CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 19-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2023 |
19-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0910 |
1.0844 |
-0.0067 |
-0.6% |
1.0920 |
| High |
1.0916 |
1.0898 |
-0.0019 |
-0.2% |
1.0974 |
| Low |
1.0833 |
1.0830 |
-0.0003 |
0.0% |
1.0830 |
| Close |
1.0837 |
1.0877 |
0.0040 |
0.4% |
1.0877 |
| Range |
0.0084 |
0.0068 |
-0.0016 |
-19.2% |
0.0144 |
| ATR |
0.0073 |
0.0072 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
2,881 |
1,977 |
-904 |
-31.4% |
7,084 |
|
| Daily Pivots for day following 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1071 |
1.1041 |
1.0914 |
|
| R3 |
1.1003 |
1.0974 |
1.0896 |
|
| R2 |
1.0936 |
1.0936 |
1.0889 |
|
| R1 |
1.0906 |
1.0906 |
1.0883 |
1.0921 |
| PP |
1.0868 |
1.0868 |
1.0868 |
1.0876 |
| S1 |
1.0839 |
1.0839 |
1.0871 |
1.0854 |
| S2 |
1.0801 |
1.0801 |
1.0865 |
|
| S3 |
1.0733 |
1.0771 |
1.0858 |
|
| S4 |
1.0666 |
1.0704 |
1.0840 |
|
|
| Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1324 |
1.1244 |
1.0956 |
|
| R3 |
1.1181 |
1.1101 |
1.0916 |
|
| R2 |
1.1037 |
1.1037 |
1.0903 |
|
| R1 |
1.0957 |
1.0957 |
1.0890 |
1.0925 |
| PP |
1.0894 |
1.0894 |
1.0894 |
1.0878 |
| S1 |
1.0814 |
1.0814 |
1.0864 |
1.0782 |
| S2 |
1.0750 |
1.0750 |
1.0851 |
|
| S3 |
1.0607 |
1.0670 |
1.0838 |
|
| S4 |
1.0463 |
1.0527 |
1.0798 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0974 |
1.0830 |
0.0144 |
1.3% |
0.0060 |
0.5% |
33% |
False |
True |
1,416 |
| 10 |
1.1131 |
1.0830 |
0.0301 |
2.8% |
0.0064 |
0.6% |
16% |
False |
True |
1,226 |
| 20 |
1.1177 |
1.0830 |
0.0347 |
3.2% |
0.0074 |
0.7% |
14% |
False |
True |
1,558 |
| 40 |
1.1177 |
1.0830 |
0.0347 |
3.2% |
0.0072 |
0.7% |
14% |
False |
True |
1,067 |
| 60 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0076 |
0.7% |
46% |
False |
False |
1,217 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0071 |
0.7% |
46% |
False |
False |
922 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0065 |
0.6% |
46% |
False |
False |
755 |
| 120 |
1.1177 |
1.0540 |
0.0637 |
5.9% |
0.0061 |
0.6% |
53% |
False |
False |
649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1184 |
|
2.618 |
1.1074 |
|
1.618 |
1.1007 |
|
1.000 |
1.0965 |
|
0.618 |
1.0939 |
|
HIGH |
1.0898 |
|
0.618 |
1.0872 |
|
0.500 |
1.0864 |
|
0.382 |
1.0856 |
|
LOW |
1.0830 |
|
0.618 |
1.0788 |
|
1.000 |
1.0763 |
|
1.618 |
1.0721 |
|
2.618 |
1.0653 |
|
4.250 |
1.0543 |
|
|
| Fisher Pivots for day following 19-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0873 |
1.0887 |
| PP |
1.0868 |
1.0883 |
| S1 |
1.0864 |
1.0880 |
|