CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 05-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2023 |
05-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1094 |
1.1041 |
-0.0053 |
-0.5% |
1.1049 |
| High |
1.1120 |
1.1076 |
-0.0044 |
-0.4% |
1.1122 |
| Low |
1.1015 |
1.0995 |
-0.0020 |
-0.2% |
1.0972 |
| Close |
1.1044 |
1.1054 |
0.0010 |
0.1% |
1.1054 |
| Range |
0.0105 |
0.0082 |
-0.0024 |
-22.4% |
0.0150 |
| ATR |
0.0086 |
0.0085 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
280,253 |
203,183 |
-77,070 |
-27.5% |
1,022,142 |
|
| Daily Pivots for day following 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1286 |
1.1252 |
1.1099 |
|
| R3 |
1.1205 |
1.1170 |
1.1076 |
|
| R2 |
1.1123 |
1.1123 |
1.1069 |
|
| R1 |
1.1089 |
1.1089 |
1.1061 |
1.1106 |
| PP |
1.1042 |
1.1042 |
1.1042 |
1.1050 |
| S1 |
1.1007 |
1.1007 |
1.1047 |
1.1024 |
| S2 |
1.0960 |
1.0960 |
1.1039 |
|
| S3 |
1.0879 |
1.0926 |
1.1032 |
|
| S4 |
1.0797 |
1.0844 |
1.1009 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1498 |
1.1425 |
1.1136 |
|
| R3 |
1.1348 |
1.1276 |
1.1095 |
|
| R2 |
1.1199 |
1.1199 |
1.1081 |
|
| R1 |
1.1126 |
1.1126 |
1.1068 |
1.1163 |
| PP |
1.1049 |
1.1049 |
1.1049 |
1.1067 |
| S1 |
1.0977 |
1.0977 |
1.1040 |
1.1013 |
| S2 |
1.0900 |
1.0900 |
1.1027 |
|
| S3 |
1.0750 |
1.0827 |
1.1013 |
|
| S4 |
1.0601 |
1.0678 |
1.0972 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1122 |
1.0972 |
0.0150 |
1.4% |
0.0083 |
0.8% |
55% |
False |
False |
204,428 |
| 10 |
1.1129 |
1.0972 |
0.0157 |
1.4% |
0.0089 |
0.8% |
52% |
False |
False |
210,373 |
| 20 |
1.1129 |
1.0875 |
0.0255 |
2.3% |
0.0083 |
0.7% |
71% |
False |
False |
184,654 |
| 40 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0091 |
0.8% |
86% |
False |
False |
203,351 |
| 60 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0087 |
0.8% |
86% |
False |
False |
154,643 |
| 80 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0086 |
0.8% |
86% |
False |
False |
116,184 |
| 100 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0085 |
0.8% |
86% |
False |
False |
93,045 |
| 120 |
1.1129 |
1.0334 |
0.0796 |
7.2% |
0.0084 |
0.8% |
91% |
False |
False |
77,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1422 |
|
2.618 |
1.1289 |
|
1.618 |
1.1208 |
|
1.000 |
1.1158 |
|
0.618 |
1.1126 |
|
HIGH |
1.1076 |
|
0.618 |
1.1045 |
|
0.500 |
1.1035 |
|
0.382 |
1.1026 |
|
LOW |
1.0995 |
|
0.618 |
1.0944 |
|
1.000 |
1.0913 |
|
1.618 |
1.0863 |
|
2.618 |
1.0781 |
|
4.250 |
1.0648 |
|
|
| Fisher Pivots for day following 05-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1048 |
1.1058 |
| PP |
1.1042 |
1.1057 |
| S1 |
1.1035 |
1.1055 |
|