CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 10-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2023 |
10-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1110 |
1.1065 |
-0.0046 |
-0.4% |
1.1095 |
| High |
1.1110 |
1.1110 |
0.0000 |
0.0% |
1.1181 |
| Low |
1.1074 |
1.1065 |
-0.0010 |
-0.1% |
1.1065 |
| Close |
1.1082 |
1.1089 |
0.0008 |
0.1% |
1.1144 |
| Range |
0.0036 |
0.0046 |
0.0010 |
26.4% |
0.0116 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
78 |
203 |
125 |
160.3% |
1,144 |
|
| Daily Pivots for day following 10-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1224 |
1.1202 |
1.1114 |
|
| R3 |
1.1179 |
1.1157 |
1.1102 |
|
| R2 |
1.1133 |
1.1133 |
1.1097 |
|
| R1 |
1.1111 |
1.1111 |
1.1093 |
1.1122 |
| PP |
1.1088 |
1.1088 |
1.1088 |
1.1093 |
| S1 |
1.1066 |
1.1066 |
1.1085 |
1.1077 |
| S2 |
1.1042 |
1.1042 |
1.1081 |
|
| S3 |
1.0997 |
1.1020 |
1.1076 |
|
| S4 |
1.0951 |
1.0975 |
1.1064 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1478 |
1.1427 |
1.1208 |
|
| R3 |
1.1362 |
1.1311 |
1.1176 |
|
| R2 |
1.1246 |
1.1246 |
1.1165 |
|
| R1 |
1.1195 |
1.1195 |
1.1155 |
1.1221 |
| PP |
1.1130 |
1.1130 |
1.1130 |
1.1143 |
| S1 |
1.1079 |
1.1079 |
1.1133 |
1.1105 |
| S2 |
1.1014 |
1.1014 |
1.1123 |
|
| S3 |
1.0898 |
1.0963 |
1.1112 |
|
| S4 |
1.0782 |
1.0847 |
1.1080 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1177 |
1.1065 |
0.0112 |
1.0% |
0.0053 |
0.5% |
22% |
False |
True |
245 |
| 10 |
1.1181 |
1.1065 |
0.0117 |
1.1% |
0.0045 |
0.4% |
21% |
False |
True |
197 |
| 20 |
1.1206 |
1.1040 |
0.0166 |
1.5% |
0.0053 |
0.5% |
30% |
False |
False |
130 |
| 40 |
1.1206 |
1.0712 |
0.0494 |
4.5% |
0.0053 |
0.5% |
76% |
False |
False |
88 |
| 60 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0049 |
0.4% |
79% |
False |
False |
89 |
| 80 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0051 |
0.5% |
79% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1303 |
|
2.618 |
1.1229 |
|
1.618 |
1.1184 |
|
1.000 |
1.1156 |
|
0.618 |
1.1138 |
|
HIGH |
1.1110 |
|
0.618 |
1.1093 |
|
0.500 |
1.1087 |
|
0.382 |
1.1082 |
|
LOW |
1.1065 |
|
0.618 |
1.1036 |
|
1.000 |
1.1019 |
|
1.618 |
1.0991 |
|
2.618 |
1.0945 |
|
4.250 |
1.0871 |
|
|
| Fisher Pivots for day following 10-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1088 |
1.1115 |
| PP |
1.1088 |
1.1106 |
| S1 |
1.1087 |
1.1098 |
|