CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 19-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2023 |
19-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0860 |
1.0789 |
-0.0071 |
-0.7% |
1.0869 |
| High |
1.0867 |
1.0848 |
-0.0019 |
-0.2% |
1.0926 |
| Low |
1.0781 |
1.0778 |
-0.0003 |
0.0% |
1.0778 |
| Close |
1.0785 |
1.0826 |
0.0041 |
0.4% |
1.0826 |
| Range |
0.0086 |
0.0070 |
-0.0016 |
-18.7% |
0.0148 |
| ATR |
0.0077 |
0.0077 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
166,280 |
211,013 |
44,733 |
26.9% |
855,887 |
|
| Daily Pivots for day following 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1026 |
1.0995 |
1.0864 |
|
| R3 |
1.0956 |
1.0926 |
1.0845 |
|
| R2 |
1.0887 |
1.0887 |
1.0839 |
|
| R1 |
1.0856 |
1.0856 |
1.0832 |
1.0872 |
| PP |
1.0817 |
1.0817 |
1.0817 |
1.0825 |
| S1 |
1.0787 |
1.0787 |
1.0820 |
1.0802 |
| S2 |
1.0748 |
1.0748 |
1.0813 |
|
| S3 |
1.0678 |
1.0717 |
1.0807 |
|
| S4 |
1.0609 |
1.0648 |
1.0788 |
|
|
| Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1287 |
1.1205 |
1.0907 |
|
| R3 |
1.1139 |
1.1057 |
1.0867 |
|
| R2 |
1.0991 |
1.0991 |
1.0853 |
|
| R1 |
1.0909 |
1.0909 |
1.0840 |
1.0876 |
| PP |
1.0843 |
1.0843 |
1.0843 |
1.0827 |
| S1 |
1.0761 |
1.0761 |
1.0812 |
1.0728 |
| S2 |
1.0695 |
1.0695 |
1.0799 |
|
| S3 |
1.0547 |
1.0613 |
1.0785 |
|
| S4 |
1.0399 |
1.0465 |
1.0745 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0926 |
1.0778 |
0.0148 |
1.4% |
0.0063 |
0.6% |
32% |
False |
True |
171,177 |
| 10 |
1.1081 |
1.0778 |
0.0303 |
2.8% |
0.0068 |
0.6% |
16% |
False |
True |
182,549 |
| 20 |
1.1129 |
1.0778 |
0.0351 |
3.2% |
0.0079 |
0.7% |
14% |
False |
True |
196,461 |
| 40 |
1.1129 |
1.0768 |
0.0361 |
3.3% |
0.0079 |
0.7% |
16% |
False |
False |
180,338 |
| 60 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0086 |
0.8% |
45% |
False |
False |
184,782 |
| 80 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0085 |
0.8% |
45% |
False |
False |
138,904 |
| 100 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0084 |
0.8% |
45% |
False |
False |
111,245 |
| 120 |
1.1129 |
1.0478 |
0.0652 |
6.0% |
0.0083 |
0.8% |
53% |
False |
False |
92,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1143 |
|
2.618 |
1.1029 |
|
1.618 |
1.0960 |
|
1.000 |
1.0917 |
|
0.618 |
1.0890 |
|
HIGH |
1.0848 |
|
0.618 |
1.0821 |
|
0.500 |
1.0813 |
|
0.382 |
1.0805 |
|
LOW |
1.0778 |
|
0.618 |
1.0735 |
|
1.000 |
1.0709 |
|
1.618 |
1.0666 |
|
2.618 |
1.0596 |
|
4.250 |
1.0483 |
|
|
| Fisher Pivots for day following 19-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0822 |
1.0836 |
| PP |
1.0817 |
1.0833 |
| S1 |
1.0813 |
1.0829 |
|