CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 29-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2023 |
29-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1044 |
1.0998 |
-0.0046 |
-0.4% |
1.1028 |
| High |
1.1053 |
1.1020 |
-0.0034 |
-0.3% |
1.1105 |
| Low |
1.0992 |
1.0955 |
-0.0037 |
-0.3% |
1.0939 |
| Close |
1.1016 |
1.0960 |
-0.0057 |
-0.5% |
1.0985 |
| Range |
0.0062 |
0.0065 |
0.0004 |
5.7% |
0.0166 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.1% |
0.0000 |
| Volume |
427 |
524 |
97 |
22.7% |
2,279 |
|
| Daily Pivots for day following 29-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1173 |
1.1131 |
1.0995 |
|
| R3 |
1.1108 |
1.1066 |
1.0977 |
|
| R2 |
1.1043 |
1.1043 |
1.0971 |
|
| R1 |
1.1001 |
1.1001 |
1.0965 |
1.0990 |
| PP |
1.0978 |
1.0978 |
1.0978 |
1.0972 |
| S1 |
1.0936 |
1.0936 |
1.0954 |
1.0925 |
| S2 |
1.0913 |
1.0913 |
1.0948 |
|
| S3 |
1.0848 |
1.0871 |
1.0942 |
|
| S4 |
1.0783 |
1.0806 |
1.0924 |
|
|
| 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 |
1.1068 |
1.0939 |
0.0129 |
1.2% |
0.0069 |
0.6% |
16% |
False |
False |
510 |
| 10 |
1.1105 |
1.0914 |
0.0192 |
1.7% |
0.0072 |
0.7% |
24% |
False |
False |
737 |
| 20 |
1.1105 |
1.0784 |
0.0322 |
2.9% |
0.0064 |
0.6% |
55% |
False |
False |
679 |
| 40 |
1.1181 |
1.0758 |
0.0424 |
3.9% |
0.0054 |
0.5% |
48% |
False |
False |
442 |
| 60 |
1.1206 |
1.0758 |
0.0448 |
4.1% |
0.0052 |
0.5% |
45% |
False |
False |
323 |
| 80 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0054 |
0.5% |
55% |
False |
False |
257 |
| 100 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0052 |
0.5% |
55% |
False |
False |
227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1296 |
|
2.618 |
1.1190 |
|
1.618 |
1.1125 |
|
1.000 |
1.1085 |
|
0.618 |
1.1060 |
|
HIGH |
1.1020 |
|
0.618 |
1.0995 |
|
0.500 |
1.0987 |
|
0.382 |
1.0979 |
|
LOW |
1.0955 |
|
0.618 |
1.0914 |
|
1.000 |
1.0890 |
|
1.618 |
1.0849 |
|
2.618 |
1.0784 |
|
4.250 |
1.0678 |
|
|
| Fisher Pivots for day following 29-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0987 |
1.1011 |
| PP |
1.0978 |
1.0994 |
| S1 |
1.0969 |
1.0977 |
|