CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 12-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2023 |
12-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1057 |
1.0990 |
-0.0068 |
-0.6% |
1.1098 |
| High |
1.1061 |
1.1008 |
-0.0053 |
-0.5% |
1.1131 |
| Low |
1.0975 |
1.0922 |
-0.0053 |
-0.5% |
1.0922 |
| Close |
1.0993 |
1.0927 |
-0.0066 |
-0.6% |
1.0927 |
| Range |
0.0086 |
0.0087 |
0.0001 |
0.6% |
0.0209 |
| ATR |
0.0077 |
0.0077 |
0.0001 |
0.9% |
0.0000 |
| Volume |
1,020 |
672 |
-348 |
-34.1% |
5,177 |
|
| Daily Pivots for day following 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1212 |
1.1156 |
1.0974 |
|
| R3 |
1.1125 |
1.1069 |
1.0950 |
|
| R2 |
1.1039 |
1.1039 |
1.0942 |
|
| R1 |
1.0983 |
1.0983 |
1.0934 |
1.0967 |
| PP |
1.0952 |
1.0952 |
1.0952 |
1.0944 |
| S1 |
1.0896 |
1.0896 |
1.0919 |
1.0881 |
| S2 |
1.0866 |
1.0866 |
1.0911 |
|
| S3 |
1.0779 |
1.0810 |
1.0903 |
|
| S4 |
1.0693 |
1.0723 |
1.0879 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1620 |
1.1482 |
1.1041 |
|
| R3 |
1.1411 |
1.1273 |
1.0984 |
|
| R2 |
1.1202 |
1.1202 |
1.0965 |
|
| R1 |
1.1064 |
1.1064 |
1.0946 |
1.1029 |
| PP |
1.0993 |
1.0993 |
1.0993 |
1.0975 |
| S1 |
1.0855 |
1.0855 |
1.0907 |
1.0820 |
| S2 |
1.0784 |
1.0784 |
1.0888 |
|
| S3 |
1.0575 |
1.0646 |
1.0869 |
|
| S4 |
1.0366 |
1.0437 |
1.0812 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1131 |
1.0922 |
0.0209 |
1.9% |
0.0069 |
0.6% |
2% |
False |
True |
1,035 |
| 10 |
1.1171 |
1.0922 |
0.0250 |
2.3% |
0.0073 |
0.7% |
2% |
False |
True |
1,385 |
| 20 |
1.1177 |
1.0922 |
0.0256 |
2.3% |
0.0075 |
0.7% |
2% |
False |
True |
1,330 |
| 40 |
1.1177 |
1.0735 |
0.0442 |
4.0% |
0.0077 |
0.7% |
43% |
False |
False |
1,104 |
| 60 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0075 |
0.7% |
55% |
False |
False |
1,102 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0069 |
0.6% |
55% |
False |
False |
836 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0063 |
0.6% |
55% |
False |
False |
694 |
| 120 |
1.1177 |
1.0451 |
0.0727 |
6.6% |
0.0061 |
0.6% |
66% |
False |
False |
592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1376 |
|
2.618 |
1.1234 |
|
1.618 |
1.1148 |
|
1.000 |
1.1095 |
|
0.618 |
1.1061 |
|
HIGH |
1.1008 |
|
0.618 |
1.0975 |
|
0.500 |
1.0965 |
|
0.382 |
1.0955 |
|
LOW |
1.0922 |
|
0.618 |
1.0868 |
|
1.000 |
1.0835 |
|
1.618 |
1.0782 |
|
2.618 |
1.0695 |
|
4.250 |
1.0554 |
|
|
| Fisher Pivots for day following 12-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0965 |
1.1002 |
| PP |
1.0952 |
1.0977 |
| S1 |
1.0939 |
1.0952 |
|