CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 24-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2023 |
24-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0830 |
1.0789 |
-0.0041 |
-0.4% |
1.0869 |
| High |
1.0837 |
1.0818 |
-0.0020 |
-0.2% |
1.0926 |
| Low |
1.0777 |
1.0763 |
-0.0014 |
-0.1% |
1.0778 |
| Close |
1.0793 |
1.0766 |
-0.0027 |
-0.2% |
1.0826 |
| Range |
0.0060 |
0.0055 |
-0.0006 |
-9.2% |
0.0148 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
204,007 |
227,412 |
23,405 |
11.5% |
855,887 |
|
| Daily Pivots for day following 24-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0946 |
1.0910 |
1.0796 |
|
| R3 |
1.0891 |
1.0856 |
1.0781 |
|
| R2 |
1.0837 |
1.0837 |
1.0776 |
|
| R1 |
1.0801 |
1.0801 |
1.0771 |
1.0792 |
| PP |
1.0782 |
1.0782 |
1.0782 |
1.0777 |
| S1 |
1.0747 |
1.0747 |
1.0761 |
1.0737 |
| S2 |
1.0728 |
1.0728 |
1.0756 |
|
| S3 |
1.0673 |
1.0692 |
1.0751 |
|
| S4 |
1.0619 |
1.0638 |
1.0736 |
|
|
| 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 |
1.0867 |
1.0763 |
0.0104 |
1.0% |
0.0061 |
0.6% |
3% |
False |
True |
194,270 |
| 10 |
1.1021 |
1.0763 |
0.0258 |
2.4% |
0.0065 |
0.6% |
1% |
False |
True |
187,607 |
| 20 |
1.1122 |
1.0763 |
0.0359 |
3.3% |
0.0070 |
0.7% |
1% |
False |
True |
194,319 |
| 40 |
1.1129 |
1.0763 |
0.0366 |
3.4% |
0.0077 |
0.7% |
1% |
False |
True |
182,327 |
| 60 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0084 |
0.8% |
34% |
False |
False |
194,374 |
| 80 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0084 |
0.8% |
34% |
False |
False |
146,313 |
| 100 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0084 |
0.8% |
34% |
False |
False |
117,179 |
| 120 |
1.1129 |
1.0545 |
0.0584 |
5.4% |
0.0082 |
0.8% |
38% |
False |
False |
97,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1049 |
|
2.618 |
1.0960 |
|
1.618 |
1.0906 |
|
1.000 |
1.0872 |
|
0.618 |
1.0851 |
|
HIGH |
1.0818 |
|
0.618 |
1.0797 |
|
0.500 |
1.0790 |
|
0.382 |
1.0784 |
|
LOW |
1.0763 |
|
0.618 |
1.0729 |
|
1.000 |
1.0709 |
|
1.618 |
1.0675 |
|
2.618 |
1.0620 |
|
4.250 |
1.0531 |
|
|
| Fisher Pivots for day following 24-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0790 |
1.0806 |
| PP |
1.0782 |
1.0793 |
| S1 |
1.0774 |
1.0779 |
|