CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 26-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2023 |
26-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0835 |
1.0840 |
0.0005 |
0.0% |
1.0918 |
| High |
1.0848 |
1.0871 |
0.0024 |
0.2% |
1.0932 |
| Low |
1.0834 |
1.0820 |
-0.0014 |
-0.1% |
1.0820 |
| Close |
1.0837 |
1.0847 |
0.0010 |
0.1% |
1.0847 |
| Range |
0.0014 |
0.0051 |
0.0037 |
264.3% |
0.0112 |
| ATR |
0.0053 |
0.0052 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
311 |
33 |
-278 |
-89.4% |
355 |
|
| Daily Pivots for day following 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0999 |
1.0974 |
1.0875 |
|
| R3 |
1.0948 |
1.0923 |
1.0861 |
|
| R2 |
1.0897 |
1.0897 |
1.0856 |
|
| R1 |
1.0872 |
1.0872 |
1.0852 |
1.0885 |
| PP |
1.0846 |
1.0846 |
1.0846 |
1.0852 |
| S1 |
1.0821 |
1.0821 |
1.0842 |
1.0834 |
| S2 |
1.0795 |
1.0795 |
1.0838 |
|
| S3 |
1.0744 |
1.0770 |
1.0833 |
|
| S4 |
1.0693 |
1.0719 |
1.0819 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1202 |
1.1137 |
1.0909 |
|
| R3 |
1.1090 |
1.1025 |
1.0878 |
|
| R2 |
1.0978 |
1.0978 |
1.0868 |
|
| R1 |
1.0913 |
1.0913 |
1.0857 |
1.0890 |
| PP |
1.0866 |
1.0866 |
1.0866 |
1.0855 |
| S1 |
1.0801 |
1.0801 |
1.0837 |
1.0778 |
| S2 |
1.0754 |
1.0754 |
1.0826 |
|
| S3 |
1.0642 |
1.0689 |
1.0816 |
|
| S4 |
1.0530 |
1.0577 |
1.0785 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0932 |
1.0820 |
0.0112 |
1.0% |
0.0022 |
0.2% |
24% |
False |
True |
71 |
| 10 |
1.1012 |
1.0820 |
0.0192 |
1.8% |
0.0031 |
0.3% |
14% |
False |
True |
111 |
| 20 |
1.1181 |
1.0820 |
0.0361 |
3.3% |
0.0041 |
0.4% |
7% |
False |
True |
182 |
| 40 |
1.1206 |
1.0820 |
0.0386 |
3.6% |
0.0047 |
0.4% |
7% |
False |
True |
126 |
| 60 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0051 |
0.5% |
34% |
False |
False |
110 |
| 80 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0050 |
0.5% |
34% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1088 |
|
2.618 |
1.1005 |
|
1.618 |
1.0954 |
|
1.000 |
1.0922 |
|
0.618 |
1.0903 |
|
HIGH |
1.0871 |
|
0.618 |
1.0852 |
|
0.500 |
1.0846 |
|
0.382 |
1.0839 |
|
LOW |
1.0820 |
|
0.618 |
1.0788 |
|
1.000 |
1.0769 |
|
1.618 |
1.0737 |
|
2.618 |
1.0686 |
|
4.250 |
1.0603 |
|
|
| Fisher Pivots for day following 26-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0847 |
1.0847 |
| PP |
1.0846 |
1.0846 |
| S1 |
1.0846 |
1.0846 |
|