CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 11-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2023 |
11-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1065 |
1.1078 |
0.0014 |
0.1% |
1.1095 |
| High |
1.1110 |
1.1078 |
-0.0032 |
-0.3% |
1.1181 |
| Low |
1.1065 |
1.1014 |
-0.0051 |
-0.5% |
1.1065 |
| Close |
1.1089 |
1.1031 |
-0.0059 |
-0.5% |
1.1144 |
| Range |
0.0046 |
0.0064 |
0.0019 |
40.7% |
0.0116 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
1.6% |
0.0000 |
| Volume |
203 |
277 |
74 |
36.5% |
1,144 |
|
| Daily Pivots for day following 11-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1233 |
1.1196 |
1.1066 |
|
| R3 |
1.1169 |
1.1132 |
1.1048 |
|
| R2 |
1.1105 |
1.1105 |
1.1042 |
|
| R1 |
1.1068 |
1.1068 |
1.1036 |
1.1054 |
| PP |
1.1041 |
1.1041 |
1.1041 |
1.1034 |
| S1 |
1.1004 |
1.1004 |
1.1025 |
1.0990 |
| S2 |
1.0977 |
1.0977 |
1.1019 |
|
| S3 |
1.0913 |
1.0940 |
1.1013 |
|
| S4 |
1.0849 |
1.0876 |
1.0995 |
|
|
| 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 |
1.1166 |
1.1014 |
0.0152 |
1.4% |
0.0053 |
0.5% |
11% |
False |
True |
177 |
| 10 |
1.1181 |
1.1014 |
0.0167 |
1.5% |
0.0051 |
0.5% |
10% |
False |
True |
220 |
| 20 |
1.1206 |
1.1014 |
0.0192 |
1.7% |
0.0054 |
0.5% |
9% |
False |
True |
140 |
| 40 |
1.1206 |
1.0759 |
0.0447 |
4.0% |
0.0053 |
0.5% |
61% |
False |
False |
89 |
| 60 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0050 |
0.5% |
68% |
False |
False |
93 |
| 80 |
1.1206 |
1.0661 |
0.0545 |
4.9% |
0.0051 |
0.5% |
68% |
False |
False |
86 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1350 |
|
2.618 |
1.1246 |
|
1.618 |
1.1182 |
|
1.000 |
1.1142 |
|
0.618 |
1.1118 |
|
HIGH |
1.1078 |
|
0.618 |
1.1054 |
|
0.500 |
1.1046 |
|
0.382 |
1.1038 |
|
LOW |
1.1014 |
|
0.618 |
1.0974 |
|
1.000 |
1.0950 |
|
1.618 |
1.0910 |
|
2.618 |
1.0846 |
|
4.250 |
1.0742 |
|
|
| Fisher Pivots for day following 11-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1046 |
1.1062 |
| PP |
1.1041 |
1.1052 |
| S1 |
1.1036 |
1.1041 |
|