CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 30-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2023 |
30-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0740 |
1.0739 |
-0.0002 |
0.0% |
1.0827 |
| High |
1.0774 |
1.0760 |
-0.0015 |
-0.1% |
1.0849 |
| Low |
1.0716 |
1.0685 |
-0.0031 |
-0.3% |
1.0716 |
| Close |
1.0744 |
1.0732 |
-0.0012 |
-0.1% |
1.0744 |
| Range |
0.0059 |
0.0075 |
0.0016 |
27.4% |
0.0133 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
0.6% |
0.0000 |
| Volume |
219,134 |
259,570 |
40,436 |
18.5% |
1,018,811 |
|
| Daily Pivots for day following 30-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0949 |
1.0915 |
1.0773 |
|
| R3 |
1.0875 |
1.0841 |
1.0752 |
|
| R2 |
1.0800 |
1.0800 |
1.0746 |
|
| R1 |
1.0766 |
1.0766 |
1.0739 |
1.0746 |
| PP |
1.0726 |
1.0726 |
1.0726 |
1.0715 |
| S1 |
1.0692 |
1.0692 |
1.0725 |
1.0671 |
| S2 |
1.0651 |
1.0651 |
1.0718 |
|
| S3 |
1.0577 |
1.0617 |
1.0712 |
|
| S4 |
1.0502 |
1.0543 |
1.0691 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1168 |
1.1089 |
1.0817 |
|
| R3 |
1.1035 |
1.0956 |
1.0780 |
|
| R2 |
1.0902 |
1.0902 |
1.0768 |
|
| R1 |
1.0823 |
1.0823 |
1.0756 |
1.0796 |
| PP |
1.0769 |
1.0769 |
1.0769 |
1.0756 |
| S1 |
1.0690 |
1.0690 |
1.0731 |
1.0663 |
| S2 |
1.0636 |
1.0636 |
1.0719 |
|
| S3 |
1.0503 |
1.0557 |
1.0707 |
|
| S4 |
1.0370 |
1.0424 |
1.0670 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0837 |
1.0685 |
0.0152 |
1.4% |
0.0059 |
0.6% |
31% |
False |
True |
223,148 |
| 10 |
1.0926 |
1.0685 |
0.0241 |
2.2% |
0.0060 |
0.6% |
20% |
False |
True |
198,101 |
| 20 |
1.1122 |
1.0685 |
0.0437 |
4.1% |
0.0068 |
0.6% |
11% |
False |
True |
200,169 |
| 40 |
1.1129 |
1.0685 |
0.0444 |
4.1% |
0.0076 |
0.7% |
11% |
False |
True |
186,509 |
| 60 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0083 |
0.8% |
28% |
False |
False |
204,486 |
| 80 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0082 |
0.8% |
28% |
False |
False |
154,836 |
| 100 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0083 |
0.8% |
28% |
False |
False |
124,010 |
| 120 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0081 |
0.8% |
28% |
False |
False |
103,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1076 |
|
2.618 |
1.0955 |
|
1.618 |
1.0880 |
|
1.000 |
1.0834 |
|
0.618 |
1.0806 |
|
HIGH |
1.0760 |
|
0.618 |
1.0731 |
|
0.500 |
1.0722 |
|
0.382 |
1.0713 |
|
LOW |
1.0685 |
|
0.618 |
1.0639 |
|
1.000 |
1.0611 |
|
1.618 |
1.0564 |
|
2.618 |
1.0490 |
|
4.250 |
1.0368 |
|
|
| Fisher Pivots for day following 30-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0729 |
1.0731 |
| PP |
1.0726 |
1.0730 |
| S1 |
1.0722 |
1.0730 |
|