CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 18-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2023 |
18-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0952 |
1.0937 |
-0.0016 |
-0.1% |
1.1165 |
| High |
1.0952 |
1.0937 |
-0.0016 |
-0.1% |
1.1166 |
| Low |
1.0931 |
1.0880 |
-0.0052 |
-0.5% |
1.0962 |
| Close |
1.0951 |
1.0880 |
-0.0071 |
-0.6% |
1.0964 |
| Range |
0.0021 |
0.0057 |
0.0036 |
171.4% |
0.0204 |
| ATR |
0.0059 |
0.0060 |
0.0001 |
1.5% |
0.0000 |
| Volume |
31 |
51 |
20 |
64.5% |
1,391 |
|
| Daily Pivots for day following 18-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1070 |
1.1032 |
1.0911 |
|
| R3 |
1.1013 |
1.0975 |
1.0895 |
|
| R2 |
1.0956 |
1.0956 |
1.0890 |
|
| R1 |
1.0918 |
1.0918 |
1.0885 |
1.0908 |
| PP |
1.0899 |
1.0899 |
1.0899 |
1.0894 |
| S1 |
1.0861 |
1.0861 |
1.0874 |
1.0851 |
| S2 |
1.0842 |
1.0842 |
1.0869 |
|
| S3 |
1.0785 |
1.0804 |
1.0864 |
|
| S4 |
1.0728 |
1.0747 |
1.0848 |
|
|
| 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 |
1.1045 |
1.0880 |
0.0165 |
1.5% |
0.0044 |
0.4% |
0% |
False |
True |
268 |
| 10 |
1.1166 |
1.0880 |
0.0286 |
2.6% |
0.0048 |
0.4% |
0% |
False |
True |
223 |
| 20 |
1.1206 |
1.0880 |
0.0326 |
3.0% |
0.0051 |
0.5% |
0% |
False |
True |
193 |
| 40 |
1.1206 |
1.0840 |
0.0366 |
3.4% |
0.0052 |
0.5% |
11% |
False |
False |
120 |
| 60 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0052 |
0.5% |
40% |
False |
False |
109 |
| 80 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0051 |
0.5% |
40% |
False |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1179 |
|
2.618 |
1.1086 |
|
1.618 |
1.1029 |
|
1.000 |
1.0994 |
|
0.618 |
1.0972 |
|
HIGH |
1.0937 |
|
0.618 |
1.0915 |
|
0.500 |
1.0908 |
|
0.382 |
1.0901 |
|
LOW |
1.0880 |
|
0.618 |
1.0844 |
|
1.000 |
1.0823 |
|
1.618 |
1.0787 |
|
2.618 |
1.0730 |
|
4.250 |
1.0637 |
|
|
| Fisher Pivots for day following 18-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0908 |
1.0946 |
| PP |
1.0899 |
1.0924 |
| S1 |
1.0889 |
1.0902 |
|