CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 10-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2023 |
10-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1072 |
1.1036 |
-0.0036 |
-0.3% |
1.1093 |
| High |
1.1078 |
1.1082 |
0.0005 |
0.0% |
1.1171 |
| Low |
1.1021 |
1.1018 |
-0.0003 |
0.0% |
1.1024 |
| Close |
1.1043 |
1.1052 |
0.0009 |
0.1% |
1.1105 |
| Range |
0.0057 |
0.0064 |
0.0007 |
12.3% |
0.0147 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
1,008 |
1,150 |
142 |
14.1% |
8,682 |
|
| Daily Pivots for day following 10-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1243 |
1.1211 |
1.1087 |
|
| R3 |
1.1179 |
1.1147 |
1.1069 |
|
| R2 |
1.1115 |
1.1115 |
1.1063 |
|
| R1 |
1.1083 |
1.1083 |
1.1057 |
1.1099 |
| PP |
1.1051 |
1.1051 |
1.1051 |
1.1058 |
| S1 |
1.1019 |
1.1019 |
1.1046 |
1.1035 |
| S2 |
1.0987 |
1.0987 |
1.1040 |
|
| S3 |
1.0923 |
1.0955 |
1.1034 |
|
| S4 |
1.0859 |
1.0891 |
1.1016 |
|
|
| 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 |
1.1166 |
1.1018 |
0.0148 |
1.3% |
0.0070 |
0.6% |
23% |
False |
True |
1,478 |
| 10 |
1.1171 |
1.1018 |
0.0153 |
1.4% |
0.0071 |
0.6% |
22% |
False |
True |
1,919 |
| 20 |
1.1177 |
1.0998 |
0.0180 |
1.6% |
0.0076 |
0.7% |
30% |
False |
False |
1,341 |
| 40 |
1.1177 |
1.0678 |
0.0500 |
4.5% |
0.0076 |
0.7% |
75% |
False |
False |
1,191 |
| 60 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0074 |
0.7% |
77% |
False |
False |
1,075 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0069 |
0.6% |
77% |
False |
False |
815 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0062 |
0.6% |
77% |
False |
False |
677 |
| 120 |
1.1177 |
1.0451 |
0.0727 |
6.6% |
0.0061 |
0.5% |
83% |
False |
False |
579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1354 |
|
2.618 |
1.1250 |
|
1.618 |
1.1186 |
|
1.000 |
1.1146 |
|
0.618 |
1.1122 |
|
HIGH |
1.1082 |
|
0.618 |
1.1058 |
|
0.500 |
1.1050 |
|
0.382 |
1.1042 |
|
LOW |
1.1018 |
|
0.618 |
1.0978 |
|
1.000 |
1.0954 |
|
1.618 |
1.0914 |
|
2.618 |
1.0850 |
|
4.250 |
1.0746 |
|
|
| Fisher Pivots for day following 10-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1051 |
1.1074 |
| PP |
1.1051 |
1.1067 |
| S1 |
1.1050 |
1.1059 |
|