CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 09-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2023 |
09-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1165 |
1.1110 |
-0.0055 |
-0.5% |
1.1095 |
| High |
1.1166 |
1.1110 |
-0.0056 |
-0.5% |
1.1181 |
| Low |
1.1120 |
1.1074 |
-0.0046 |
-0.4% |
1.1065 |
| Close |
1.1122 |
1.1082 |
-0.0041 |
-0.4% |
1.1144 |
| Range |
0.0046 |
0.0036 |
-0.0010 |
-20.9% |
0.0116 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
208 |
78 |
-130 |
-62.5% |
1,144 |
|
| Daily Pivots for day following 09-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1197 |
1.1175 |
1.1101 |
|
| R3 |
1.1161 |
1.1139 |
1.1091 |
|
| R2 |
1.1125 |
1.1125 |
1.1088 |
|
| R1 |
1.1103 |
1.1103 |
1.1085 |
1.1096 |
| PP |
1.1089 |
1.1089 |
1.1089 |
1.1085 |
| S1 |
1.1067 |
1.1067 |
1.1078 |
1.1060 |
| S2 |
1.1053 |
1.1053 |
1.1075 |
|
| S3 |
1.1017 |
1.1031 |
1.1072 |
|
| S4 |
1.0981 |
1.0995 |
1.1062 |
|
|
| 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 |
1.1074 |
0.0107 |
1.0% |
0.0052 |
0.5% |
7% |
False |
True |
213 |
| 10 |
1.1206 |
1.1065 |
0.0141 |
1.3% |
0.0052 |
0.5% |
12% |
False |
False |
181 |
| 20 |
1.1206 |
1.1040 |
0.0166 |
1.5% |
0.0054 |
0.5% |
25% |
False |
False |
130 |
| 40 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0056 |
0.5% |
77% |
False |
False |
87 |
| 60 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0050 |
0.4% |
77% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1263 |
|
2.618 |
1.1204 |
|
1.618 |
1.1168 |
|
1.000 |
1.1146 |
|
0.618 |
1.1132 |
|
HIGH |
1.1110 |
|
0.618 |
1.1096 |
|
0.500 |
1.1092 |
|
0.382 |
1.1088 |
|
LOW |
1.1074 |
|
0.618 |
1.1052 |
|
1.000 |
1.1038 |
|
1.618 |
1.1016 |
|
2.618 |
1.0980 |
|
4.250 |
1.0921 |
|
|
| Fisher Pivots for day following 09-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1092 |
1.1120 |
| PP |
1.1089 |
1.1107 |
| S1 |
1.1085 |
1.1094 |
|