CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 17-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2023 |
17-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0948 |
1.0934 |
-0.0014 |
-0.1% |
1.1098 |
| High |
1.0974 |
1.0943 |
-0.0031 |
-0.3% |
1.1131 |
| Low |
1.0929 |
1.0883 |
-0.0046 |
-0.4% |
1.0922 |
| Close |
1.0940 |
1.0910 |
-0.0030 |
-0.3% |
1.0927 |
| Range |
0.0045 |
0.0061 |
0.0016 |
34.4% |
0.0209 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
690 |
1,006 |
316 |
45.8% |
5,177 |
|
| Daily Pivots for day following 17-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1093 |
1.1062 |
1.0943 |
|
| R3 |
1.1033 |
1.1002 |
1.0927 |
|
| R2 |
1.0972 |
1.0972 |
1.0921 |
|
| R1 |
1.0941 |
1.0941 |
1.0916 |
1.0927 |
| PP |
1.0912 |
1.0912 |
1.0912 |
1.0905 |
| S1 |
1.0881 |
1.0881 |
1.0904 |
1.0866 |
| S2 |
1.0851 |
1.0851 |
1.0899 |
|
| S3 |
1.0791 |
1.0820 |
1.0893 |
|
| S4 |
1.0730 |
1.0760 |
1.0877 |
|
|
| 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 |
1.1061 |
1.0883 |
0.0178 |
1.6% |
0.0064 |
0.6% |
15% |
False |
True |
783 |
| 10 |
1.1166 |
1.0883 |
0.0283 |
2.6% |
0.0067 |
0.6% |
10% |
False |
True |
1,131 |
| 20 |
1.1177 |
1.0883 |
0.0295 |
2.7% |
0.0072 |
0.7% |
9% |
False |
True |
1,339 |
| 40 |
1.1177 |
1.0810 |
0.0367 |
3.4% |
0.0074 |
0.7% |
27% |
False |
False |
1,038 |
| 60 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0075 |
0.7% |
52% |
False |
False |
1,137 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0070 |
0.6% |
52% |
False |
False |
863 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0064 |
0.6% |
52% |
False |
False |
707 |
| 120 |
1.1177 |
1.0540 |
0.0637 |
5.8% |
0.0062 |
0.6% |
58% |
False |
False |
609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1200 |
|
2.618 |
1.1101 |
|
1.618 |
1.1041 |
|
1.000 |
1.1004 |
|
0.618 |
1.0980 |
|
HIGH |
1.0943 |
|
0.618 |
1.0920 |
|
0.500 |
1.0913 |
|
0.382 |
1.0906 |
|
LOW |
1.0883 |
|
0.618 |
1.0845 |
|
1.000 |
1.0822 |
|
1.618 |
1.0785 |
|
2.618 |
1.0724 |
|
4.250 |
1.0625 |
|
|
| Fisher Pivots for day following 17-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0913 |
1.0928 |
| PP |
1.0912 |
1.0922 |
| S1 |
1.0911 |
1.0916 |
|