CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 23-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2023 |
23-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0918 |
1.0888 |
-0.0030 |
-0.3% |
1.0991 |
| High |
1.0932 |
1.0906 |
-0.0027 |
-0.2% |
1.1012 |
| Low |
1.0918 |
1.0876 |
-0.0042 |
-0.4% |
1.0875 |
| Close |
1.0931 |
1.0890 |
-0.0041 |
-0.4% |
1.0920 |
| Range |
0.0015 |
0.0030 |
0.0016 |
106.9% |
0.0138 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
2 |
9 |
7 |
350.0% |
758 |
|
| Daily Pivots for day following 23-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0980 |
1.0965 |
1.0907 |
|
| R3 |
1.0950 |
1.0935 |
1.0898 |
|
| R2 |
1.0920 |
1.0920 |
1.0896 |
|
| R1 |
1.0905 |
1.0905 |
1.0893 |
1.0913 |
| PP |
1.0890 |
1.0890 |
1.0890 |
1.0894 |
| S1 |
1.0875 |
1.0875 |
1.0887 |
1.0883 |
| S2 |
1.0860 |
1.0860 |
1.0885 |
|
| S3 |
1.0830 |
1.0845 |
1.0882 |
|
| S4 |
1.0800 |
1.0815 |
1.0874 |
|
|
| Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1348 |
1.1271 |
1.0995 |
|
| R3 |
1.1210 |
1.1134 |
1.0957 |
|
| R2 |
1.1073 |
1.1073 |
1.0945 |
|
| R1 |
1.0996 |
1.0996 |
1.0932 |
1.0966 |
| PP |
1.0935 |
1.0935 |
1.0935 |
1.0920 |
| S1 |
1.0859 |
1.0859 |
1.0907 |
1.0828 |
| S2 |
1.0798 |
1.0798 |
1.0894 |
|
| S3 |
1.0660 |
1.0721 |
1.0882 |
|
| S4 |
1.0523 |
1.0584 |
1.0844 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0952 |
1.0875 |
0.0078 |
0.7% |
0.0037 |
0.3% |
20% |
False |
False |
26 |
| 10 |
1.1110 |
1.0875 |
0.0236 |
2.2% |
0.0044 |
0.4% |
7% |
False |
False |
187 |
| 20 |
1.1206 |
1.0875 |
0.0331 |
3.0% |
0.0048 |
0.4% |
5% |
False |
False |
184 |
| 40 |
1.1206 |
1.0875 |
0.0331 |
3.0% |
0.0050 |
0.5% |
5% |
False |
False |
120 |
| 60 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0051 |
0.5% |
42% |
False |
False |
107 |
| 80 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0051 |
0.5% |
42% |
False |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1033 |
|
2.618 |
1.0984 |
|
1.618 |
1.0954 |
|
1.000 |
1.0936 |
|
0.618 |
1.0924 |
|
HIGH |
1.0906 |
|
0.618 |
1.0894 |
|
0.500 |
1.0891 |
|
0.382 |
1.0887 |
|
LOW |
1.0876 |
|
0.618 |
1.0857 |
|
1.000 |
1.0846 |
|
1.618 |
1.0827 |
|
2.618 |
1.0797 |
|
4.250 |
1.0748 |
|
|
| Fisher Pivots for day following 23-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0891 |
1.0906 |
| PP |
1.0890 |
1.0901 |
| S1 |
1.0890 |
1.0895 |
|