CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 24-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2023 |
24-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0888 |
1.0865 |
-0.0023 |
-0.2% |
1.0991 |
| High |
1.0906 |
1.0865 |
-0.0041 |
-0.4% |
1.1012 |
| Low |
1.0876 |
1.0865 |
-0.0011 |
-0.1% |
1.0875 |
| Close |
1.0890 |
1.0865 |
-0.0025 |
-0.2% |
1.0920 |
| Range |
0.0030 |
0.0000 |
-0.0030 |
-100.0% |
0.0138 |
| ATR |
0.0056 |
0.0054 |
-0.0002 |
-4.0% |
0.0000 |
| Volume |
9 |
0 |
-9 |
-100.0% |
758 |
|
| Daily Pivots for day following 24-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0865 |
1.0865 |
1.0865 |
|
| R3 |
1.0865 |
1.0865 |
1.0865 |
|
| R2 |
1.0865 |
1.0865 |
1.0865 |
|
| R1 |
1.0865 |
1.0865 |
1.0865 |
1.0865 |
| PP |
1.0865 |
1.0865 |
1.0865 |
1.0865 |
| S1 |
1.0865 |
1.0865 |
1.0865 |
1.0865 |
| S2 |
1.0865 |
1.0865 |
1.0865 |
|
| S3 |
1.0865 |
1.0865 |
1.0865 |
|
| S4 |
1.0865 |
1.0865 |
1.0865 |
|
|
| 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 |
1.0937 |
1.0865 |
0.0072 |
0.7% |
0.0033 |
0.3% |
0% |
False |
True |
20 |
| 10 |
1.1078 |
1.0865 |
0.0213 |
2.0% |
0.0039 |
0.4% |
0% |
False |
True |
167 |
| 20 |
1.1181 |
1.0865 |
0.0316 |
2.9% |
0.0042 |
0.4% |
0% |
False |
True |
182 |
| 40 |
1.1206 |
1.0865 |
0.0341 |
3.1% |
0.0049 |
0.5% |
0% |
False |
True |
119 |
| 60 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0051 |
0.5% |
37% |
False |
False |
107 |
| 80 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0051 |
0.5% |
37% |
False |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0865 |
|
2.618 |
1.0865 |
|
1.618 |
1.0865 |
|
1.000 |
1.0865 |
|
0.618 |
1.0865 |
|
HIGH |
1.0865 |
|
0.618 |
1.0865 |
|
0.500 |
1.0865 |
|
0.382 |
1.0865 |
|
LOW |
1.0865 |
|
0.618 |
1.0865 |
|
1.000 |
1.0865 |
|
1.618 |
1.0865 |
|
2.618 |
1.0865 |
|
4.250 |
1.0865 |
|
|
| Fisher Pivots for day following 24-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0865 |
1.0899 |
| PP |
1.0865 |
1.0887 |
| S1 |
1.0865 |
1.0876 |
|