CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 17-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2023 |
17-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0897 |
1.0884 |
-0.0014 |
-0.1% |
1.1047 |
| High |
1.0926 |
1.0894 |
-0.0032 |
-0.3% |
1.1081 |
| Low |
1.0876 |
1.0831 |
-0.0045 |
-0.4% |
1.0870 |
| Close |
1.0889 |
1.0858 |
-0.0031 |
-0.3% |
1.0876 |
| Range |
0.0051 |
0.0063 |
0.0013 |
24.8% |
0.0211 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
151,791 |
173,545 |
21,754 |
14.3% |
969,606 |
|
| Daily Pivots for day following 17-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1050 |
1.1017 |
1.0893 |
|
| R3 |
1.0987 |
1.0954 |
1.0875 |
|
| R2 |
1.0924 |
1.0924 |
1.0870 |
|
| R1 |
1.0891 |
1.0891 |
1.0864 |
1.0876 |
| PP |
1.0861 |
1.0861 |
1.0861 |
1.0854 |
| S1 |
1.0828 |
1.0828 |
1.0852 |
1.0813 |
| S2 |
1.0798 |
1.0798 |
1.0846 |
|
| S3 |
1.0735 |
1.0765 |
1.0841 |
|
| S4 |
1.0672 |
1.0702 |
1.0823 |
|
|
| 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 |
1.1021 |
1.0831 |
0.0190 |
1.7% |
0.0069 |
0.6% |
14% |
False |
True |
180,943 |
| 10 |
1.1120 |
1.0831 |
0.0289 |
2.7% |
0.0072 |
0.7% |
9% |
False |
True |
193,163 |
| 20 |
1.1129 |
1.0831 |
0.0298 |
2.7% |
0.0076 |
0.7% |
9% |
False |
True |
193,035 |
| 40 |
1.1129 |
1.0768 |
0.0361 |
3.3% |
0.0082 |
0.8% |
25% |
False |
False |
182,389 |
| 60 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0085 |
0.8% |
51% |
False |
False |
178,566 |
| 80 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0084 |
0.8% |
51% |
False |
False |
134,202 |
| 100 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0084 |
0.8% |
51% |
False |
False |
107,480 |
| 120 |
1.1129 |
1.0478 |
0.0652 |
6.0% |
0.0083 |
0.8% |
58% |
False |
False |
89,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1162 |
|
2.618 |
1.1059 |
|
1.618 |
1.0996 |
|
1.000 |
1.0957 |
|
0.618 |
1.0933 |
|
HIGH |
1.0894 |
|
0.618 |
1.0870 |
|
0.500 |
1.0863 |
|
0.382 |
1.0855 |
|
LOW |
1.0831 |
|
0.618 |
1.0792 |
|
1.000 |
1.0768 |
|
1.618 |
1.0729 |
|
2.618 |
1.0666 |
|
4.250 |
1.0563 |
|
|
| Fisher Pivots for day following 17-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0863 |
1.0879 |
| PP |
1.0861 |
1.0872 |
| S1 |
1.0860 |
1.0865 |
|