CME Euro FX (E) Future December 2023
Trading Metrics calculated at close of trading on 08-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2023 |
08-May-2023 |
Change |
Change % |
Previous Week |
Open |
1.1144 |
1.1165 |
0.0021 |
0.2% |
1.1095 |
High |
1.1160 |
1.1166 |
0.0006 |
0.0% |
1.1181 |
Low |
1.1086 |
1.1120 |
0.0035 |
0.3% |
1.1065 |
Close |
1.1144 |
1.1122 |
-0.0022 |
-0.2% |
1.1144 |
Range |
0.0075 |
0.0046 |
-0.0029 |
-38.9% |
0.0116 |
ATR |
0.0065 |
0.0063 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
120 |
208 |
88 |
73.3% |
1,144 |
|
Daily Pivots for day following 08-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1272 |
1.1243 |
1.1147 |
|
R3 |
1.1227 |
1.1197 |
1.1135 |
|
R2 |
1.1181 |
1.1181 |
1.1130 |
|
R1 |
1.1152 |
1.1152 |
1.1126 |
1.1144 |
PP |
1.1136 |
1.1136 |
1.1136 |
1.1132 |
S1 |
1.1106 |
1.1106 |
1.1118 |
1.1098 |
S2 |
1.1090 |
1.1090 |
1.1114 |
|
S3 |
1.1045 |
1.1061 |
1.1109 |
|
S4 |
1.0999 |
1.1015 |
1.1097 |
|
|
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% |
0.0056 |
0.5% |
49% |
False |
False |
230 |
10 |
1.1206 |
1.1065 |
0.0141 |
1.3% |
0.0055 |
0.5% |
41% |
False |
False |
173 |
20 |
1.1206 |
1.1030 |
0.0176 |
1.6% |
0.0053 |
0.5% |
52% |
False |
False |
129 |
40 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0056 |
0.5% |
85% |
False |
False |
87 |
60 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0050 |
0.4% |
85% |
False |
False |
92 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1359 |
2.618 |
1.1285 |
1.618 |
1.1239 |
1.000 |
1.1211 |
0.618 |
1.1194 |
HIGH |
1.1166 |
0.618 |
1.1148 |
0.500 |
1.1143 |
0.382 |
1.1137 |
LOW |
1.1120 |
0.618 |
1.1092 |
1.000 |
1.1075 |
1.618 |
1.1046 |
2.618 |
1.1001 |
4.250 |
1.0927 |
|
|
Fisher Pivots for day following 08-May-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1143 |
1.1131 |
PP |
1.1136 |
1.1128 |
S1 |
1.1129 |
1.1125 |
|