CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 02-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2023 |
02-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0869 |
1.0875 |
0.0006 |
0.1% |
1.0889 |
| High |
1.0922 |
1.0936 |
0.0014 |
0.1% |
1.0936 |
| Low |
1.0865 |
1.0872 |
0.0007 |
0.1% |
1.0822 |
| Close |
1.0922 |
1.0875 |
-0.0048 |
-0.4% |
1.0875 |
| Range |
0.0057 |
0.0065 |
0.0008 |
13.2% |
0.0114 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
2.7% |
0.0000 |
| Volume |
84 |
5 |
-79 |
-94.0% |
113 |
|
| Daily Pivots for day following 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1088 |
1.1046 |
1.0910 |
|
| R3 |
1.1023 |
1.0981 |
1.0892 |
|
| R2 |
1.0959 |
1.0959 |
1.0886 |
|
| R1 |
1.0917 |
1.0917 |
1.0880 |
1.0907 |
| PP |
1.0894 |
1.0894 |
1.0894 |
1.0889 |
| S1 |
1.0852 |
1.0852 |
1.0869 |
1.0842 |
| S2 |
1.0830 |
1.0830 |
1.0863 |
|
| S3 |
1.0765 |
1.0788 |
1.0857 |
|
| S4 |
1.0701 |
1.0723 |
1.0839 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1220 |
1.1161 |
1.0937 |
|
| R3 |
1.1106 |
1.1047 |
1.0906 |
|
| R2 |
1.0992 |
1.0992 |
1.0895 |
|
| R1 |
1.0933 |
1.0933 |
1.0885 |
1.0905 |
| PP |
1.0878 |
1.0878 |
1.0878 |
1.0864 |
| S1 |
1.0819 |
1.0819 |
1.0864 |
1.0791 |
| S2 |
1.0764 |
1.0764 |
1.0854 |
|
| S3 |
1.0650 |
1.0705 |
1.0843 |
|
| S4 |
1.0536 |
1.0591 |
1.0812 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1210 |
|
2.618 |
1.1105 |
|
1.618 |
1.1040 |
|
1.000 |
1.1001 |
|
0.618 |
1.0976 |
|
HIGH |
1.0936 |
|
0.618 |
1.0911 |
|
0.500 |
1.0904 |
|
0.382 |
1.0896 |
|
LOW |
1.0872 |
|
0.618 |
1.0832 |
|
1.000 |
1.0807 |
|
1.618 |
1.0767 |
|
2.618 |
1.0703 |
|
4.250 |
1.0597 |
|
|
| Fisher Pivots for day following 02-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0904 |
1.0879 |
| PP |
1.0894 |
1.0878 |
| S1 |
1.0884 |
1.0876 |
|