CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 08-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2023 |
08-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1041 |
1.1047 |
0.0006 |
0.1% |
1.1049 |
| High |
1.1076 |
1.1081 |
0.0005 |
0.0% |
1.1122 |
| Low |
1.0995 |
1.1027 |
0.0032 |
0.3% |
1.0972 |
| Close |
1.1054 |
1.1033 |
-0.0022 |
-0.2% |
1.1054 |
| Range |
0.0082 |
0.0054 |
-0.0028 |
-33.7% |
0.0150 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
203,183 |
124,521 |
-78,662 |
-38.7% |
1,022,142 |
|
| Daily Pivots for day following 08-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1209 |
1.1175 |
1.1062 |
|
| R3 |
1.1155 |
1.1121 |
1.1047 |
|
| R2 |
1.1101 |
1.1101 |
1.1042 |
|
| R1 |
1.1067 |
1.1067 |
1.1037 |
1.1057 |
| PP |
1.1047 |
1.1047 |
1.1047 |
1.1042 |
| S1 |
1.1013 |
1.1013 |
1.1028 |
1.1003 |
| S2 |
1.0993 |
1.0993 |
1.1023 |
|
| S3 |
1.0939 |
1.0959 |
1.1018 |
|
| S4 |
1.0885 |
1.0905 |
1.1003 |
|
|
| 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% |
0.0080 |
0.7% |
40% |
False |
False |
204,807 |
| 10 |
1.1129 |
1.0972 |
0.0157 |
1.4% |
0.0086 |
0.8% |
39% |
False |
False |
207,065 |
| 20 |
1.1129 |
1.0903 |
0.0226 |
2.0% |
0.0081 |
0.7% |
57% |
False |
False |
186,082 |
| 40 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0089 |
0.8% |
82% |
False |
False |
195,808 |
| 60 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0086 |
0.8% |
82% |
False |
False |
156,680 |
| 80 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0086 |
0.8% |
82% |
False |
False |
117,731 |
| 100 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0084 |
0.8% |
82% |
False |
False |
94,288 |
| 120 |
1.1129 |
1.0400 |
0.0729 |
6.6% |
0.0082 |
0.7% |
87% |
False |
False |
78,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1310 |
|
2.618 |
1.1222 |
|
1.618 |
1.1168 |
|
1.000 |
1.1135 |
|
0.618 |
1.1114 |
|
HIGH |
1.1081 |
|
0.618 |
1.1060 |
|
0.500 |
1.1054 |
|
0.382 |
1.1047 |
|
LOW |
1.1027 |
|
0.618 |
1.0993 |
|
1.000 |
1.0973 |
|
1.618 |
1.0939 |
|
2.618 |
1.0885 |
|
4.250 |
1.0797 |
|
|
| Fisher Pivots for day following 08-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1054 |
1.1057 |
| PP |
1.1047 |
1.1049 |
| S1 |
1.1040 |
1.1041 |
|