CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 25-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2023 |
25-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0789 |
1.0766 |
-0.0023 |
-0.2% |
1.0869 |
| High |
1.0818 |
1.0771 |
-0.0047 |
-0.4% |
1.0926 |
| Low |
1.0763 |
1.0722 |
-0.0042 |
-0.4% |
1.0778 |
| Close |
1.0766 |
1.0735 |
-0.0031 |
-0.3% |
1.0826 |
| Range |
0.0055 |
0.0049 |
-0.0006 |
-10.1% |
0.0148 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
227,412 |
205,617 |
-21,795 |
-9.6% |
855,887 |
|
| Daily Pivots for day following 25-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0889 |
1.0861 |
1.0762 |
|
| R3 |
1.0840 |
1.0812 |
1.0748 |
|
| R2 |
1.0791 |
1.0791 |
1.0744 |
|
| R1 |
1.0763 |
1.0763 |
1.0739 |
1.0753 |
| PP |
1.0742 |
1.0742 |
1.0742 |
1.0737 |
| S1 |
1.0714 |
1.0714 |
1.0731 |
1.0704 |
| S2 |
1.0693 |
1.0693 |
1.0726 |
|
| S3 |
1.0644 |
1.0665 |
1.0722 |
|
| S4 |
1.0595 |
1.0616 |
1.0708 |
|
|
| 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 |
1.0849 |
1.0722 |
0.0127 |
1.2% |
0.0054 |
0.5% |
11% |
False |
True |
202,138 |
| 10 |
1.0958 |
1.0722 |
0.0237 |
2.2% |
0.0060 |
0.6% |
6% |
False |
True |
186,063 |
| 20 |
1.1122 |
1.0722 |
0.0400 |
3.7% |
0.0069 |
0.6% |
3% |
False |
True |
194,526 |
| 40 |
1.1129 |
1.0722 |
0.0408 |
3.8% |
0.0077 |
0.7% |
3% |
False |
True |
183,755 |
| 60 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0083 |
0.8% |
28% |
False |
False |
197,544 |
| 80 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0084 |
0.8% |
28% |
False |
False |
148,877 |
| 100 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0084 |
0.8% |
28% |
False |
False |
119,231 |
| 120 |
1.1129 |
1.0580 |
0.0550 |
5.1% |
0.0082 |
0.8% |
28% |
False |
False |
99,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0979 |
|
2.618 |
1.0899 |
|
1.618 |
1.0850 |
|
1.000 |
1.0820 |
|
0.618 |
1.0801 |
|
HIGH |
1.0771 |
|
0.618 |
1.0752 |
|
0.500 |
1.0746 |
|
0.382 |
1.0740 |
|
LOW |
1.0722 |
|
0.618 |
1.0691 |
|
1.000 |
1.0673 |
|
1.618 |
1.0642 |
|
2.618 |
1.0593 |
|
4.250 |
1.0513 |
|
|
| Fisher Pivots for day following 25-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0746 |
1.0779 |
| PP |
1.0742 |
1.0765 |
| S1 |
1.0739 |
1.0750 |
|