CME Euro FX (E) Future December 2023
Trading Metrics calculated at close of trading on 05-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2023 |
05-May-2023 |
Change |
Change % |
Previous Week |
Open |
1.1177 |
1.1144 |
-0.0033 |
-0.3% |
1.1095 |
High |
1.1177 |
1.1160 |
-0.0017 |
-0.1% |
1.1181 |
Low |
1.1114 |
1.1086 |
-0.0029 |
-0.3% |
1.1065 |
Close |
1.1131 |
1.1144 |
0.0014 |
0.1% |
1.1144 |
Range |
0.0063 |
0.0075 |
0.0012 |
19.2% |
0.0116 |
ATR |
0.0064 |
0.0065 |
0.0001 |
1.2% |
0.0000 |
Volume |
616 |
120 |
-496 |
-80.5% |
1,144 |
|
Daily Pivots for day following 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1353 |
1.1323 |
1.1185 |
|
R3 |
1.1279 |
1.1249 |
1.1164 |
|
R2 |
1.1204 |
1.1204 |
1.1158 |
|
R1 |
1.1174 |
1.1174 |
1.1151 |
1.1181 |
PP |
1.1130 |
1.1130 |
1.1130 |
1.1133 |
S1 |
1.1100 |
1.1100 |
1.1137 |
1.1107 |
S2 |
1.1055 |
1.1055 |
1.1130 |
|
S3 |
1.0981 |
1.1025 |
1.1124 |
|
S4 |
1.0906 |
1.0951 |
1.1103 |
|
|
Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1478 |
1.1427 |
1.1208 |
|
R3 |
1.1362 |
1.1311 |
1.1176 |
|
R2 |
1.1246 |
1.1246 |
1.1165 |
|
R1 |
1.1195 |
1.1195 |
1.1155 |
1.1221 |
PP |
1.1130 |
1.1130 |
1.1130 |
1.1143 |
S1 |
1.1079 |
1.1079 |
1.1133 |
1.1105 |
S2 |
1.1014 |
1.1014 |
1.1123 |
|
S3 |
1.0898 |
1.0963 |
1.1112 |
|
S4 |
1.0782 |
1.0847 |
1.1080 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1181 |
1.1065 |
0.0116 |
1.0% |
0.0046 |
0.4% |
68% |
False |
False |
228 |
10 |
1.1206 |
1.1065 |
0.0141 |
1.3% |
0.0055 |
0.5% |
56% |
False |
False |
165 |
20 |
1.1206 |
1.0985 |
0.0221 |
2.0% |
0.0051 |
0.5% |
72% |
False |
False |
119 |
40 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0056 |
0.5% |
89% |
False |
False |
83 |
60 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0051 |
0.5% |
89% |
False |
False |
89 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1477 |
2.618 |
1.1355 |
1.618 |
1.1281 |
1.000 |
1.1235 |
0.618 |
1.1206 |
HIGH |
1.1160 |
0.618 |
1.1132 |
0.500 |
1.1123 |
0.382 |
1.1114 |
LOW |
1.1086 |
0.618 |
1.1039 |
1.000 |
1.1011 |
1.618 |
1.0965 |
2.618 |
1.0890 |
4.250 |
1.0769 |
|
|
Fisher Pivots for day following 05-May-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1137 |
1.1140 |
PP |
1.1130 |
1.1137 |
S1 |
1.1123 |
1.1133 |
|