CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 25-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2023 |
25-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0841 |
1.0821 |
-0.0021 |
-0.2% |
1.0920 |
| High |
1.0867 |
1.0823 |
-0.0044 |
-0.4% |
1.0974 |
| Low |
1.0818 |
1.0777 |
-0.0042 |
-0.4% |
1.0830 |
| Close |
1.0820 |
1.0790 |
-0.0031 |
-0.3% |
1.0877 |
| Range |
0.0049 |
0.0047 |
-0.0003 |
-5.1% |
0.0144 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
2,436 |
3,870 |
1,434 |
58.9% |
7,084 |
|
| Daily Pivots for day following 25-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0936 |
1.0909 |
1.0815 |
|
| R3 |
1.0889 |
1.0863 |
1.0802 |
|
| R2 |
1.0843 |
1.0843 |
1.0798 |
|
| R1 |
1.0816 |
1.0816 |
1.0794 |
1.0806 |
| PP |
1.0796 |
1.0796 |
1.0796 |
1.0791 |
| S1 |
1.0770 |
1.0770 |
1.0785 |
1.0760 |
| S2 |
1.0750 |
1.0750 |
1.0781 |
|
| S3 |
1.0703 |
1.0723 |
1.0777 |
|
| S4 |
1.0657 |
1.0677 |
1.0764 |
|
|
| 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 |
1.0900 |
1.0777 |
0.0124 |
1.1% |
0.0051 |
0.5% |
11% |
False |
True |
2,842 |
| 10 |
1.1008 |
1.0777 |
0.0232 |
2.1% |
0.0057 |
0.5% |
6% |
False |
True |
1,998 |
| 20 |
1.1171 |
1.0777 |
0.0395 |
3.7% |
0.0065 |
0.6% |
3% |
False |
True |
1,702 |
| 40 |
1.1177 |
1.0777 |
0.0401 |
3.7% |
0.0071 |
0.7% |
3% |
False |
True |
1,340 |
| 60 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0075 |
0.7% |
30% |
False |
False |
1,404 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0070 |
0.7% |
30% |
False |
False |
1,073 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0066 |
0.6% |
30% |
False |
False |
877 |
| 120 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0061 |
0.6% |
30% |
False |
False |
750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1021 |
|
2.618 |
1.0945 |
|
1.618 |
1.0898 |
|
1.000 |
1.0870 |
|
0.618 |
1.0852 |
|
HIGH |
1.0823 |
|
0.618 |
1.0805 |
|
0.500 |
1.0800 |
|
0.382 |
1.0794 |
|
LOW |
1.0777 |
|
0.618 |
1.0748 |
|
1.000 |
1.0730 |
|
1.618 |
1.0701 |
|
2.618 |
1.0655 |
|
4.250 |
1.0579 |
|
|
| Fisher Pivots for day following 25-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0800 |
1.0832 |
| PP |
1.0796 |
1.0818 |
| S1 |
1.0793 |
1.0804 |
|