CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 11-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2023 |
11-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0985 |
1.1008 |
0.0023 |
0.2% |
1.1049 |
| High |
1.1032 |
1.1021 |
-0.0011 |
-0.1% |
1.1122 |
| Low |
1.0967 |
1.0923 |
-0.0044 |
-0.4% |
1.0972 |
| Close |
1.1002 |
1.0942 |
-0.0060 |
-0.5% |
1.1054 |
| Range |
0.0066 |
0.0098 |
0.0033 |
49.6% |
0.0150 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
1.5% |
0.0000 |
| Volume |
236,302 |
221,050 |
-15,252 |
-6.5% |
1,022,142 |
|
| Daily Pivots for day following 11-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1256 |
1.1197 |
1.0995 |
|
| R3 |
1.1158 |
1.1099 |
1.0968 |
|
| R2 |
1.1060 |
1.1060 |
1.0959 |
|
| R1 |
1.1001 |
1.1001 |
1.0950 |
1.0981 |
| PP |
1.0962 |
1.0962 |
1.0962 |
1.0952 |
| S1 |
1.0903 |
1.0903 |
1.0933 |
1.0883 |
| S2 |
1.0864 |
1.0864 |
1.0924 |
|
| S3 |
1.0766 |
1.0805 |
1.0915 |
|
| S4 |
1.0668 |
1.0707 |
1.0888 |
|
|
| 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 |
1.1081 |
1.0923 |
0.0158 |
1.4% |
0.0073 |
0.7% |
12% |
False |
True |
193,543 |
| 10 |
1.1122 |
1.0923 |
0.0199 |
1.8% |
0.0078 |
0.7% |
9% |
False |
True |
202,988 |
| 20 |
1.1129 |
1.0923 |
0.0206 |
1.9% |
0.0080 |
0.7% |
9% |
False |
True |
192,601 |
| 40 |
1.1129 |
1.0613 |
0.0517 |
4.7% |
0.0084 |
0.8% |
64% |
False |
False |
187,227 |
| 60 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0086 |
0.8% |
66% |
False |
False |
167,266 |
| 80 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0085 |
0.8% |
66% |
False |
False |
125,684 |
| 100 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0083 |
0.8% |
66% |
False |
False |
100,660 |
| 120 |
1.1129 |
1.0400 |
0.0729 |
6.7% |
0.0082 |
0.8% |
74% |
False |
False |
83,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1438 |
|
2.618 |
1.1278 |
|
1.618 |
1.1180 |
|
1.000 |
1.1119 |
|
0.618 |
1.1082 |
|
HIGH |
1.1021 |
|
0.618 |
1.0984 |
|
0.500 |
1.0972 |
|
0.382 |
1.0960 |
|
LOW |
1.0923 |
|
0.618 |
1.0862 |
|
1.000 |
1.0825 |
|
1.618 |
1.0764 |
|
2.618 |
1.0666 |
|
4.250 |
1.0507 |
|
|
| Fisher Pivots for day following 11-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0972 |
1.0978 |
| PP |
1.0962 |
1.0966 |
| S1 |
1.0952 |
1.0954 |
|