CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 19-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2023 |
19-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0937 |
1.0895 |
-0.0042 |
-0.4% |
1.0991 |
| High |
1.0937 |
1.0937 |
0.0001 |
0.0% |
1.1012 |
| Low |
1.0880 |
1.0875 |
-0.0005 |
0.0% |
1.0875 |
| Close |
1.0880 |
1.0920 |
0.0040 |
0.4% |
1.0920 |
| Range |
0.0057 |
0.0063 |
0.0006 |
9.6% |
0.0138 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
0.4% |
0.0000 |
| Volume |
51 |
39 |
-12 |
-23.5% |
758 |
|
| Daily Pivots for day following 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1098 |
1.1071 |
1.0954 |
|
| R3 |
1.1035 |
1.1009 |
1.0937 |
|
| R2 |
1.0973 |
1.0973 |
1.0931 |
|
| R1 |
1.0946 |
1.0946 |
1.0925 |
1.0960 |
| PP |
1.0910 |
1.0910 |
1.0910 |
1.0917 |
| S1 |
1.0884 |
1.0884 |
1.0914 |
1.0897 |
| S2 |
1.0848 |
1.0848 |
1.0908 |
|
| S3 |
1.0785 |
1.0821 |
1.0902 |
|
| S4 |
1.0723 |
1.0759 |
1.0885 |
|
|
| Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1348 |
1.1271 |
1.0995 |
|
| R3 |
1.1210 |
1.1134 |
1.0957 |
|
| R2 |
1.1073 |
1.1073 |
1.0945 |
|
| R1 |
1.0996 |
1.0996 |
1.0932 |
1.0966 |
| PP |
1.0935 |
1.0935 |
1.0935 |
1.0920 |
| S1 |
1.0859 |
1.0859 |
1.0907 |
1.0828 |
| S2 |
1.0798 |
1.0798 |
1.0894 |
|
| S3 |
1.0660 |
1.0721 |
1.0882 |
|
| S4 |
1.0523 |
1.0584 |
1.0844 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1012 |
1.0875 |
0.0138 |
1.3% |
0.0040 |
0.4% |
33% |
False |
True |
151 |
| 10 |
1.1166 |
1.0875 |
0.0291 |
2.7% |
0.0047 |
0.4% |
15% |
False |
True |
214 |
| 20 |
1.1206 |
1.0875 |
0.0331 |
3.0% |
0.0051 |
0.5% |
14% |
False |
True |
190 |
| 40 |
1.1206 |
1.0875 |
0.0331 |
3.0% |
0.0050 |
0.5% |
14% |
False |
True |
120 |
| 60 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0051 |
0.5% |
47% |
False |
False |
108 |
| 80 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0051 |
0.5% |
47% |
False |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1203 |
|
2.618 |
1.1101 |
|
1.618 |
1.1038 |
|
1.000 |
1.1000 |
|
0.618 |
1.0976 |
|
HIGH |
1.0937 |
|
0.618 |
1.0913 |
|
0.500 |
1.0906 |
|
0.382 |
1.0898 |
|
LOW |
1.0875 |
|
0.618 |
1.0836 |
|
1.000 |
1.0812 |
|
1.618 |
1.0773 |
|
2.618 |
1.0711 |
|
4.250 |
1.0609 |
|
|
| Fisher Pivots for day following 19-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0915 |
1.0917 |
| PP |
1.0910 |
1.0915 |
| S1 |
1.0906 |
1.0913 |
|