CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 22-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2023 |
22-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0844 |
1.0882 |
0.0038 |
0.4% |
1.0920 |
| High |
1.0898 |
1.0900 |
0.0003 |
0.0% |
1.0974 |
| Low |
1.0830 |
1.0865 |
0.0035 |
0.3% |
1.0830 |
| Close |
1.0877 |
1.0888 |
0.0011 |
0.1% |
1.0877 |
| Range |
0.0068 |
0.0035 |
-0.0033 |
-48.1% |
0.0144 |
| ATR |
0.0072 |
0.0070 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
1,977 |
2,800 |
823 |
41.6% |
7,084 |
|
| Daily Pivots for day following 22-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0989 |
1.0974 |
1.0907 |
|
| R3 |
1.0954 |
1.0939 |
1.0898 |
|
| R2 |
1.0919 |
1.0919 |
1.0894 |
|
| R1 |
1.0904 |
1.0904 |
1.0891 |
1.0912 |
| PP |
1.0884 |
1.0884 |
1.0884 |
1.0888 |
| S1 |
1.0869 |
1.0869 |
1.0885 |
1.0877 |
| S2 |
1.0849 |
1.0849 |
1.0882 |
|
| S3 |
1.0814 |
1.0834 |
1.0878 |
|
| S4 |
1.0779 |
1.0799 |
1.0869 |
|
|
| 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% |
0.0058 |
0.5% |
40% |
False |
False |
1,870 |
| 10 |
1.1082 |
1.0830 |
0.0252 |
2.3% |
0.0063 |
0.6% |
23% |
False |
False |
1,373 |
| 20 |
1.1177 |
1.0830 |
0.0347 |
3.2% |
0.0072 |
0.7% |
17% |
False |
False |
1,666 |
| 40 |
1.1177 |
1.0830 |
0.0347 |
3.2% |
0.0072 |
0.7% |
17% |
False |
False |
1,122 |
| 60 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0076 |
0.7% |
48% |
False |
False |
1,259 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0071 |
0.6% |
48% |
False |
False |
957 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0066 |
0.6% |
48% |
False |
False |
783 |
| 120 |
1.1177 |
1.0608 |
0.0569 |
5.2% |
0.0062 |
0.6% |
49% |
False |
False |
672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1049 |
|
2.618 |
1.0992 |
|
1.618 |
1.0957 |
|
1.000 |
1.0935 |
|
0.618 |
1.0922 |
|
HIGH |
1.0900 |
|
0.618 |
1.0887 |
|
0.500 |
1.0883 |
|
0.382 |
1.0878 |
|
LOW |
1.0865 |
|
0.618 |
1.0843 |
|
1.000 |
1.0830 |
|
1.618 |
1.0808 |
|
2.618 |
1.0773 |
|
4.250 |
1.0716 |
|
|
| Fisher Pivots for day following 22-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0886 |
1.0883 |
| PP |
1.0884 |
1.0878 |
| S1 |
1.0883 |
1.0873 |
|