CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 05-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2023 |
05-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1133 |
1.1101 |
-0.0032 |
-0.3% |
1.1093 |
| High |
1.1166 |
1.1126 |
-0.0040 |
-0.4% |
1.1171 |
| Low |
1.1070 |
1.1047 |
-0.0024 |
-0.2% |
1.1024 |
| Close |
1.1095 |
1.1105 |
0.0011 |
0.1% |
1.1105 |
| Range |
0.0096 |
0.0080 |
-0.0016 |
-16.8% |
0.0147 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
0.0% |
0.0000 |
| Volume |
2,207 |
1,700 |
-507 |
-23.0% |
8,682 |
|
| Daily Pivots for day following 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1331 |
1.1298 |
1.1149 |
|
| R3 |
1.1252 |
1.1218 |
1.1127 |
|
| R2 |
1.1172 |
1.1172 |
1.1120 |
|
| R1 |
1.1139 |
1.1139 |
1.1112 |
1.1155 |
| PP |
1.1093 |
1.1093 |
1.1093 |
1.1101 |
| S1 |
1.1059 |
1.1059 |
1.1098 |
1.1076 |
| S2 |
1.1013 |
1.1013 |
1.1090 |
|
| S3 |
1.0934 |
1.0980 |
1.1083 |
|
| S4 |
1.0854 |
1.0900 |
1.1061 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1541 |
1.1470 |
1.1186 |
|
| R3 |
1.1394 |
1.1323 |
1.1145 |
|
| R2 |
1.1247 |
1.1247 |
1.1132 |
|
| R1 |
1.1176 |
1.1176 |
1.1118 |
1.1212 |
| PP |
1.1100 |
1.1100 |
1.1100 |
1.1118 |
| S1 |
1.1029 |
1.1029 |
1.1092 |
1.1065 |
| S2 |
1.0953 |
1.0953 |
1.1078 |
|
| S3 |
1.0806 |
1.0882 |
1.1065 |
|
| S4 |
1.0659 |
1.0735 |
1.1024 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1171 |
1.1024 |
0.0147 |
1.3% |
0.0077 |
0.7% |
55% |
False |
False |
1,736 |
| 10 |
1.1177 |
1.1024 |
0.0153 |
1.4% |
0.0084 |
0.8% |
53% |
False |
False |
1,890 |
| 20 |
1.1177 |
1.0925 |
0.0252 |
2.3% |
0.0078 |
0.7% |
71% |
False |
False |
1,248 |
| 40 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0081 |
0.7% |
87% |
False |
False |
1,276 |
| 60 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0073 |
0.7% |
87% |
False |
False |
1,018 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0069 |
0.6% |
87% |
False |
False |
789 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0063 |
0.6% |
87% |
False |
False |
644 |
| 120 |
1.1177 |
1.0451 |
0.0727 |
6.5% |
0.0060 |
0.5% |
90% |
False |
False |
550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1464 |
|
2.618 |
1.1334 |
|
1.618 |
1.1255 |
|
1.000 |
1.1206 |
|
0.618 |
1.1175 |
|
HIGH |
1.1126 |
|
0.618 |
1.1096 |
|
0.500 |
1.1086 |
|
0.382 |
1.1077 |
|
LOW |
1.1047 |
|
0.618 |
1.0997 |
|
1.000 |
1.0967 |
|
1.618 |
1.0918 |
|
2.618 |
1.0838 |
|
4.250 |
1.0709 |
|
|
| Fisher Pivots for day following 05-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1099 |
1.1109 |
| PP |
1.1093 |
1.1108 |
| S1 |
1.1086 |
1.1106 |
|