LOW |
1.0884 |
|
0.618 |
1.0833 |
|
1.000 |
1.0802 |
|
1.618 |
1.0751 |
|
2.618 |
1.0669 |
|
4.250 |
1.0536 |
|
|
| Fisher Pivots for day following 14-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0935 |
1.0928 |
| PP |
1.0930 |
1.0916 |
| S1 |
1.0925 |
1.0904 |
|