CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 17-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2023 |
17-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0892 |
1.0877 |
-0.0015 |
-0.1% |
1.0690 |
| High |
1.0911 |
1.0916 |
0.0006 |
0.1% |
1.0912 |
| Low |
1.0823 |
1.0815 |
-0.0008 |
-0.1% |
1.0689 |
| Close |
1.0871 |
1.0833 |
-0.0038 |
-0.3% |
1.0871 |
| Range |
0.0088 |
0.0102 |
0.0014 |
15.3% |
0.0223 |
| ATR |
0.0100 |
0.0100 |
0.0000 |
0.1% |
0.0000 |
| Volume |
176,482 |
286,676 |
110,194 |
62.4% |
965,458 |
|
| Daily Pivots for day following 17-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1159 |
1.1098 |
1.0889 |
|
| R3 |
1.1058 |
1.0996 |
1.0861 |
|
| R2 |
1.0956 |
1.0956 |
1.0852 |
|
| R1 |
1.0895 |
1.0895 |
1.0842 |
1.0875 |
| PP |
1.0855 |
1.0855 |
1.0855 |
1.0845 |
| S1 |
1.0793 |
1.0793 |
1.0824 |
1.0773 |
| S2 |
1.0753 |
1.0753 |
1.0814 |
|
| S3 |
1.0652 |
1.0692 |
1.0805 |
|
| S4 |
1.0550 |
1.0590 |
1.0777 |
|
|
| Weekly Pivots for week ending 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1491 |
1.1404 |
1.0993 |
|
| R3 |
1.1269 |
1.1181 |
1.0932 |
|
| R2 |
1.1046 |
1.1046 |
1.0912 |
|
| R1 |
1.0959 |
1.0959 |
1.0891 |
1.1003 |
| PP |
1.0824 |
1.0824 |
1.0824 |
1.0846 |
| S1 |
1.0736 |
1.0736 |
1.0851 |
1.0780 |
| S2 |
1.0601 |
1.0601 |
1.0830 |
|
| S3 |
1.0379 |
1.0514 |
1.0810 |
|
| S4 |
1.0156 |
1.0291 |
1.0749 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0916 |
1.0758 |
0.0158 |
1.5% |
0.0088 |
0.8% |
47% |
True |
False |
210,488 |
| 10 |
1.0916 |
1.0529 |
0.0387 |
3.6% |
0.0111 |
1.0% |
79% |
True |
False |
216,252 |
| 20 |
1.0916 |
1.0529 |
0.0387 |
3.6% |
0.0092 |
0.8% |
79% |
True |
False |
184,684 |
| 40 |
1.0916 |
1.0317 |
0.0600 |
5.5% |
0.0097 |
0.9% |
86% |
True |
False |
125,196 |
| 60 |
1.0916 |
0.9822 |
0.1095 |
10.1% |
0.0108 |
1.0% |
92% |
True |
False |
83,778 |
| 80 |
1.0916 |
0.9658 |
0.1259 |
11.6% |
0.0111 |
1.0% |
93% |
True |
False |
63,044 |
| 100 |
1.0916 |
0.9658 |
0.1259 |
11.6% |
0.0108 |
1.0% |
93% |
True |
False |
50,603 |
| 120 |
1.0916 |
0.9658 |
0.1259 |
11.6% |
0.0101 |
0.9% |
93% |
True |
False |
42,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1347 |
|
2.618 |
1.1182 |
|
1.618 |
1.1080 |
|
1.000 |
1.1018 |
|
0.618 |
1.0979 |
|
HIGH |
1.0916 |
|
0.618 |
1.0877 |
|
0.500 |
1.0865 |
|
0.382 |
1.0853 |
|
LOW |
1.0815 |
|
0.618 |
1.0752 |
|
1.000 |
1.0713 |
|
1.618 |
1.0650 |
|
2.618 |
1.0549 |
|
4.250 |
1.0383 |
|
|
| Fisher Pivots for day following 17-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0865 |
1.0837 |
| PP |
1.0855 |
1.0836 |
| S1 |
1.0844 |
1.0834 |
|