CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 12-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2023 |
12-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1008 |
1.0938 |
-0.0070 |
-0.6% |
1.1047 |
| High |
1.1021 |
1.0958 |
-0.0063 |
-0.6% |
1.1081 |
| Low |
1.0923 |
1.0870 |
-0.0053 |
-0.5% |
1.0870 |
| Close |
1.0942 |
1.0876 |
-0.0066 |
-0.6% |
1.0876 |
| Range |
0.0098 |
0.0088 |
-0.0010 |
-10.2% |
0.0211 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
0.5% |
0.0000 |
| Volume |
221,050 |
205,074 |
-15,976 |
-7.2% |
969,606 |
|
| Daily Pivots for day following 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1165 |
1.1108 |
1.0924 |
|
| R3 |
1.1077 |
1.1020 |
1.0900 |
|
| R2 |
1.0989 |
1.0989 |
1.0892 |
|
| R1 |
1.0932 |
1.0932 |
1.0884 |
1.0917 |
| PP |
1.0901 |
1.0901 |
1.0901 |
1.0893 |
| S1 |
1.0844 |
1.0844 |
1.0867 |
1.0829 |
| S2 |
1.0813 |
1.0813 |
1.0859 |
|
| S3 |
1.0725 |
1.0756 |
1.0851 |
|
| S4 |
1.0637 |
1.0668 |
1.0827 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1574 |
1.1435 |
1.0991 |
|
| R3 |
1.1363 |
1.1225 |
1.0933 |
|
| R2 |
1.1153 |
1.1153 |
1.0914 |
|
| R1 |
1.1014 |
1.1014 |
1.0895 |
1.0978 |
| PP |
1.0942 |
1.0942 |
1.0942 |
1.0924 |
| S1 |
1.0804 |
1.0804 |
1.0856 |
1.0768 |
| S2 |
1.0732 |
1.0732 |
1.0837 |
|
| S3 |
1.0521 |
1.0593 |
1.0818 |
|
| S4 |
1.0311 |
1.0383 |
1.0760 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1081 |
1.0870 |
0.0211 |
1.9% |
0.0074 |
0.7% |
3% |
False |
True |
193,921 |
| 10 |
1.1122 |
1.0870 |
0.0252 |
2.3% |
0.0079 |
0.7% |
2% |
False |
True |
199,174 |
| 20 |
1.1129 |
1.0870 |
0.0259 |
2.4% |
0.0080 |
0.7% |
2% |
False |
True |
193,037 |
| 40 |
1.1129 |
1.0669 |
0.0461 |
4.2% |
0.0084 |
0.8% |
45% |
False |
False |
184,915 |
| 60 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0086 |
0.8% |
54% |
False |
False |
170,661 |
| 80 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0085 |
0.8% |
54% |
False |
False |
128,240 |
| 100 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0084 |
0.8% |
54% |
False |
False |
102,705 |
| 120 |
1.1129 |
1.0400 |
0.0729 |
6.7% |
0.0083 |
0.8% |
65% |
False |
False |
85,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1332 |
|
2.618 |
1.1188 |
|
1.618 |
1.1100 |
|
1.000 |
1.1046 |
|
0.618 |
1.1012 |
|
HIGH |
1.0958 |
|
0.618 |
1.0924 |
|
0.500 |
1.0914 |
|
0.382 |
1.0904 |
|
LOW |
1.0870 |
|
0.618 |
1.0816 |
|
1.000 |
1.0782 |
|
1.618 |
1.0728 |
|
2.618 |
1.0640 |
|
4.250 |
1.0496 |
|
|
| Fisher Pivots for day following 12-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0914 |
1.0951 |
| PP |
1.0901 |
1.0926 |
| S1 |
1.0888 |
1.0901 |
|