CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 12-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2023 |
12-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0780 |
1.0803 |
0.0024 |
0.2% |
1.0723 |
| High |
1.0822 |
1.0912 |
0.0090 |
0.8% |
1.0736 |
| Low |
1.0771 |
1.0758 |
-0.0013 |
-0.1% |
1.0529 |
| Close |
1.0809 |
1.0892 |
0.0083 |
0.8% |
1.0694 |
| Range |
0.0052 |
0.0154 |
0.0102 |
198.1% |
0.0207 |
| ATR |
0.0097 |
0.0101 |
0.0004 |
4.1% |
0.0000 |
| Volume |
153,474 |
287,745 |
134,271 |
87.5% |
910,394 |
|
| Daily Pivots for day following 12-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1314 |
1.1257 |
1.0976 |
|
| R3 |
1.1161 |
1.1103 |
1.0934 |
|
| R2 |
1.1007 |
1.1007 |
1.0920 |
|
| R1 |
1.0950 |
1.0950 |
1.0906 |
1.0979 |
| PP |
1.0854 |
1.0854 |
1.0854 |
1.0868 |
| S1 |
1.0796 |
1.0796 |
1.0878 |
1.0825 |
| S2 |
1.0700 |
1.0700 |
1.0864 |
|
| S3 |
1.0547 |
1.0643 |
1.0850 |
|
| S4 |
1.0393 |
1.0489 |
1.0808 |
|
|
| Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1274 |
1.1191 |
1.0808 |
|
| R3 |
1.1067 |
1.0984 |
1.0751 |
|
| R2 |
1.0860 |
1.0860 |
1.0732 |
|
| R1 |
1.0777 |
1.0777 |
1.0713 |
1.0715 |
| PP |
1.0653 |
1.0653 |
1.0653 |
1.0622 |
| S1 |
1.0570 |
1.0570 |
1.0675 |
1.0508 |
| S2 |
1.0446 |
1.0446 |
1.0656 |
|
| S3 |
1.0239 |
1.0363 |
1.0637 |
|
| S4 |
1.0032 |
1.0156 |
1.0580 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0912 |
1.0529 |
0.0383 |
3.5% |
0.0109 |
1.0% |
95% |
True |
False |
204,550 |
| 10 |
1.0912 |
1.0529 |
0.0383 |
3.5% |
0.0108 |
1.0% |
95% |
True |
False |
198,784 |
| 20 |
1.0912 |
1.0529 |
0.0383 |
3.5% |
0.0093 |
0.9% |
95% |
True |
False |
197,298 |
| 40 |
1.0912 |
1.0317 |
0.0595 |
5.5% |
0.0100 |
0.9% |
97% |
True |
False |
113,685 |
| 60 |
1.0912 |
0.9822 |
0.1090 |
10.0% |
0.0108 |
1.0% |
98% |
True |
False |
76,093 |
| 80 |
1.0912 |
0.9658 |
0.1254 |
11.5% |
0.0112 |
1.0% |
98% |
True |
False |
57,301 |
| 100 |
1.0912 |
0.9658 |
0.1254 |
11.5% |
0.0108 |
1.0% |
98% |
True |
False |
45,983 |
| 120 |
1.0912 |
0.9658 |
0.1254 |
11.5% |
0.0100 |
0.9% |
98% |
True |
False |
38,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1564 |
|
2.618 |
1.1313 |
|
1.618 |
1.1160 |
|
1.000 |
1.1065 |
|
0.618 |
1.1006 |
|
HIGH |
1.0912 |
|
0.618 |
1.0853 |
|
0.500 |
1.0835 |
|
0.382 |
1.0817 |
|
LOW |
1.0758 |
|
0.618 |
1.0663 |
|
1.000 |
1.0605 |
|
1.618 |
1.0510 |
|
2.618 |
1.0356 |
|
4.250 |
1.0106 |
|
|
| Fisher Pivots for day following 12-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0873 |
1.0873 |
| PP |
1.0854 |
1.0854 |
| S1 |
1.0835 |
1.0835 |
|