CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 12-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2023 |
12-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1078 |
1.1023 |
-0.0056 |
-0.5% |
1.1165 |
| High |
1.1078 |
1.1045 |
-0.0034 |
-0.3% |
1.1166 |
| Low |
1.1014 |
1.0962 |
-0.0052 |
-0.5% |
1.0962 |
| Close |
1.1031 |
1.0964 |
-0.0067 |
-0.6% |
1.0964 |
| Range |
0.0064 |
0.0083 |
0.0019 |
28.9% |
0.0204 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
2.4% |
0.0000 |
| Volume |
277 |
625 |
348 |
125.6% |
1,391 |
|
| Daily Pivots for day following 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1238 |
1.1183 |
1.1009 |
|
| R3 |
1.1155 |
1.1101 |
1.0987 |
|
| R2 |
1.1073 |
1.1073 |
1.0979 |
|
| R1 |
1.1018 |
1.1018 |
1.0972 |
1.1004 |
| PP |
1.0990 |
1.0990 |
1.0990 |
1.0983 |
| S1 |
1.0936 |
1.0936 |
1.0956 |
1.0922 |
| S2 |
1.0908 |
1.0908 |
1.0949 |
|
| S3 |
1.0825 |
1.0853 |
1.0941 |
|
| S4 |
1.0743 |
1.0771 |
1.0919 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1641 |
1.1506 |
1.1076 |
|
| R3 |
1.1438 |
1.1303 |
1.1020 |
|
| R2 |
1.1234 |
1.1234 |
1.1001 |
|
| R1 |
1.1099 |
1.1099 |
1.0983 |
1.1065 |
| PP |
1.1031 |
1.1031 |
1.1031 |
1.1013 |
| S1 |
1.0896 |
1.0896 |
1.0945 |
1.0861 |
| S2 |
1.0827 |
1.0827 |
1.0927 |
|
| S3 |
1.0624 |
1.0692 |
1.0908 |
|
| S4 |
1.0420 |
1.0489 |
1.0852 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1166 |
1.0962 |
0.0204 |
1.9% |
0.0055 |
0.5% |
1% |
False |
True |
278 |
| 10 |
1.1181 |
1.0962 |
0.0219 |
2.0% |
0.0051 |
0.5% |
1% |
False |
True |
253 |
| 20 |
1.1206 |
1.0962 |
0.0244 |
2.2% |
0.0053 |
0.5% |
1% |
False |
True |
164 |
| 40 |
1.1206 |
1.0840 |
0.0366 |
3.3% |
0.0054 |
0.5% |
34% |
False |
False |
104 |
| 60 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0051 |
0.5% |
56% |
False |
False |
101 |
| 80 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0052 |
0.5% |
56% |
False |
False |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1395 |
|
2.618 |
1.1260 |
|
1.618 |
1.1178 |
|
1.000 |
1.1127 |
|
0.618 |
1.1095 |
|
HIGH |
1.1045 |
|
0.618 |
1.1013 |
|
0.500 |
1.1003 |
|
0.382 |
1.0994 |
|
LOW |
1.0962 |
|
0.618 |
1.0911 |
|
1.000 |
1.0880 |
|
1.618 |
1.0829 |
|
2.618 |
1.0746 |
|
4.250 |
1.0611 |
|
|
| Fisher Pivots for day following 12-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1003 |
1.1036 |
| PP |
1.0990 |
1.1012 |
| S1 |
1.0977 |
1.0988 |
|