CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 22-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2023 |
22-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0789 |
1.0827 |
0.0039 |
0.4% |
1.0869 |
| High |
1.0848 |
1.0849 |
0.0001 |
0.0% |
1.0926 |
| Low |
1.0778 |
1.0813 |
0.0035 |
0.3% |
1.0778 |
| Close |
1.0826 |
1.0836 |
0.0010 |
0.1% |
1.0826 |
| Range |
0.0070 |
0.0036 |
-0.0034 |
-48.9% |
0.0148 |
| ATR |
0.0077 |
0.0074 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
211,013 |
162,641 |
-48,372 |
-22.9% |
855,887 |
|
| Daily Pivots for day following 22-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0939 |
1.0923 |
1.0856 |
|
| R3 |
1.0904 |
1.0888 |
1.0846 |
|
| R2 |
1.0868 |
1.0868 |
1.0843 |
|
| R1 |
1.0852 |
1.0852 |
1.0839 |
1.0860 |
| PP |
1.0833 |
1.0833 |
1.0833 |
1.0837 |
| S1 |
1.0817 |
1.0817 |
1.0833 |
1.0825 |
| S2 |
1.0797 |
1.0797 |
1.0829 |
|
| S3 |
1.0762 |
1.0781 |
1.0826 |
|
| S4 |
1.0726 |
1.0746 |
1.0816 |
|
|
| Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1287 |
1.1205 |
1.0907 |
|
| R3 |
1.1139 |
1.1057 |
1.0867 |
|
| R2 |
1.0991 |
1.0991 |
1.0853 |
|
| R1 |
1.0909 |
1.0909 |
1.0840 |
1.0876 |
| PP |
1.0843 |
1.0843 |
1.0843 |
1.0827 |
| S1 |
1.0761 |
1.0761 |
1.0812 |
1.0728 |
| S2 |
1.0695 |
1.0695 |
1.0799 |
|
| S3 |
1.0547 |
1.0613 |
1.0785 |
|
| S4 |
1.0399 |
1.0465 |
1.0745 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0926 |
1.0778 |
0.0148 |
1.4% |
0.0061 |
0.6% |
39% |
False |
False |
173,054 |
| 10 |
1.1032 |
1.0778 |
0.0254 |
2.3% |
0.0067 |
0.6% |
23% |
False |
False |
186,361 |
| 20 |
1.1129 |
1.0778 |
0.0351 |
3.2% |
0.0076 |
0.7% |
17% |
False |
False |
196,713 |
| 40 |
1.1129 |
1.0778 |
0.0351 |
3.2% |
0.0077 |
0.7% |
17% |
False |
False |
178,230 |
| 60 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0085 |
0.8% |
47% |
False |
False |
187,432 |
| 80 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0084 |
0.8% |
47% |
False |
False |
140,930 |
| 100 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0084 |
0.8% |
47% |
False |
False |
112,868 |
| 120 |
1.1129 |
1.0478 |
0.0652 |
6.0% |
0.0082 |
0.8% |
55% |
False |
False |
94,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0999 |
|
2.618 |
1.0941 |
|
1.618 |
1.0906 |
|
1.000 |
1.0884 |
|
0.618 |
1.0870 |
|
HIGH |
1.0849 |
|
0.618 |
1.0835 |
|
0.500 |
1.0831 |
|
0.382 |
1.0827 |
|
LOW |
1.0813 |
|
0.618 |
1.0791 |
|
1.000 |
1.0778 |
|
1.618 |
1.0756 |
|
2.618 |
1.0720 |
|
4.250 |
1.0662 |
|
|
| Fisher Pivots for day following 22-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0834 |
1.0831 |
| PP |
1.0833 |
1.0827 |
| S1 |
1.0831 |
1.0822 |
|