CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 31-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2023 |
31-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0793 |
1.0802 |
0.0010 |
0.1% |
1.0882 |
| High |
1.0813 |
1.0803 |
-0.0010 |
-0.1% |
1.0900 |
| Low |
1.0740 |
1.0703 |
-0.0038 |
-0.3% |
1.0771 |
| Close |
1.0788 |
1.0740 |
-0.0048 |
-0.4% |
1.0799 |
| Range |
0.0073 |
0.0101 |
0.0028 |
37.7% |
0.0130 |
| ATR |
0.0066 |
0.0068 |
0.0002 |
3.8% |
0.0000 |
| Volume |
3,654 |
6,886 |
3,232 |
88.5% |
15,551 |
|
| Daily Pivots for day following 31-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1050 |
1.0996 |
1.0795 |
|
| R3 |
1.0950 |
1.0895 |
1.0768 |
|
| R2 |
1.0849 |
1.0849 |
1.0758 |
|
| R1 |
1.0795 |
1.0795 |
1.0749 |
1.0772 |
| PP |
1.0749 |
1.0749 |
1.0749 |
1.0737 |
| S1 |
1.0694 |
1.0694 |
1.0731 |
1.0671 |
| S2 |
1.0648 |
1.0648 |
1.0722 |
|
| S3 |
1.0548 |
1.0594 |
1.0712 |
|
| S4 |
1.0447 |
1.0493 |
1.0685 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1212 |
1.1135 |
1.0870 |
|
| R3 |
1.1082 |
1.1005 |
1.0834 |
|
| R2 |
1.0953 |
1.0953 |
1.0822 |
|
| R1 |
1.0876 |
1.0876 |
1.0810 |
1.0849 |
| PP |
1.0823 |
1.0823 |
1.0823 |
1.0810 |
| S1 |
1.0746 |
1.0746 |
1.0787 |
1.0720 |
| S2 |
1.0694 |
1.0694 |
1.0775 |
|
| S3 |
1.0564 |
1.0617 |
1.0763 |
|
| S4 |
1.0435 |
1.0487 |
1.0727 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0867 |
1.0703 |
0.0165 |
1.5% |
0.0065 |
0.6% |
23% |
False |
True |
4,032 |
| 10 |
1.0943 |
1.0703 |
0.0241 |
2.2% |
0.0063 |
0.6% |
16% |
False |
True |
3,195 |
| 20 |
1.1171 |
1.0703 |
0.0469 |
4.4% |
0.0066 |
0.6% |
8% |
False |
True |
2,245 |
| 40 |
1.1177 |
1.0703 |
0.0475 |
4.4% |
0.0069 |
0.6% |
8% |
False |
True |
1,609 |
| 60 |
1.1177 |
1.0624 |
0.0554 |
5.2% |
0.0075 |
0.7% |
21% |
False |
False |
1,613 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.2% |
0.0071 |
0.7% |
21% |
False |
False |
1,246 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.2% |
0.0066 |
0.6% |
21% |
False |
False |
1,015 |
| 120 |
1.1177 |
1.0624 |
0.0554 |
5.2% |
0.0062 |
0.6% |
21% |
False |
False |
857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1230 |
|
2.618 |
1.1066 |
|
1.618 |
1.0966 |
|
1.000 |
1.0904 |
|
0.618 |
1.0865 |
|
HIGH |
1.0803 |
|
0.618 |
1.0765 |
|
0.500 |
1.0753 |
|
0.382 |
1.0741 |
|
LOW |
1.0703 |
|
0.618 |
1.0640 |
|
1.000 |
1.0602 |
|
1.618 |
1.0540 |
|
2.618 |
1.0439 |
|
4.250 |
1.0275 |
|
|
| Fisher Pivots for day following 31-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0753 |
1.0765 |
| PP |
1.0749 |
1.0757 |
| S1 |
1.0744 |
1.0748 |
|