CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 18-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2023 |
18-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0884 |
1.0860 |
-0.0024 |
-0.2% |
1.1047 |
| High |
1.0894 |
1.0867 |
-0.0028 |
-0.3% |
1.1081 |
| Low |
1.0831 |
1.0781 |
-0.0050 |
-0.5% |
1.0870 |
| Close |
1.0858 |
1.0785 |
-0.0073 |
-0.7% |
1.0876 |
| Range |
0.0063 |
0.0086 |
0.0023 |
35.7% |
0.0211 |
| ATR |
0.0077 |
0.0077 |
0.0001 |
0.8% |
0.0000 |
| Volume |
173,545 |
166,280 |
-7,265 |
-4.2% |
969,606 |
|
| Daily Pivots for day following 18-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1067 |
1.1012 |
1.0832 |
|
| R3 |
1.0982 |
1.0926 |
1.0809 |
|
| R2 |
1.0896 |
1.0896 |
1.0801 |
|
| R1 |
1.0841 |
1.0841 |
1.0793 |
1.0826 |
| PP |
1.0811 |
1.0811 |
1.0811 |
1.0803 |
| S1 |
1.0755 |
1.0755 |
1.0777 |
1.0740 |
| S2 |
1.0725 |
1.0725 |
1.0769 |
|
| S3 |
1.0640 |
1.0670 |
1.0761 |
|
| S4 |
1.0554 |
1.0584 |
1.0738 |
|
|
| 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 |
1.0958 |
1.0781 |
0.0177 |
1.6% |
0.0067 |
0.6% |
2% |
False |
True |
169,989 |
| 10 |
1.1081 |
1.0781 |
0.0300 |
2.8% |
0.0070 |
0.6% |
1% |
False |
True |
181,766 |
| 20 |
1.1129 |
1.0781 |
0.0348 |
3.2% |
0.0078 |
0.7% |
1% |
False |
True |
193,853 |
| 40 |
1.1129 |
1.0768 |
0.0361 |
3.3% |
0.0080 |
0.7% |
5% |
False |
False |
181,258 |
| 60 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0085 |
0.8% |
37% |
False |
False |
181,311 |
| 80 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0085 |
0.8% |
37% |
False |
False |
136,272 |
| 100 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0084 |
0.8% |
37% |
False |
False |
109,136 |
| 120 |
1.1129 |
1.0478 |
0.0652 |
6.0% |
0.0083 |
0.8% |
47% |
False |
False |
91,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1230 |
|
2.618 |
1.1090 |
|
1.618 |
1.1005 |
|
1.000 |
1.0952 |
|
0.618 |
1.0919 |
|
HIGH |
1.0867 |
|
0.618 |
1.0834 |
|
0.500 |
1.0824 |
|
0.382 |
1.0814 |
|
LOW |
1.0781 |
|
0.618 |
1.0728 |
|
1.000 |
1.0696 |
|
1.618 |
1.0643 |
|
2.618 |
1.0557 |
|
4.250 |
1.0418 |
|
|
| Fisher Pivots for day following 18-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0824 |
1.0854 |
| PP |
1.0811 |
1.0831 |
| S1 |
1.0798 |
1.0808 |
|