CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 17-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2023 |
17-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1003 |
1.0952 |
-0.0051 |
-0.5% |
1.1165 |
| High |
1.1012 |
1.0952 |
-0.0060 |
-0.5% |
1.1166 |
| Low |
1.0972 |
1.0931 |
-0.0041 |
-0.4% |
1.0962 |
| Close |
1.0981 |
1.0951 |
-0.0030 |
-0.3% |
1.0964 |
| Range |
0.0040 |
0.0021 |
-0.0019 |
-47.5% |
0.0204 |
| ATR |
0.0059 |
0.0059 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
394 |
31 |
-363 |
-92.1% |
1,391 |
|
| Daily Pivots for day following 17-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1008 |
1.1000 |
1.0962 |
|
| R3 |
1.0987 |
1.0979 |
1.0956 |
|
| R2 |
1.0966 |
1.0966 |
1.0954 |
|
| R1 |
1.0958 |
1.0958 |
1.0952 |
1.0951 |
| PP |
1.0945 |
1.0945 |
1.0945 |
1.0941 |
| S1 |
1.0937 |
1.0937 |
1.0949 |
1.0930 |
| S2 |
1.0924 |
1.0924 |
1.0947 |
|
| S3 |
1.0903 |
1.0916 |
1.0945 |
|
| S4 |
1.0882 |
1.0895 |
1.0939 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1641 |
1.1506 |
1.1076 |
|
| R3 |
1.1438 |
1.1303 |
1.1020 |
|
| R2 |
1.1234 |
1.1234 |
1.1001 |
|
| R1 |
1.1099 |
1.1099 |
1.0983 |
1.1065 |
| PP |
1.1031 |
1.1031 |
1.1031 |
1.1013 |
| S1 |
1.0896 |
1.0896 |
1.0945 |
1.0861 |
| S2 |
1.0827 |
1.0827 |
1.0927 |
|
| S3 |
1.0624 |
1.0692 |
1.0908 |
|
| S4 |
1.0420 |
1.0489 |
1.0852 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1078 |
1.0931 |
0.0147 |
1.3% |
0.0045 |
0.4% |
13% |
False |
True |
314 |
| 10 |
1.1177 |
1.0931 |
0.0246 |
2.2% |
0.0049 |
0.4% |
8% |
False |
True |
279 |
| 20 |
1.1206 |
1.0931 |
0.0275 |
2.5% |
0.0050 |
0.5% |
7% |
False |
True |
192 |
| 40 |
1.1206 |
1.0840 |
0.0366 |
3.3% |
0.0052 |
0.5% |
30% |
False |
False |
119 |
| 60 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0051 |
0.5% |
53% |
False |
False |
111 |
| 80 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0051 |
0.5% |
53% |
False |
False |
100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1041 |
|
2.618 |
1.1007 |
|
1.618 |
1.0986 |
|
1.000 |
1.0973 |
|
0.618 |
1.0965 |
|
HIGH |
1.0952 |
|
0.618 |
1.0944 |
|
0.500 |
1.0942 |
|
0.382 |
1.0939 |
|
LOW |
1.0931 |
|
0.618 |
1.0918 |
|
1.000 |
1.0910 |
|
1.618 |
1.0897 |
|
2.618 |
1.0876 |
|
4.250 |
1.0842 |
|
|
| Fisher Pivots for day following 17-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0948 |
1.0972 |
| PP |
1.0945 |
1.0965 |
| S1 |
1.0942 |
1.0958 |
|