CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 15-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2023 |
15-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1023 |
1.0991 |
-0.0032 |
-0.3% |
1.1165 |
| High |
1.1045 |
1.0991 |
-0.0054 |
-0.5% |
1.1166 |
| Low |
1.0962 |
1.0973 |
0.0011 |
0.1% |
1.0962 |
| Close |
1.0964 |
1.0986 |
0.0022 |
0.2% |
1.0964 |
| Range |
0.0083 |
0.0018 |
-0.0065 |
-78.2% |
0.0204 |
| ATR |
0.0063 |
0.0061 |
-0.0003 |
-4.1% |
0.0000 |
| Volume |
625 |
243 |
-382 |
-61.1% |
1,391 |
|
| Daily Pivots for day following 15-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1037 |
1.1029 |
1.0995 |
|
| R3 |
1.1019 |
1.1011 |
1.0990 |
|
| R2 |
1.1001 |
1.1001 |
1.0989 |
|
| R1 |
1.0993 |
1.0993 |
1.0987 |
1.0988 |
| PP |
1.0983 |
1.0983 |
1.0983 |
1.0981 |
| S1 |
1.0975 |
1.0975 |
1.0984 |
1.0970 |
| S2 |
1.0965 |
1.0965 |
1.0982 |
|
| S3 |
1.0947 |
1.0957 |
1.0981 |
|
| S4 |
1.0929 |
1.0939 |
1.0976 |
|
|
| 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 |
1.1110 |
1.0962 |
0.0148 |
1.3% |
0.0049 |
0.4% |
16% |
False |
False |
285 |
| 10 |
1.1181 |
1.0962 |
0.0219 |
2.0% |
0.0052 |
0.5% |
11% |
False |
False |
257 |
| 20 |
1.1206 |
1.0962 |
0.0244 |
2.2% |
0.0051 |
0.5% |
10% |
False |
False |
175 |
| 40 |
1.1206 |
1.0840 |
0.0366 |
3.3% |
0.0054 |
0.5% |
40% |
False |
False |
109 |
| 60 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0050 |
0.5% |
60% |
False |
False |
104 |
| 80 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0051 |
0.5% |
60% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1068 |
|
2.618 |
1.1038 |
|
1.618 |
1.1020 |
|
1.000 |
1.1009 |
|
0.618 |
1.1002 |
|
HIGH |
1.0991 |
|
0.618 |
1.0984 |
|
0.500 |
1.0982 |
|
0.382 |
1.0980 |
|
LOW |
1.0973 |
|
0.618 |
1.0962 |
|
1.000 |
1.0955 |
|
1.618 |
1.0944 |
|
2.618 |
1.0926 |
|
4.250 |
1.0897 |
|
|
| Fisher Pivots for day following 15-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0984 |
1.1020 |
| PP |
1.0983 |
1.1009 |
| S1 |
1.0982 |
1.0997 |
|