CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 24-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2023 |
24-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0882 |
1.0841 |
-0.0041 |
-0.4% |
1.0920 |
| High |
1.0887 |
1.0867 |
-0.0020 |
-0.2% |
1.0974 |
| Low |
1.0830 |
1.0818 |
-0.0012 |
-0.1% |
1.0830 |
| Close |
1.0845 |
1.0820 |
-0.0025 |
-0.2% |
1.0877 |
| Range |
0.0057 |
0.0049 |
-0.0008 |
-13.3% |
0.0144 |
| ATR |
0.0069 |
0.0067 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
3,127 |
2,436 |
-691 |
-22.1% |
7,084 |
|
| Daily Pivots for day following 24-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0982 |
1.0950 |
1.0847 |
|
| R3 |
1.0933 |
1.0901 |
1.0833 |
|
| R2 |
1.0884 |
1.0884 |
1.0829 |
|
| R1 |
1.0852 |
1.0852 |
1.0824 |
1.0844 |
| PP |
1.0835 |
1.0835 |
1.0835 |
1.0831 |
| S1 |
1.0803 |
1.0803 |
1.0816 |
1.0795 |
| S2 |
1.0786 |
1.0786 |
1.0811 |
|
| S3 |
1.0737 |
1.0754 |
1.0807 |
|
| S4 |
1.0688 |
1.0705 |
1.0793 |
|
|
| Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1324 |
1.1244 |
1.0956 |
|
| R3 |
1.1181 |
1.1101 |
1.0916 |
|
| R2 |
1.1037 |
1.1037 |
1.0903 |
|
| R1 |
1.0957 |
1.0957 |
1.0890 |
1.0925 |
| PP |
1.0894 |
1.0894 |
1.0894 |
1.0878 |
| S1 |
1.0814 |
1.0814 |
1.0864 |
1.0782 |
| S2 |
1.0750 |
1.0750 |
1.0851 |
|
| S3 |
1.0607 |
1.0670 |
1.0838 |
|
| S4 |
1.0463 |
1.0527 |
1.0798 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0916 |
1.0818 |
0.0098 |
0.9% |
0.0058 |
0.5% |
2% |
False |
True |
2,644 |
| 10 |
1.1061 |
1.0818 |
0.0243 |
2.2% |
0.0061 |
0.6% |
1% |
False |
True |
1,713 |
| 20 |
1.1171 |
1.0818 |
0.0353 |
3.3% |
0.0066 |
0.6% |
1% |
False |
True |
1,816 |
| 40 |
1.1177 |
1.0818 |
0.0359 |
3.3% |
0.0072 |
0.7% |
1% |
False |
True |
1,248 |
| 60 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0075 |
0.7% |
36% |
False |
False |
1,342 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0071 |
0.7% |
36% |
False |
False |
1,026 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0066 |
0.6% |
36% |
False |
False |
839 |
| 120 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0061 |
0.6% |
36% |
False |
False |
718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1075 |
|
2.618 |
1.0995 |
|
1.618 |
1.0946 |
|
1.000 |
1.0916 |
|
0.618 |
1.0897 |
|
HIGH |
1.0867 |
|
0.618 |
1.0848 |
|
0.500 |
1.0843 |
|
0.382 |
1.0837 |
|
LOW |
1.0818 |
|
0.618 |
1.0788 |
|
1.000 |
1.0769 |
|
1.618 |
1.0739 |
|
2.618 |
1.0690 |
|
4.250 |
1.0610 |
|
|
| Fisher Pivots for day following 24-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0843 |
1.0859 |
| PP |
1.0835 |
1.0846 |
| S1 |
1.0828 |
1.0833 |
|