CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 22-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2023 |
22-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1018 |
1.1084 |
0.0066 |
0.6% |
1.0843 |
| High |
1.1087 |
1.1105 |
0.0019 |
0.2% |
1.1067 |
| Low |
1.1007 |
1.1046 |
0.0039 |
0.4% |
1.0842 |
| Close |
1.1082 |
1.1053 |
-0.0029 |
-0.3% |
1.1043 |
| Range |
0.0080 |
0.0059 |
-0.0021 |
-25.8% |
0.0226 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
342 |
806 |
464 |
135.7% |
8,577 |
|
| Daily Pivots for day following 22-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1245 |
1.1208 |
1.1085 |
|
| R3 |
1.1186 |
1.1149 |
1.1069 |
|
| R2 |
1.1127 |
1.1127 |
1.1064 |
|
| R1 |
1.1090 |
1.1090 |
1.1058 |
1.1079 |
| PP |
1.1068 |
1.1068 |
1.1068 |
1.1063 |
| S1 |
1.1031 |
1.1031 |
1.1048 |
1.1020 |
| S2 |
1.1009 |
1.1009 |
1.1042 |
|
| S3 |
1.0950 |
1.0972 |
1.1037 |
|
| S4 |
1.0891 |
1.0913 |
1.1021 |
|
|
| 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 |
1.1105 |
1.0914 |
0.0192 |
1.7% |
0.0075 |
0.7% |
73% |
True |
False |
963 |
| 10 |
1.1105 |
1.0806 |
0.0300 |
2.7% |
0.0066 |
0.6% |
83% |
True |
False |
1,040 |
| 20 |
1.1105 |
1.0758 |
0.0348 |
3.1% |
0.0055 |
0.5% |
85% |
True |
False |
610 |
| 40 |
1.1206 |
1.0758 |
0.0448 |
4.1% |
0.0051 |
0.5% |
66% |
False |
False |
397 |
| 60 |
1.1206 |
1.0758 |
0.0448 |
4.1% |
0.0052 |
0.5% |
66% |
False |
False |
283 |
| 80 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0052 |
0.5% |
72% |
False |
False |
233 |
| 100 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0052 |
0.5% |
72% |
False |
False |
203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1356 |
|
2.618 |
1.1259 |
|
1.618 |
1.1200 |
|
1.000 |
1.1164 |
|
0.618 |
1.1141 |
|
HIGH |
1.1105 |
|
0.618 |
1.1082 |
|
0.500 |
1.1076 |
|
0.382 |
1.1069 |
|
LOW |
1.1046 |
|
0.618 |
1.1010 |
|
1.000 |
1.0987 |
|
1.618 |
1.0951 |
|
2.618 |
1.0892 |
|
4.250 |
1.0795 |
|
|
| Fisher Pivots for day following 22-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1076 |
1.1051 |
| PP |
1.1068 |
1.1049 |
| S1 |
1.1061 |
1.1048 |
|