CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 16-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2023 |
16-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0869 |
1.0897 |
0.0029 |
0.3% |
1.1047 |
| High |
1.0913 |
1.0926 |
0.0014 |
0.1% |
1.1081 |
| Low |
1.0867 |
1.0876 |
0.0009 |
0.1% |
1.0870 |
| Close |
1.0896 |
1.0889 |
-0.0007 |
-0.1% |
1.0876 |
| Range |
0.0046 |
0.0051 |
0.0005 |
11.0% |
0.0211 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
153,258 |
151,791 |
-1,467 |
-1.0% |
969,606 |
|
| Daily Pivots for day following 16-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1048 |
1.1019 |
1.0917 |
|
| R3 |
1.0998 |
1.0969 |
1.0903 |
|
| R2 |
1.0947 |
1.0947 |
1.0898 |
|
| R1 |
1.0918 |
1.0918 |
1.0894 |
1.0908 |
| PP |
1.0897 |
1.0897 |
1.0897 |
1.0892 |
| S1 |
1.0868 |
1.0868 |
1.0884 |
1.0857 |
| S2 |
1.0846 |
1.0846 |
1.0880 |
|
| S3 |
1.0796 |
1.0817 |
1.0875 |
|
| S4 |
1.0745 |
1.0767 |
1.0861 |
|
|
| 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 |
1.1032 |
1.0867 |
0.0165 |
1.5% |
0.0070 |
0.6% |
13% |
False |
False |
193,495 |
| 10 |
1.1122 |
1.0867 |
0.0255 |
2.3% |
0.0074 |
0.7% |
9% |
False |
False |
197,637 |
| 20 |
1.1129 |
1.0867 |
0.0262 |
2.4% |
0.0077 |
0.7% |
8% |
False |
False |
192,483 |
| 40 |
1.1129 |
1.0762 |
0.0368 |
3.4% |
0.0082 |
0.8% |
35% |
False |
False |
182,498 |
| 60 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0085 |
0.8% |
56% |
False |
False |
175,692 |
| 80 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0084 |
0.8% |
56% |
False |
False |
132,037 |
| 100 |
1.1129 |
1.0581 |
0.0549 |
5.0% |
0.0083 |
0.8% |
56% |
False |
False |
105,749 |
| 120 |
1.1129 |
1.0414 |
0.0715 |
6.6% |
0.0083 |
0.8% |
66% |
False |
False |
88,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1141 |
|
2.618 |
1.1058 |
|
1.618 |
1.1008 |
|
1.000 |
1.0977 |
|
0.618 |
1.0957 |
|
HIGH |
1.0926 |
|
0.618 |
1.0907 |
|
0.500 |
1.0901 |
|
0.382 |
1.0895 |
|
LOW |
1.0876 |
|
0.618 |
1.0844 |
|
1.000 |
1.0825 |
|
1.618 |
1.0794 |
|
2.618 |
1.0743 |
|
4.250 |
1.0661 |
|
|
| Fisher Pivots for day following 16-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0901 |
1.0913 |
| PP |
1.0897 |
1.0905 |
| S1 |
1.0893 |
1.0897 |
|