CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 30-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2023 |
30-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0793 |
1.0793 |
-0.0001 |
0.0% |
1.0882 |
| High |
1.0827 |
1.0813 |
-0.0014 |
-0.1% |
1.0900 |
| Low |
1.0771 |
1.0740 |
-0.0031 |
-0.3% |
1.0771 |
| Close |
1.0799 |
1.0788 |
-0.0011 |
-0.1% |
1.0799 |
| Range |
0.0057 |
0.0073 |
0.0017 |
29.2% |
0.0130 |
| ATR |
0.0065 |
0.0066 |
0.0001 |
0.9% |
0.0000 |
| Volume |
3,318 |
3,654 |
336 |
10.1% |
15,551 |
|
| Daily Pivots for day following 30-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0999 |
1.0967 |
1.0828 |
|
| R3 |
1.0926 |
1.0894 |
1.0808 |
|
| R2 |
1.0853 |
1.0853 |
1.0801 |
|
| R1 |
1.0821 |
1.0821 |
1.0795 |
1.0801 |
| PP |
1.0780 |
1.0780 |
1.0780 |
1.0770 |
| S1 |
1.0748 |
1.0748 |
1.0781 |
1.0728 |
| S2 |
1.0707 |
1.0707 |
1.0775 |
|
| S3 |
1.0634 |
1.0675 |
1.0768 |
|
| S4 |
1.0561 |
1.0602 |
1.0748 |
|
|
| 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 |
1.0887 |
1.0740 |
0.0147 |
1.4% |
0.0056 |
0.5% |
33% |
False |
True |
3,281 |
| 10 |
1.0974 |
1.0740 |
0.0234 |
2.2% |
0.0057 |
0.5% |
21% |
False |
True |
2,575 |
| 20 |
1.1171 |
1.0740 |
0.0431 |
4.0% |
0.0064 |
0.6% |
11% |
False |
True |
1,988 |
| 40 |
1.1177 |
1.0740 |
0.0437 |
4.1% |
0.0069 |
0.6% |
11% |
False |
True |
1,471 |
| 60 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0076 |
0.7% |
30% |
False |
False |
1,510 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0070 |
0.7% |
30% |
False |
False |
1,160 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0067 |
0.6% |
30% |
False |
False |
947 |
| 120 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0061 |
0.6% |
30% |
False |
False |
802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1123 |
|
2.618 |
1.1004 |
|
1.618 |
1.0931 |
|
1.000 |
1.0886 |
|
0.618 |
1.0858 |
|
HIGH |
1.0813 |
|
0.618 |
1.0785 |
|
0.500 |
1.0777 |
|
0.382 |
1.0768 |
|
LOW |
1.0740 |
|
0.618 |
1.0695 |
|
1.000 |
1.0667 |
|
1.618 |
1.0622 |
|
2.618 |
1.0549 |
|
4.250 |
1.0430 |
|
|
| Fisher Pivots for day following 30-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0784 |
1.0787 |
| PP |
1.0780 |
1.0785 |
| S1 |
1.0777 |
1.0784 |
|