CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 30-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2023 |
30-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0998 |
1.0958 |
-0.0040 |
-0.4% |
1.0995 |
| High |
1.1020 |
1.1022 |
0.0002 |
0.0% |
1.1068 |
| Low |
1.0955 |
1.0927 |
-0.0028 |
-0.3% |
1.0927 |
| Close |
1.0960 |
1.1002 |
0.0043 |
0.4% |
1.1002 |
| Range |
0.0065 |
0.0095 |
0.0030 |
45.4% |
0.0141 |
| ATR |
0.0064 |
0.0066 |
0.0002 |
3.4% |
0.0000 |
| Volume |
524 |
987 |
463 |
88.4% |
2,890 |
|
| Daily Pivots for day following 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1267 |
1.1229 |
1.1054 |
|
| R3 |
1.1173 |
1.1135 |
1.1028 |
|
| R2 |
1.1078 |
1.1078 |
1.1019 |
|
| R1 |
1.1040 |
1.1040 |
1.1011 |
1.1059 |
| PP |
1.0984 |
1.0984 |
1.0984 |
1.0993 |
| S1 |
1.0946 |
1.0946 |
1.0993 |
1.0965 |
| S2 |
1.0889 |
1.0889 |
1.0985 |
|
| S3 |
1.0795 |
1.0851 |
1.0976 |
|
| S4 |
1.0700 |
1.0757 |
1.0950 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1422 |
1.1353 |
1.1080 |
|
| R3 |
1.1281 |
1.1212 |
1.1041 |
|
| R2 |
1.1140 |
1.1140 |
1.1028 |
|
| R1 |
1.1071 |
1.1071 |
1.1015 |
1.1106 |
| PP |
1.0999 |
1.0999 |
1.0999 |
1.1016 |
| S1 |
1.0930 |
1.0930 |
1.0989 |
1.0965 |
| S2 |
1.0858 |
1.0858 |
1.0976 |
|
| S3 |
1.0717 |
1.0789 |
1.0963 |
|
| S4 |
1.0576 |
1.0648 |
1.0924 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1068 |
1.0927 |
0.0141 |
1.3% |
0.0065 |
0.6% |
53% |
False |
True |
578 |
| 10 |
1.1105 |
1.0927 |
0.0178 |
1.6% |
0.0068 |
0.6% |
42% |
False |
True |
578 |
| 20 |
1.1105 |
1.0784 |
0.0322 |
2.9% |
0.0064 |
0.6% |
68% |
False |
False |
724 |
| 40 |
1.1177 |
1.0758 |
0.0419 |
3.8% |
0.0055 |
0.5% |
58% |
False |
False |
466 |
| 60 |
1.1206 |
1.0758 |
0.0448 |
4.1% |
0.0052 |
0.5% |
55% |
False |
False |
338 |
| 80 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0055 |
0.5% |
63% |
False |
False |
269 |
| 100 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0052 |
0.5% |
63% |
False |
False |
237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1423 |
|
2.618 |
1.1269 |
|
1.618 |
1.1174 |
|
1.000 |
1.1116 |
|
0.618 |
1.1080 |
|
HIGH |
1.1022 |
|
0.618 |
1.0985 |
|
0.500 |
1.0974 |
|
0.382 |
1.0963 |
|
LOW |
1.0927 |
|
0.618 |
1.0869 |
|
1.000 |
1.0833 |
|
1.618 |
1.0774 |
|
2.618 |
1.0680 |
|
4.250 |
1.0525 |
|
|
| Fisher Pivots for day following 30-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0993 |
1.0998 |
| PP |
1.0984 |
1.0994 |
| S1 |
1.0974 |
1.0990 |
|