CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 26-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2023 |
26-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0766 |
1.0740 |
-0.0026 |
-0.2% |
1.0827 |
| High |
1.0771 |
1.0774 |
0.0004 |
0.0% |
1.0849 |
| Low |
1.0722 |
1.0716 |
-0.0006 |
-0.1% |
1.0716 |
| Close |
1.0735 |
1.0744 |
0.0009 |
0.1% |
1.0744 |
| Range |
0.0049 |
0.0059 |
0.0010 |
19.4% |
0.0133 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
205,617 |
219,134 |
13,517 |
6.6% |
1,018,811 |
|
| Daily Pivots for day following 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0920 |
1.0890 |
1.0776 |
|
| R3 |
1.0861 |
1.0832 |
1.0760 |
|
| R2 |
1.0803 |
1.0803 |
1.0754 |
|
| R1 |
1.0773 |
1.0773 |
1.0749 |
1.0788 |
| PP |
1.0744 |
1.0744 |
1.0744 |
1.0752 |
| S1 |
1.0715 |
1.0715 |
1.0738 |
1.0730 |
| S2 |
1.0686 |
1.0686 |
1.0733 |
|
| S3 |
1.0627 |
1.0656 |
1.0727 |
|
| S4 |
1.0569 |
1.0598 |
1.0711 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1168 |
1.1089 |
1.0817 |
|
| R3 |
1.1035 |
1.0956 |
1.0780 |
|
| R2 |
1.0902 |
1.0902 |
1.0768 |
|
| R1 |
1.0823 |
1.0823 |
1.0756 |
1.0796 |
| PP |
1.0769 |
1.0769 |
1.0769 |
1.0756 |
| S1 |
1.0690 |
1.0690 |
1.0731 |
1.0663 |
| S2 |
1.0636 |
1.0636 |
1.0719 |
|
| S3 |
1.0503 |
1.0557 |
1.0707 |
|
| S4 |
1.0370 |
1.0424 |
1.0670 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0849 |
1.0716 |
0.0133 |
1.2% |
0.0052 |
0.5% |
21% |
False |
True |
203,762 |
| 10 |
1.0926 |
1.0716 |
0.0211 |
2.0% |
0.0057 |
0.5% |
13% |
False |
True |
187,469 |
| 20 |
1.1122 |
1.0716 |
0.0406 |
3.8% |
0.0068 |
0.6% |
7% |
False |
True |
193,322 |
| 40 |
1.1129 |
1.0716 |
0.0414 |
3.8% |
0.0076 |
0.7% |
7% |
False |
True |
184,946 |
| 60 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0082 |
0.8% |
30% |
False |
False |
200,789 |
| 80 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0083 |
0.8% |
30% |
False |
False |
151,605 |
| 100 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0083 |
0.8% |
30% |
False |
False |
121,418 |
| 120 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0081 |
0.8% |
30% |
False |
False |
101,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1023 |
|
2.618 |
1.0927 |
|
1.618 |
1.0869 |
|
1.000 |
1.0833 |
|
0.618 |
1.0810 |
|
HIGH |
1.0774 |
|
0.618 |
1.0752 |
|
0.500 |
1.0745 |
|
0.382 |
1.0738 |
|
LOW |
1.0716 |
|
0.618 |
1.0679 |
|
1.000 |
1.0657 |
|
1.618 |
1.0621 |
|
2.618 |
1.0562 |
|
4.250 |
1.0467 |
|
|
| Fisher Pivots for day following 26-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0745 |
1.0767 |
| PP |
1.0744 |
1.0759 |
| S1 |
1.0744 |
1.0751 |
|