CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 10-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2023 |
10-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1030 |
1.0985 |
-0.0045 |
-0.4% |
1.1049 |
| High |
1.1031 |
1.1032 |
0.0001 |
0.0% |
1.1122 |
| Low |
1.0967 |
1.0967 |
0.0000 |
0.0% |
1.0972 |
| Close |
1.0992 |
1.1002 |
0.0010 |
0.1% |
1.1054 |
| Range |
0.0065 |
0.0066 |
0.0001 |
1.6% |
0.0150 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
182,659 |
236,302 |
53,643 |
29.4% |
1,022,142 |
|
| Daily Pivots for day following 10-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1197 |
1.1165 |
1.1038 |
|
| R3 |
1.1131 |
1.1099 |
1.1020 |
|
| R2 |
1.1066 |
1.1066 |
1.1014 |
|
| R1 |
1.1034 |
1.1034 |
1.1008 |
1.1050 |
| PP |
1.1000 |
1.1000 |
1.1000 |
1.1008 |
| S1 |
1.0968 |
1.0968 |
1.0995 |
1.0984 |
| S2 |
1.0935 |
1.0935 |
1.0989 |
|
| S3 |
1.0869 |
1.0903 |
1.0983 |
|
| S4 |
1.0804 |
1.0837 |
1.0965 |
|
|
| 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 |
1.1120 |
1.0967 |
0.0153 |
1.4% |
0.0074 |
0.7% |
23% |
False |
True |
205,383 |
| 10 |
1.1122 |
1.0967 |
0.0155 |
1.4% |
0.0076 |
0.7% |
23% |
False |
True |
201,031 |
| 20 |
1.1129 |
1.0947 |
0.0182 |
1.7% |
0.0080 |
0.7% |
30% |
False |
False |
190,619 |
| 40 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0088 |
0.8% |
77% |
False |
False |
191,050 |
| 60 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0086 |
0.8% |
77% |
False |
False |
163,614 |
| 80 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0085 |
0.8% |
77% |
False |
False |
122,935 |
| 100 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0084 |
0.8% |
77% |
False |
False |
98,456 |
| 120 |
1.1129 |
1.0400 |
0.0729 |
6.6% |
0.0082 |
0.7% |
83% |
False |
False |
82,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1310 |
|
2.618 |
1.1203 |
|
1.618 |
1.1138 |
|
1.000 |
1.1098 |
|
0.618 |
1.1072 |
|
HIGH |
1.1032 |
|
0.618 |
1.1007 |
|
0.500 |
1.0999 |
|
0.382 |
1.0992 |
|
LOW |
1.0967 |
|
0.618 |
1.0926 |
|
1.000 |
1.0901 |
|
1.618 |
1.0861 |
|
2.618 |
1.0795 |
|
4.250 |
1.0688 |
|
|
| Fisher Pivots for day following 10-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1001 |
1.1024 |
| PP |
1.1000 |
1.1016 |
| S1 |
1.0999 |
1.1009 |
|