CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 16-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2023 |
16-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0942 |
1.1038 |
0.0096 |
0.9% |
1.0843 |
| High |
1.1054 |
1.1067 |
0.0014 |
0.1% |
1.1067 |
| Low |
1.0914 |
1.1020 |
0.0106 |
1.0% |
1.0842 |
| Close |
1.1051 |
1.1043 |
-0.0008 |
-0.1% |
1.1043 |
| Range |
0.0140 |
0.0048 |
-0.0093 |
-66.1% |
0.0226 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
2,572 |
616 |
-1,956 |
-76.0% |
8,577 |
|
| Daily Pivots for day following 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1186 |
1.1162 |
1.1069 |
|
| R3 |
1.1138 |
1.1114 |
1.1056 |
|
| R2 |
1.1091 |
1.1091 |
1.1052 |
|
| R1 |
1.1067 |
1.1067 |
1.1047 |
1.1079 |
| PP |
1.1043 |
1.1043 |
1.1043 |
1.1049 |
| S1 |
1.1019 |
1.1019 |
1.1039 |
1.1031 |
| S2 |
1.0996 |
1.0996 |
1.1034 |
|
| S3 |
1.0948 |
1.0972 |
1.1030 |
|
| S4 |
1.0901 |
1.0924 |
1.1017 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1660 |
1.1577 |
1.1167 |
|
| R3 |
1.1435 |
1.1352 |
1.1105 |
|
| R2 |
1.1209 |
1.1209 |
1.1084 |
|
| R1 |
1.1126 |
1.1126 |
1.1064 |
1.1168 |
| PP |
1.0984 |
1.0984 |
1.0984 |
1.1005 |
| S1 |
1.0901 |
1.0901 |
1.1022 |
1.0942 |
| S2 |
1.0758 |
1.0758 |
1.1002 |
|
| S3 |
1.0533 |
1.0675 |
1.0981 |
|
| S4 |
1.0307 |
1.0450 |
1.0919 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1067 |
1.0842 |
0.0226 |
2.0% |
0.0071 |
0.6% |
89% |
True |
False |
1,715 |
| 10 |
1.1067 |
1.0784 |
0.0284 |
2.6% |
0.0058 |
0.5% |
92% |
True |
False |
908 |
| 20 |
1.1067 |
1.0758 |
0.0310 |
2.8% |
0.0051 |
0.5% |
92% |
True |
False |
531 |
| 40 |
1.1206 |
1.0758 |
0.0448 |
4.1% |
0.0051 |
0.5% |
64% |
False |
False |
362 |
| 60 |
1.1206 |
1.0758 |
0.0448 |
4.1% |
0.0052 |
0.5% |
64% |
False |
False |
257 |
| 80 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0051 |
0.5% |
70% |
False |
False |
214 |
| 100 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0051 |
0.5% |
70% |
False |
False |
187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1269 |
|
2.618 |
1.1191 |
|
1.618 |
1.1144 |
|
1.000 |
1.1115 |
|
0.618 |
1.1096 |
|
HIGH |
1.1067 |
|
0.618 |
1.1049 |
|
0.500 |
1.1043 |
|
0.382 |
1.1038 |
|
LOW |
1.1020 |
|
0.618 |
1.0990 |
|
1.000 |
1.0972 |
|
1.618 |
1.0943 |
|
2.618 |
1.0895 |
|
4.250 |
1.0818 |
|
|
| Fisher Pivots for day following 16-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1043 |
1.1021 |
| PP |
1.1043 |
1.0998 |
| S1 |
1.1043 |
1.0976 |
|