CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 21-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2023 |
21-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1028 |
1.1018 |
-0.0010 |
-0.1% |
1.0843 |
| High |
1.1040 |
1.1087 |
0.0047 |
0.4% |
1.1067 |
| Low |
1.0990 |
1.1007 |
0.0017 |
0.2% |
1.0842 |
| Close |
1.1015 |
1.1082 |
0.0067 |
0.6% |
1.1043 |
| Range |
0.0050 |
0.0080 |
0.0030 |
59.0% |
0.0226 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
2.2% |
0.0000 |
| Volume |
481 |
342 |
-139 |
-28.9% |
8,577 |
|
| Daily Pivots for day following 21-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1297 |
1.1269 |
1.1125 |
|
| R3 |
1.1217 |
1.1189 |
1.1103 |
|
| R2 |
1.1138 |
1.1138 |
1.1096 |
|
| R1 |
1.1110 |
1.1110 |
1.1089 |
1.1124 |
| PP |
1.1058 |
1.1058 |
1.1058 |
1.1065 |
| S1 |
1.1030 |
1.1030 |
1.1074 |
1.1044 |
| S2 |
1.0979 |
1.0979 |
1.1067 |
|
| S3 |
1.0899 |
1.0951 |
1.1060 |
|
| S4 |
1.0820 |
1.0871 |
1.1038 |
|
|
| 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 |
1.1087 |
1.0884 |
0.0203 |
1.8% |
0.0080 |
0.7% |
98% |
True |
False |
1,334 |
| 10 |
1.1087 |
1.0784 |
0.0303 |
2.7% |
0.0065 |
0.6% |
98% |
True |
False |
962 |
| 20 |
1.1087 |
1.0758 |
0.0329 |
3.0% |
0.0054 |
0.5% |
98% |
True |
False |
570 |
| 40 |
1.1206 |
1.0758 |
0.0448 |
4.0% |
0.0052 |
0.5% |
72% |
False |
False |
377 |
| 60 |
1.1206 |
1.0758 |
0.0448 |
4.0% |
0.0051 |
0.5% |
72% |
False |
False |
270 |
| 80 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0052 |
0.5% |
77% |
False |
False |
223 |
| 100 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0051 |
0.5% |
77% |
False |
False |
195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1424 |
|
2.618 |
1.1295 |
|
1.618 |
1.1215 |
|
1.000 |
1.1166 |
|
0.618 |
1.1136 |
|
HIGH |
1.1087 |
|
0.618 |
1.1056 |
|
0.500 |
1.1047 |
|
0.382 |
1.1037 |
|
LOW |
1.1007 |
|
0.618 |
1.0958 |
|
1.000 |
1.0928 |
|
1.618 |
1.0878 |
|
2.618 |
1.0799 |
|
4.250 |
1.0669 |
|
|
| Fisher Pivots for day following 21-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1070 |
1.1067 |
| PP |
1.1058 |
1.1053 |
| S1 |
1.1047 |
1.1038 |
|