CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 31-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2023 |
31-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0739 |
1.0749 |
0.0011 |
0.1% |
1.0827 |
| High |
1.0760 |
1.0749 |
-0.0011 |
-0.1% |
1.0849 |
| Low |
1.0685 |
1.0647 |
-0.0038 |
-0.4% |
1.0716 |
| Close |
1.0732 |
1.0686 |
-0.0047 |
-0.4% |
1.0744 |
| Range |
0.0075 |
0.0102 |
0.0028 |
36.9% |
0.0133 |
| ATR |
0.0069 |
0.0072 |
0.0002 |
3.3% |
0.0000 |
| Volume |
259,570 |
281,888 |
22,318 |
8.6% |
1,018,811 |
|
| Daily Pivots for day following 31-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1000 |
1.0945 |
1.0742 |
|
| R3 |
1.0898 |
1.0843 |
1.0714 |
|
| R2 |
1.0796 |
1.0796 |
1.0704 |
|
| R1 |
1.0741 |
1.0741 |
1.0695 |
1.0717 |
| PP |
1.0694 |
1.0694 |
1.0694 |
1.0682 |
| S1 |
1.0639 |
1.0639 |
1.0676 |
1.0615 |
| S2 |
1.0592 |
1.0592 |
1.0667 |
|
| S3 |
1.0490 |
1.0537 |
1.0657 |
|
| S4 |
1.0388 |
1.0435 |
1.0629 |
|
|
| 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 |
1.0818 |
1.0647 |
0.0171 |
1.6% |
0.0068 |
0.6% |
23% |
False |
True |
238,724 |
| 10 |
1.0894 |
1.0647 |
0.0247 |
2.3% |
0.0065 |
0.6% |
16% |
False |
True |
211,110 |
| 20 |
1.1122 |
1.0647 |
0.0475 |
4.4% |
0.0070 |
0.7% |
8% |
False |
True |
204,374 |
| 40 |
1.1129 |
1.0647 |
0.0482 |
4.5% |
0.0075 |
0.7% |
8% |
False |
True |
188,975 |
| 60 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0083 |
0.8% |
19% |
False |
False |
207,970 |
| 80 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0082 |
0.8% |
19% |
False |
False |
158,340 |
| 100 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0083 |
0.8% |
19% |
False |
False |
126,822 |
| 120 |
1.1129 |
1.0581 |
0.0549 |
5.1% |
0.0082 |
0.8% |
19% |
False |
False |
105,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1183 |
|
2.618 |
1.1016 |
|
1.618 |
1.0914 |
|
1.000 |
1.0851 |
|
0.618 |
1.0812 |
|
HIGH |
1.0749 |
|
0.618 |
1.0710 |
|
0.500 |
1.0698 |
|
0.382 |
1.0686 |
|
LOW |
1.0647 |
|
0.618 |
1.0584 |
|
1.000 |
1.0545 |
|
1.618 |
1.0482 |
|
2.618 |
1.0380 |
|
4.250 |
1.0214 |
|
|
| Fisher Pivots for day following 31-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0698 |
1.0711 |
| PP |
1.0694 |
1.0702 |
| S1 |
1.0690 |
1.0694 |
|