CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 15-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2023 |
15-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0938 |
1.0869 |
-0.0070 |
-0.6% |
1.1047 |
| High |
1.0958 |
1.0913 |
-0.0046 |
-0.4% |
1.1081 |
| Low |
1.0870 |
1.0867 |
-0.0003 |
0.0% |
1.0870 |
| Close |
1.0876 |
1.0896 |
0.0021 |
0.2% |
1.0876 |
| Range |
0.0088 |
0.0046 |
-0.0043 |
-48.3% |
0.0211 |
| ATR |
0.0082 |
0.0080 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
205,074 |
153,258 |
-51,816 |
-25.3% |
969,606 |
|
| Daily Pivots for day following 15-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1028 |
1.1008 |
1.0921 |
|
| R3 |
1.0983 |
1.0962 |
1.0909 |
|
| R2 |
1.0937 |
1.0937 |
1.0904 |
|
| R1 |
1.0917 |
1.0917 |
1.0900 |
1.0927 |
| PP |
1.0892 |
1.0892 |
1.0892 |
1.0897 |
| S1 |
1.0871 |
1.0871 |
1.0892 |
1.0882 |
| S2 |
1.0846 |
1.0846 |
1.0888 |
|
| S3 |
1.0801 |
1.0826 |
1.0883 |
|
| S4 |
1.0755 |
1.0780 |
1.0871 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1574 |
1.1435 |
1.0991 |
|
| R3 |
1.1363 |
1.1225 |
1.0933 |
|
| R2 |
1.1153 |
1.1153 |
1.0914 |
|
| R1 |
1.1014 |
1.1014 |
1.0895 |
1.0978 |
| PP |
1.0942 |
1.0942 |
1.0942 |
1.0924 |
| S1 |
1.0804 |
1.0804 |
1.0856 |
1.0768 |
| S2 |
1.0732 |
1.0732 |
1.0837 |
|
| S3 |
1.0521 |
1.0593 |
1.0818 |
|
| S4 |
1.0311 |
1.0383 |
1.0760 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1032 |
1.0867 |
0.0165 |
1.5% |
0.0072 |
0.7% |
18% |
False |
True |
199,668 |
| 10 |
1.1122 |
1.0867 |
0.0255 |
2.3% |
0.0076 |
0.7% |
11% |
False |
True |
202,238 |
| 20 |
1.1129 |
1.0867 |
0.0262 |
2.4% |
0.0077 |
0.7% |
11% |
False |
True |
191,967 |
| 40 |
1.1129 |
1.0691 |
0.0439 |
4.0% |
0.0084 |
0.8% |
47% |
False |
False |
183,734 |
| 60 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0086 |
0.8% |
58% |
False |
False |
173,189 |
| 80 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0085 |
0.8% |
58% |
False |
False |
130,148 |
| 100 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0084 |
0.8% |
58% |
False |
False |
104,234 |
| 120 |
1.1129 |
1.0400 |
0.0729 |
6.7% |
0.0083 |
0.8% |
68% |
False |
False |
86,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1106 |
|
2.618 |
1.1032 |
|
1.618 |
1.0986 |
|
1.000 |
1.0958 |
|
0.618 |
1.0941 |
|
HIGH |
1.0913 |
|
0.618 |
1.0895 |
|
0.500 |
1.0890 |
|
0.382 |
1.0884 |
|
LOW |
1.0867 |
|
0.618 |
1.0839 |
|
1.000 |
1.0822 |
|
1.618 |
1.0793 |
|
2.618 |
1.0748 |
|
4.250 |
1.0674 |
|
|
| Fisher Pivots for day following 15-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0894 |
1.0944 |
| PP |
1.0892 |
1.0928 |
| S1 |
1.0890 |
1.0912 |
|