CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 03-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2022 |
03-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0712 |
1.0723 |
0.0011 |
0.1% |
1.0696 |
| High |
1.0767 |
1.0736 |
-0.0031 |
-0.3% |
1.0767 |
| Low |
1.0692 |
1.0570 |
-0.0122 |
-1.1% |
1.0665 |
| Close |
1.0754 |
1.0617 |
-0.0137 |
-1.3% |
1.0754 |
| Range |
0.0076 |
0.0166 |
0.0091 |
119.9% |
0.0102 |
| ATR |
0.0091 |
0.0097 |
0.0007 |
7.4% |
0.0000 |
| Volume |
157,141 |
262,819 |
105,678 |
67.3% |
556,662 |
|
| Daily Pivots for day following 03-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1139 |
1.1044 |
1.0708 |
|
| R3 |
1.0973 |
1.0878 |
1.0663 |
|
| R2 |
1.0807 |
1.0807 |
1.0647 |
|
| R1 |
1.0712 |
1.0712 |
1.0632 |
1.0677 |
| PP |
1.0641 |
1.0641 |
1.0641 |
1.0623 |
| S1 |
1.0546 |
1.0546 |
1.0602 |
1.0511 |
| S2 |
1.0475 |
1.0475 |
1.0587 |
|
| S3 |
1.0309 |
1.0380 |
1.0571 |
|
| S4 |
1.0143 |
1.0214 |
1.0526 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1035 |
1.0996 |
1.0810 |
|
| R3 |
1.0933 |
1.0894 |
1.0782 |
|
| R2 |
1.0831 |
1.0831 |
1.0773 |
|
| R1 |
1.0792 |
1.0792 |
1.0763 |
1.0812 |
| PP |
1.0729 |
1.0729 |
1.0729 |
1.0738 |
| S1 |
1.0690 |
1.0690 |
1.0745 |
1.0710 |
| S2 |
1.0627 |
1.0627 |
1.0735 |
|
| S3 |
1.0525 |
1.0588 |
1.0726 |
|
| S4 |
1.0423 |
1.0486 |
1.0698 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0767 |
1.0570 |
0.0197 |
1.9% |
0.0090 |
0.8% |
24% |
False |
True |
163,896 |
| 10 |
1.0767 |
1.0570 |
0.0197 |
1.9% |
0.0081 |
0.8% |
24% |
False |
True |
158,501 |
| 20 |
1.0807 |
1.0521 |
0.0286 |
2.7% |
0.0089 |
0.8% |
34% |
False |
False |
151,955 |
| 40 |
1.0807 |
0.9844 |
0.0964 |
9.1% |
0.0108 |
1.0% |
80% |
False |
False |
77,959 |
| 60 |
1.0807 |
0.9762 |
0.1045 |
9.8% |
0.0106 |
1.0% |
82% |
False |
False |
52,222 |
| 80 |
1.0807 |
0.9658 |
0.1150 |
10.8% |
0.0110 |
1.0% |
83% |
False |
False |
39,412 |
| 100 |
1.0807 |
0.9658 |
0.1150 |
10.8% |
0.0104 |
1.0% |
83% |
False |
False |
31,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1442 |
|
2.618 |
1.1171 |
|
1.618 |
1.1005 |
|
1.000 |
1.0902 |
|
0.618 |
1.0839 |
|
HIGH |
1.0736 |
|
0.618 |
1.0673 |
|
0.500 |
1.0653 |
|
0.382 |
1.0633 |
|
LOW |
1.0570 |
|
0.618 |
1.0467 |
|
1.000 |
1.0404 |
|
1.618 |
1.0301 |
|
2.618 |
1.0135 |
|
4.250 |
0.9865 |
|
|
| Fisher Pivots for day following 03-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0653 |
1.0669 |
| PP |
1.0641 |
1.0651 |
| S1 |
1.0629 |
1.0634 |
|