CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 16-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2023 |
16-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0920 |
1.0948 |
0.0028 |
0.3% |
1.1098 |
| High |
1.0963 |
1.0974 |
0.0011 |
0.1% |
1.1131 |
| Low |
1.0920 |
1.0929 |
0.0009 |
0.1% |
1.0922 |
| Close |
1.0947 |
1.0940 |
-0.0008 |
-0.1% |
1.0927 |
| Range |
0.0043 |
0.0045 |
0.0003 |
5.9% |
0.0209 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
530 |
690 |
160 |
30.2% |
5,177 |
|
| Daily Pivots for day following 16-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1082 |
1.1056 |
1.0964 |
|
| R3 |
1.1037 |
1.1011 |
1.0952 |
|
| R2 |
1.0992 |
1.0992 |
1.0948 |
|
| R1 |
1.0966 |
1.0966 |
1.0944 |
1.0957 |
| PP |
1.0947 |
1.0947 |
1.0947 |
1.0943 |
| S1 |
1.0921 |
1.0921 |
1.0935 |
1.0912 |
| S2 |
1.0902 |
1.0902 |
1.0931 |
|
| S3 |
1.0857 |
1.0876 |
1.0927 |
|
| S4 |
1.0812 |
1.0831 |
1.0915 |
|
|
| 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 |
1.1082 |
1.0920 |
0.0162 |
1.5% |
0.0065 |
0.6% |
12% |
False |
False |
812 |
| 10 |
1.1171 |
1.0920 |
0.0251 |
2.3% |
0.0069 |
0.6% |
8% |
False |
False |
1,295 |
| 20 |
1.1177 |
1.0920 |
0.0257 |
2.3% |
0.0072 |
0.7% |
8% |
False |
False |
1,312 |
| 40 |
1.1177 |
1.0810 |
0.0367 |
3.4% |
0.0075 |
0.7% |
35% |
False |
False |
1,060 |
| 60 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0075 |
0.7% |
57% |
False |
False |
1,121 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0070 |
0.6% |
57% |
False |
False |
851 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0064 |
0.6% |
57% |
False |
False |
706 |
| 120 |
1.1177 |
1.0540 |
0.0637 |
5.8% |
0.0062 |
0.6% |
63% |
False |
False |
601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1165 |
|
2.618 |
1.1091 |
|
1.618 |
1.1046 |
|
1.000 |
1.1019 |
|
0.618 |
1.1001 |
|
HIGH |
1.0974 |
|
0.618 |
1.0956 |
|
0.500 |
1.0951 |
|
0.382 |
1.0946 |
|
LOW |
1.0929 |
|
0.618 |
1.0901 |
|
1.000 |
1.0884 |
|
1.618 |
1.0856 |
|
2.618 |
1.0811 |
|
4.250 |
1.0737 |
|
|
| Fisher Pivots for day following 16-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0951 |
1.0964 |
| PP |
1.0947 |
1.0956 |
| S1 |
1.0943 |
1.0948 |
|