CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 30-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2023 |
30-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0840 |
1.0841 |
0.0001 |
0.0% |
1.0918 |
| High |
1.0871 |
1.0852 |
-0.0020 |
-0.2% |
1.0932 |
| Low |
1.0820 |
1.0796 |
-0.0024 |
-0.2% |
1.0820 |
| Close |
1.0847 |
1.0838 |
-0.0010 |
-0.1% |
1.0847 |
| Range |
0.0051 |
0.0056 |
0.0005 |
8.8% |
0.0112 |
| ATR |
0.0052 |
0.0053 |
0.0000 |
0.4% |
0.0000 |
| Volume |
33 |
215 |
182 |
551.5% |
355 |
|
| Daily Pivots for day following 30-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0995 |
1.0972 |
1.0868 |
|
| R3 |
1.0939 |
1.0916 |
1.0853 |
|
| R2 |
1.0884 |
1.0884 |
1.0848 |
|
| R1 |
1.0861 |
1.0861 |
1.0843 |
1.0845 |
| PP |
1.0828 |
1.0828 |
1.0828 |
1.0820 |
| S1 |
1.0805 |
1.0805 |
1.0832 |
1.0789 |
| S2 |
1.0773 |
1.0773 |
1.0827 |
|
| S3 |
1.0717 |
1.0750 |
1.0822 |
|
| S4 |
1.0662 |
1.0694 |
1.0807 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1202 |
1.1137 |
1.0909 |
|
| R3 |
1.1090 |
1.1025 |
1.0878 |
|
| R2 |
1.0978 |
1.0978 |
1.0868 |
|
| R1 |
1.0913 |
1.0913 |
1.0857 |
1.0890 |
| PP |
1.0866 |
1.0866 |
1.0866 |
1.0855 |
| S1 |
1.0801 |
1.0801 |
1.0837 |
1.0778 |
| S2 |
1.0754 |
1.0754 |
1.0826 |
|
| S3 |
1.0642 |
1.0689 |
1.0816 |
|
| S4 |
1.0530 |
1.0577 |
1.0785 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0906 |
1.0796 |
0.0110 |
1.0% |
0.0030 |
0.3% |
38% |
False |
True |
113 |
| 10 |
1.1012 |
1.0796 |
0.0216 |
2.0% |
0.0035 |
0.3% |
19% |
False |
True |
108 |
| 20 |
1.1181 |
1.0796 |
0.0385 |
3.6% |
0.0043 |
0.4% |
11% |
False |
True |
183 |
| 40 |
1.1206 |
1.0796 |
0.0410 |
3.8% |
0.0046 |
0.4% |
10% |
False |
True |
131 |
| 60 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0051 |
0.5% |
32% |
False |
False |
107 |
| 80 |
1.1206 |
1.0661 |
0.0545 |
5.0% |
0.0049 |
0.4% |
32% |
False |
False |
107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1087 |
|
2.618 |
1.0997 |
|
1.618 |
1.0941 |
|
1.000 |
1.0907 |
|
0.618 |
1.0886 |
|
HIGH |
1.0852 |
|
0.618 |
1.0830 |
|
0.500 |
1.0824 |
|
0.382 |
1.0817 |
|
LOW |
1.0796 |
|
0.618 |
1.0762 |
|
1.000 |
1.0741 |
|
1.618 |
1.0706 |
|
2.618 |
1.0651 |
|
4.250 |
1.0560 |
|
|
| Fisher Pivots for day following 30-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0833 |
1.0836 |
| PP |
1.0828 |
1.0835 |
| S1 |
1.0824 |
1.0834 |
|