CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 23-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2023 |
23-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1084 |
1.1052 |
-0.0032 |
-0.3% |
1.1028 |
| High |
1.1105 |
1.1053 |
-0.0052 |
-0.5% |
1.1105 |
| Low |
1.1046 |
1.0939 |
-0.0107 |
-1.0% |
1.0939 |
| Close |
1.1053 |
1.0985 |
-0.0068 |
-0.6% |
1.0985 |
| Range |
0.0059 |
0.0114 |
0.0055 |
93.2% |
0.0166 |
| ATR |
0.0062 |
0.0066 |
0.0004 |
6.0% |
0.0000 |
| Volume |
806 |
650 |
-156 |
-19.4% |
2,279 |
|
| Daily Pivots for day following 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1334 |
1.1274 |
1.1048 |
|
| R3 |
1.1220 |
1.1160 |
1.1016 |
|
| R2 |
1.1106 |
1.1106 |
1.1006 |
|
| R1 |
1.1046 |
1.1046 |
1.0995 |
1.1019 |
| PP |
1.0992 |
1.0992 |
1.0992 |
1.0979 |
| S1 |
1.0932 |
1.0932 |
1.0975 |
1.0905 |
| S2 |
1.0878 |
1.0878 |
1.0964 |
|
| S3 |
1.0764 |
1.0818 |
1.0954 |
|
| S4 |
1.0650 |
1.0704 |
1.0922 |
|
|
| Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1508 |
1.1412 |
1.1076 |
|
| R3 |
1.1342 |
1.1246 |
1.1031 |
|
| R2 |
1.1176 |
1.1176 |
1.1015 |
|
| R1 |
1.1080 |
1.1080 |
1.1000 |
1.1045 |
| PP |
1.1010 |
1.1010 |
1.1010 |
1.0992 |
| S1 |
1.0914 |
1.0914 |
1.0970 |
1.0879 |
| S2 |
1.0844 |
1.0844 |
1.0955 |
|
| S3 |
1.0678 |
1.0748 |
1.0939 |
|
| S4 |
1.0512 |
1.0582 |
1.0894 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1105 |
1.0939 |
0.0166 |
1.5% |
0.0070 |
0.6% |
28% |
False |
True |
579 |
| 10 |
1.1105 |
1.0842 |
0.0264 |
2.4% |
0.0069 |
0.6% |
54% |
False |
False |
1,092 |
| 20 |
1.1105 |
1.0758 |
0.0348 |
3.2% |
0.0061 |
0.6% |
65% |
False |
False |
642 |
| 40 |
1.1181 |
1.0758 |
0.0424 |
3.9% |
0.0051 |
0.5% |
54% |
False |
False |
412 |
| 60 |
1.1206 |
1.0758 |
0.0448 |
4.1% |
0.0053 |
0.5% |
51% |
False |
False |
294 |
| 80 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0053 |
0.5% |
60% |
False |
False |
241 |
| 100 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0053 |
0.5% |
60% |
False |
False |
209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1538 |
|
2.618 |
1.1351 |
|
1.618 |
1.1237 |
|
1.000 |
1.1167 |
|
0.618 |
1.1123 |
|
HIGH |
1.1053 |
|
0.618 |
1.1009 |
|
0.500 |
1.0996 |
|
0.382 |
1.0983 |
|
LOW |
1.0939 |
|
0.618 |
1.0869 |
|
1.000 |
1.0825 |
|
1.618 |
1.0755 |
|
2.618 |
1.0641 |
|
4.250 |
1.0455 |
|
|
| Fisher Pivots for day following 23-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0996 |
1.1022 |
| PP |
1.0992 |
1.1010 |
| S1 |
1.0989 |
1.0997 |
|