CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 11-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2023 |
11-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1036 |
1.1057 |
0.0021 |
0.2% |
1.1093 |
| High |
1.1082 |
1.1061 |
-0.0022 |
-0.2% |
1.1171 |
| Low |
1.1018 |
1.0975 |
-0.0044 |
-0.4% |
1.1024 |
| Close |
1.1052 |
1.0993 |
-0.0059 |
-0.5% |
1.1105 |
| Range |
0.0064 |
0.0086 |
0.0022 |
34.4% |
0.0147 |
| ATR |
0.0076 |
0.0077 |
0.0001 |
1.0% |
0.0000 |
| Volume |
1,150 |
1,020 |
-130 |
-11.3% |
8,682 |
|
| Daily Pivots for day following 11-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1267 |
1.1216 |
1.1040 |
|
| R3 |
1.1181 |
1.1130 |
1.1016 |
|
| R2 |
1.1095 |
1.1095 |
1.1008 |
|
| R1 |
1.1044 |
1.1044 |
1.1000 |
1.1027 |
| PP |
1.1009 |
1.1009 |
1.1009 |
1.1001 |
| S1 |
1.0958 |
1.0958 |
1.0985 |
1.0941 |
| S2 |
1.0923 |
1.0923 |
1.0977 |
|
| S3 |
1.0837 |
1.0872 |
1.0969 |
|
| S4 |
1.0751 |
1.0786 |
1.0945 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1541 |
1.1470 |
1.1186 |
|
| R3 |
1.1394 |
1.1323 |
1.1145 |
|
| R2 |
1.1247 |
1.1247 |
1.1132 |
|
| R1 |
1.1176 |
1.1176 |
1.1118 |
1.1212 |
| PP |
1.1100 |
1.1100 |
1.1100 |
1.1118 |
| S1 |
1.1029 |
1.1029 |
1.1092 |
1.1065 |
| S2 |
1.0953 |
1.0953 |
1.1078 |
|
| S3 |
1.0806 |
1.0882 |
1.1065 |
|
| S4 |
1.0659 |
1.0735 |
1.1024 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1131 |
1.0975 |
0.0156 |
1.4% |
0.0068 |
0.6% |
12% |
False |
True |
1,241 |
| 10 |
1.1171 |
1.0975 |
0.0197 |
1.8% |
0.0073 |
0.7% |
9% |
False |
True |
1,405 |
| 20 |
1.1177 |
1.0975 |
0.0203 |
1.8% |
0.0076 |
0.7% |
9% |
False |
True |
1,362 |
| 40 |
1.1177 |
1.0719 |
0.0459 |
4.2% |
0.0077 |
0.7% |
60% |
False |
False |
1,143 |
| 60 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0075 |
0.7% |
67% |
False |
False |
1,092 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0069 |
0.6% |
67% |
False |
False |
827 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0062 |
0.6% |
67% |
False |
False |
687 |
| 120 |
1.1177 |
1.0451 |
0.0727 |
6.6% |
0.0061 |
0.6% |
75% |
False |
False |
586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1426 |
|
2.618 |
1.1286 |
|
1.618 |
1.1200 |
|
1.000 |
1.1147 |
|
0.618 |
1.1114 |
|
HIGH |
1.1061 |
|
0.618 |
1.1028 |
|
0.500 |
1.1018 |
|
0.382 |
1.1007 |
|
LOW |
1.0975 |
|
0.618 |
1.0921 |
|
1.000 |
1.0889 |
|
1.618 |
1.0835 |
|
2.618 |
1.0749 |
|
4.250 |
1.0609 |
|
|
| Fisher Pivots for day following 11-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1018 |
1.1028 |
| PP |
1.1009 |
1.1016 |
| S1 |
1.1001 |
1.1004 |
|