CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 15-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2023 |
15-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0990 |
1.0920 |
-0.0070 |
-0.6% |
1.1098 |
| High |
1.1008 |
1.0963 |
-0.0046 |
-0.4% |
1.1131 |
| Low |
1.0922 |
1.0920 |
-0.0002 |
0.0% |
1.0922 |
| Close |
1.0927 |
1.0947 |
0.0021 |
0.2% |
1.0927 |
| Range |
0.0087 |
0.0043 |
-0.0044 |
-50.9% |
0.0209 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
672 |
530 |
-142 |
-21.1% |
5,177 |
|
| Daily Pivots for day following 15-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1071 |
1.1051 |
1.0970 |
|
| R3 |
1.1028 |
1.1009 |
1.0959 |
|
| R2 |
1.0986 |
1.0986 |
1.0955 |
|
| R1 |
1.0966 |
1.0966 |
1.0951 |
1.0976 |
| PP |
1.0943 |
1.0943 |
1.0943 |
1.0948 |
| S1 |
1.0924 |
1.0924 |
1.0943 |
1.0934 |
| S2 |
1.0901 |
1.0901 |
1.0939 |
|
| S3 |
1.0858 |
1.0881 |
1.0935 |
|
| S4 |
1.0816 |
1.0839 |
1.0924 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1620 |
1.1482 |
1.1041 |
|
| R3 |
1.1411 |
1.1273 |
1.0984 |
|
| R2 |
1.1202 |
1.1202 |
1.0965 |
|
| R1 |
1.1064 |
1.1064 |
1.0946 |
1.1029 |
| PP |
1.0993 |
1.0993 |
1.0993 |
1.0975 |
| S1 |
1.0855 |
1.0855 |
1.0907 |
1.0820 |
| S2 |
1.0784 |
1.0784 |
1.0888 |
|
| S3 |
1.0575 |
1.0646 |
1.0869 |
|
| S4 |
1.0366 |
1.0437 |
1.0812 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1082 |
1.0920 |
0.0162 |
1.5% |
0.0067 |
0.6% |
17% |
False |
True |
876 |
| 10 |
1.1171 |
1.0920 |
0.0251 |
2.3% |
0.0071 |
0.6% |
11% |
False |
True |
1,401 |
| 20 |
1.1177 |
1.0920 |
0.0257 |
2.3% |
0.0073 |
0.7% |
11% |
False |
True |
1,324 |
| 40 |
1.1177 |
1.0810 |
0.0367 |
3.4% |
0.0076 |
0.7% |
37% |
False |
False |
1,060 |
| 60 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0075 |
0.7% |
58% |
False |
False |
1,110 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0069 |
0.6% |
58% |
False |
False |
842 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0063 |
0.6% |
58% |
False |
False |
699 |
| 120 |
1.1177 |
1.0519 |
0.0658 |
6.0% |
0.0061 |
0.6% |
65% |
False |
False |
596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1143 |
|
2.618 |
1.1074 |
|
1.618 |
1.1031 |
|
1.000 |
1.1005 |
|
0.618 |
1.0989 |
|
HIGH |
1.0963 |
|
0.618 |
1.0946 |
|
0.500 |
1.0941 |
|
0.382 |
1.0936 |
|
LOW |
1.0920 |
|
0.618 |
1.0894 |
|
1.000 |
1.0878 |
|
1.618 |
1.0851 |
|
2.618 |
1.0809 |
|
4.250 |
1.0739 |
|
|
| Fisher Pivots for day following 15-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0945 |
1.0990 |
| PP |
1.0943 |
1.0976 |
| S1 |
1.0941 |
1.0961 |
|