CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 26-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2023 |
26-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0821 |
1.0793 |
-0.0028 |
-0.3% |
1.0882 |
| High |
1.0823 |
1.0827 |
0.0004 |
0.0% |
1.0900 |
| Low |
1.0777 |
1.0771 |
-0.0006 |
-0.1% |
1.0771 |
| Close |
1.0790 |
1.0799 |
0.0009 |
0.1% |
1.0799 |
| Range |
0.0047 |
0.0057 |
0.0010 |
21.5% |
0.0130 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
3,870 |
3,318 |
-552 |
-14.3% |
15,551 |
|
| Daily Pivots for day following 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0968 |
1.0940 |
1.0830 |
|
| R3 |
1.0912 |
1.0883 |
1.0814 |
|
| R2 |
1.0855 |
1.0855 |
1.0809 |
|
| R1 |
1.0827 |
1.0827 |
1.0804 |
1.0841 |
| PP |
1.0799 |
1.0799 |
1.0799 |
1.0806 |
| S1 |
1.0770 |
1.0770 |
1.0793 |
1.0785 |
| S2 |
1.0742 |
1.0742 |
1.0788 |
|
| S3 |
1.0686 |
1.0714 |
1.0783 |
|
| S4 |
1.0629 |
1.0657 |
1.0767 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1212 |
1.1135 |
1.0870 |
|
| R3 |
1.1082 |
1.1005 |
1.0834 |
|
| R2 |
1.0953 |
1.0953 |
1.0822 |
|
| R1 |
1.0876 |
1.0876 |
1.0810 |
1.0849 |
| PP |
1.0823 |
1.0823 |
1.0823 |
1.0810 |
| S1 |
1.0746 |
1.0746 |
1.0787 |
1.0720 |
| S2 |
1.0694 |
1.0694 |
1.0775 |
|
| S3 |
1.0564 |
1.0617 |
1.0763 |
|
| S4 |
1.0435 |
1.0487 |
1.0727 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0900 |
1.0771 |
0.0130 |
1.2% |
0.0049 |
0.5% |
22% |
False |
True |
3,110 |
| 10 |
1.0974 |
1.0771 |
0.0203 |
1.9% |
0.0054 |
0.5% |
14% |
False |
True |
2,263 |
| 20 |
1.1171 |
1.0771 |
0.0401 |
3.7% |
0.0064 |
0.6% |
7% |
False |
True |
1,824 |
| 40 |
1.1177 |
1.0771 |
0.0407 |
3.8% |
0.0070 |
0.7% |
7% |
False |
True |
1,414 |
| 60 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0075 |
0.7% |
32% |
False |
False |
1,455 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0071 |
0.7% |
32% |
False |
False |
1,114 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0066 |
0.6% |
32% |
False |
False |
910 |
| 120 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0061 |
0.6% |
32% |
False |
False |
774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1067 |
|
2.618 |
1.0975 |
|
1.618 |
1.0918 |
|
1.000 |
1.0884 |
|
0.618 |
1.0862 |
|
HIGH |
1.0827 |
|
0.618 |
1.0805 |
|
0.500 |
1.0799 |
|
0.382 |
1.0792 |
|
LOW |
1.0771 |
|
0.618 |
1.0736 |
|
1.000 |
1.0714 |
|
1.618 |
1.0679 |
|
2.618 |
1.0623 |
|
4.250 |
1.0530 |
|
|
| Fisher Pivots for day following 26-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0799 |
1.0819 |
| PP |
1.0799 |
1.0812 |
| S1 |
1.0799 |
1.0805 |
|