CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 26-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2023 |
26-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1052 |
1.0995 |
-0.0058 |
-0.5% |
1.1028 |
| High |
1.1053 |
1.1013 |
-0.0040 |
-0.4% |
1.1105 |
| Low |
1.0939 |
1.0982 |
0.0043 |
0.4% |
1.0939 |
| Close |
1.0985 |
1.1008 |
0.0023 |
0.2% |
1.0985 |
| Range |
0.0114 |
0.0032 |
-0.0083 |
-72.4% |
0.0166 |
| ATR |
0.0066 |
0.0063 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
650 |
524 |
-126 |
-19.4% |
2,279 |
|
| Daily Pivots for day following 26-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1095 |
1.1083 |
1.1025 |
|
| R3 |
1.1064 |
1.1052 |
1.1017 |
|
| R2 |
1.1032 |
1.1032 |
1.1014 |
|
| R1 |
1.1020 |
1.1020 |
1.1011 |
1.1026 |
| PP |
1.1001 |
1.1001 |
1.1001 |
1.1004 |
| S1 |
1.0989 |
1.0989 |
1.1005 |
1.0995 |
| S2 |
1.0969 |
1.0969 |
1.1002 |
|
| S3 |
1.0938 |
1.0957 |
1.0999 |
|
| S4 |
1.0906 |
1.0926 |
1.0991 |
|
|
| 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% |
0.0067 |
0.6% |
42% |
False |
False |
560 |
| 10 |
1.1105 |
1.0842 |
0.0264 |
2.4% |
0.0069 |
0.6% |
63% |
False |
False |
1,138 |
| 20 |
1.1105 |
1.0758 |
0.0348 |
3.2% |
0.0062 |
0.6% |
72% |
False |
False |
653 |
| 40 |
1.1181 |
1.0758 |
0.0424 |
3.8% |
0.0052 |
0.5% |
59% |
False |
False |
424 |
| 60 |
1.1206 |
1.0758 |
0.0448 |
4.1% |
0.0052 |
0.5% |
56% |
False |
False |
301 |
| 80 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0053 |
0.5% |
64% |
False |
False |
246 |
| 100 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0053 |
0.5% |
64% |
False |
False |
215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1147 |
|
2.618 |
1.1095 |
|
1.618 |
1.1064 |
|
1.000 |
1.1045 |
|
0.618 |
1.1032 |
|
HIGH |
1.1013 |
|
0.618 |
1.1001 |
|
0.500 |
1.0997 |
|
0.382 |
1.0994 |
|
LOW |
1.0982 |
|
0.618 |
1.0962 |
|
1.000 |
1.0950 |
|
1.618 |
1.0931 |
|
2.618 |
1.0899 |
|
4.250 |
1.0848 |
|
|
| Fisher Pivots for day following 26-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1004 |
1.1022 |
| PP |
1.1001 |
1.1017 |
| S1 |
1.0997 |
1.1013 |
|