CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 09-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2023 |
09-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1098 |
1.1072 |
-0.0026 |
-0.2% |
1.1093 |
| High |
1.1131 |
1.1078 |
-0.0053 |
-0.5% |
1.1171 |
| Low |
1.1079 |
1.1021 |
-0.0058 |
-0.5% |
1.1024 |
| Close |
1.1083 |
1.1043 |
-0.0041 |
-0.4% |
1.1105 |
| Range |
0.0052 |
0.0057 |
0.0005 |
9.6% |
0.0147 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
1,327 |
1,008 |
-319 |
-24.0% |
8,682 |
|
| Daily Pivots for day following 09-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1218 |
1.1187 |
1.1074 |
|
| R3 |
1.1161 |
1.1130 |
1.1058 |
|
| R2 |
1.1104 |
1.1104 |
1.1053 |
|
| R1 |
1.1073 |
1.1073 |
1.1048 |
1.1060 |
| PP |
1.1047 |
1.1047 |
1.1047 |
1.1040 |
| S1 |
1.1016 |
1.1016 |
1.1037 |
1.1003 |
| S2 |
1.0990 |
1.0990 |
1.1032 |
|
| S3 |
1.0933 |
1.0959 |
1.1027 |
|
| S4 |
1.0876 |
1.0902 |
1.1011 |
|
|
| 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 |
1.1021 |
0.0151 |
1.4% |
0.0073 |
0.7% |
15% |
False |
True |
1,778 |
| 10 |
1.1177 |
1.1021 |
0.0157 |
1.4% |
0.0077 |
0.7% |
14% |
False |
True |
1,950 |
| 20 |
1.1177 |
1.0998 |
0.0180 |
1.6% |
0.0077 |
0.7% |
25% |
False |
False |
1,320 |
| 40 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0080 |
0.7% |
76% |
False |
False |
1,233 |
| 60 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0073 |
0.7% |
76% |
False |
False |
1,056 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0068 |
0.6% |
76% |
False |
False |
802 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0062 |
0.6% |
76% |
False |
False |
666 |
| 120 |
1.1177 |
1.0451 |
0.0727 |
6.6% |
0.0060 |
0.5% |
81% |
False |
False |
569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1320 |
|
2.618 |
1.1227 |
|
1.618 |
1.1170 |
|
1.000 |
1.1135 |
|
0.618 |
1.1113 |
|
HIGH |
1.1078 |
|
0.618 |
1.1056 |
|
0.500 |
1.1049 |
|
0.382 |
1.1042 |
|
LOW |
1.1021 |
|
0.618 |
1.0985 |
|
1.000 |
1.0964 |
|
1.618 |
1.0928 |
|
2.618 |
1.0871 |
|
4.250 |
1.0778 |
|
|
| Fisher Pivots for day following 09-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1049 |
1.1076 |
| PP |
1.1047 |
1.1065 |
| S1 |
1.1045 |
1.1054 |
|