CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 23-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2023 |
23-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0882 |
1.0882 |
0.0001 |
0.0% |
1.0920 |
| High |
1.0900 |
1.0887 |
-0.0014 |
-0.1% |
1.0974 |
| Low |
1.0865 |
1.0830 |
-0.0035 |
-0.3% |
1.0830 |
| Close |
1.0888 |
1.0845 |
-0.0043 |
-0.4% |
1.0877 |
| Range |
0.0035 |
0.0057 |
0.0022 |
61.4% |
0.0144 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
2,800 |
3,127 |
327 |
11.7% |
7,084 |
|
| Daily Pivots for day following 23-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1023 |
1.0991 |
1.0876 |
|
| R3 |
1.0967 |
1.0934 |
1.0861 |
|
| R2 |
1.0910 |
1.0910 |
1.0855 |
|
| R1 |
1.0878 |
1.0878 |
1.0850 |
1.0866 |
| PP |
1.0854 |
1.0854 |
1.0854 |
1.0848 |
| S1 |
1.0821 |
1.0821 |
1.0840 |
1.0809 |
| S2 |
1.0797 |
1.0797 |
1.0835 |
|
| S3 |
1.0741 |
1.0765 |
1.0829 |
|
| S4 |
1.0684 |
1.0708 |
1.0814 |
|
|
| 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 |
1.0943 |
1.0830 |
0.0113 |
1.0% |
0.0061 |
0.6% |
13% |
False |
True |
2,358 |
| 10 |
1.1082 |
1.0830 |
0.0252 |
2.3% |
0.0063 |
0.6% |
6% |
False |
True |
1,585 |
| 20 |
1.1177 |
1.0830 |
0.0347 |
3.2% |
0.0070 |
0.6% |
4% |
False |
True |
1,767 |
| 40 |
1.1177 |
1.0830 |
0.0347 |
3.2% |
0.0072 |
0.7% |
4% |
False |
True |
1,193 |
| 60 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0076 |
0.7% |
40% |
False |
False |
1,306 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0071 |
0.7% |
40% |
False |
False |
996 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0066 |
0.6% |
40% |
False |
False |
814 |
| 120 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0062 |
0.6% |
40% |
False |
False |
698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1127 |
|
2.618 |
1.1034 |
|
1.618 |
1.0978 |
|
1.000 |
1.0943 |
|
0.618 |
1.0921 |
|
HIGH |
1.0887 |
|
0.618 |
1.0865 |
|
0.500 |
1.0858 |
|
0.382 |
1.0852 |
|
LOW |
1.0830 |
|
0.618 |
1.0795 |
|
1.000 |
1.0774 |
|
1.618 |
1.0739 |
|
2.618 |
1.0682 |
|
4.250 |
1.0590 |
|
|
| Fisher Pivots for day following 23-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0858 |
1.0865 |
| PP |
1.0854 |
1.0858 |
| S1 |
1.0849 |
1.0852 |
|