CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 31-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2023 |
31-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0841 |
1.0796 |
-0.0046 |
-0.4% |
1.0918 |
| High |
1.0852 |
1.0809 |
-0.0043 |
-0.4% |
1.0932 |
| Low |
1.0796 |
1.0758 |
-0.0039 |
-0.4% |
1.0820 |
| Close |
1.0838 |
1.0789 |
-0.0049 |
-0.4% |
1.0847 |
| Range |
0.0056 |
0.0052 |
-0.0004 |
-7.2% |
0.0112 |
| ATR |
0.0053 |
0.0055 |
0.0002 |
3.7% |
0.0000 |
| Volume |
215 |
606 |
391 |
181.9% |
355 |
|
| Daily Pivots for day following 31-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0940 |
1.0916 |
1.0817 |
|
| R3 |
1.0888 |
1.0864 |
1.0803 |
|
| R2 |
1.0837 |
1.0837 |
1.0798 |
|
| R1 |
1.0813 |
1.0813 |
1.0794 |
1.0799 |
| PP |
1.0785 |
1.0785 |
1.0785 |
1.0778 |
| S1 |
1.0761 |
1.0761 |
1.0784 |
1.0748 |
| S2 |
1.0734 |
1.0734 |
1.0780 |
|
| S3 |
1.0682 |
1.0710 |
1.0775 |
|
| S4 |
1.0631 |
1.0658 |
1.0761 |
|
|
| 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 |
1.0871 |
1.0758 |
0.0114 |
1.1% |
0.0034 |
0.3% |
28% |
False |
True |
233 |
| 10 |
1.0952 |
1.0758 |
0.0195 |
1.8% |
0.0036 |
0.3% |
16% |
False |
True |
129 |
| 20 |
1.1181 |
1.0758 |
0.0424 |
3.9% |
0.0043 |
0.4% |
7% |
False |
True |
205 |
| 40 |
1.1206 |
1.0758 |
0.0448 |
4.2% |
0.0045 |
0.4% |
7% |
False |
True |
145 |
| 60 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0051 |
0.5% |
24% |
False |
False |
117 |
| 80 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0049 |
0.4% |
24% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1028 |
|
2.618 |
1.0944 |
|
1.618 |
1.0892 |
|
1.000 |
1.0861 |
|
0.618 |
1.0841 |
|
HIGH |
1.0809 |
|
0.618 |
1.0789 |
|
0.500 |
1.0783 |
|
0.382 |
1.0777 |
|
LOW |
1.0758 |
|
0.618 |
1.0726 |
|
1.000 |
1.0706 |
|
1.618 |
1.0674 |
|
2.618 |
1.0623 |
|
4.250 |
1.0539 |
|
|
| Fisher Pivots for day following 31-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0787 |
1.0814 |
| PP |
1.0785 |
1.0806 |
| S1 |
1.0783 |
1.0797 |
|