CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 22-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2023 |
22-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0895 |
1.0918 |
0.0023 |
0.2% |
1.0991 |
| High |
1.0937 |
1.0932 |
-0.0005 |
0.0% |
1.1012 |
| Low |
1.0875 |
1.0918 |
0.0043 |
0.4% |
1.0875 |
| Close |
1.0920 |
1.0931 |
0.0011 |
0.1% |
1.0920 |
| Range |
0.0063 |
0.0015 |
-0.0048 |
-76.8% |
0.0138 |
| ATR |
0.0060 |
0.0056 |
-0.0003 |
-5.4% |
0.0000 |
| Volume |
39 |
2 |
-37 |
-94.9% |
758 |
|
| Daily Pivots for day following 22-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0970 |
1.0965 |
1.0938 |
|
| R3 |
1.0956 |
1.0950 |
1.0934 |
|
| R2 |
1.0941 |
1.0941 |
1.0933 |
|
| R1 |
1.0936 |
1.0936 |
1.0932 |
1.0939 |
| PP |
1.0927 |
1.0927 |
1.0927 |
1.0928 |
| S1 |
1.0921 |
1.0921 |
1.0929 |
1.0924 |
| S2 |
1.0912 |
1.0912 |
1.0928 |
|
| S3 |
1.0898 |
1.0907 |
1.0927 |
|
| S4 |
1.0883 |
1.0892 |
1.0923 |
|
|
| 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% |
0.0039 |
0.4% |
41% |
False |
False |
103 |
| 10 |
1.1110 |
1.0875 |
0.0236 |
2.2% |
0.0044 |
0.4% |
24% |
False |
False |
194 |
| 20 |
1.1206 |
1.0875 |
0.0331 |
3.0% |
0.0049 |
0.5% |
17% |
False |
False |
184 |
| 40 |
1.1206 |
1.0875 |
0.0331 |
3.0% |
0.0050 |
0.5% |
17% |
False |
False |
120 |
| 60 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0051 |
0.5% |
49% |
False |
False |
107 |
| 80 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0051 |
0.5% |
49% |
False |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0994 |
|
2.618 |
1.0970 |
|
1.618 |
1.0955 |
|
1.000 |
1.0947 |
|
0.618 |
1.0941 |
|
HIGH |
1.0932 |
|
0.618 |
1.0926 |
|
0.500 |
1.0925 |
|
0.382 |
1.0923 |
|
LOW |
1.0918 |
|
0.618 |
1.0909 |
|
1.000 |
1.0903 |
|
1.618 |
1.0894 |
|
2.618 |
1.0880 |
|
4.250 |
1.0856 |
|
|
| Fisher Pivots for day following 22-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0929 |
1.0922 |
| PP |
1.0927 |
1.0914 |
| S1 |
1.0925 |
1.0906 |
|