CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 19-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2023 |
19-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0828 |
1.0831 |
0.0003 |
0.0% |
1.0690 |
| High |
1.0928 |
1.0878 |
-0.0050 |
-0.5% |
1.0912 |
| Low |
1.0806 |
1.0819 |
0.0014 |
0.1% |
1.0689 |
| Close |
1.0836 |
1.0869 |
0.0033 |
0.3% |
1.0871 |
| Range |
0.0122 |
0.0059 |
-0.0064 |
-52.0% |
0.0223 |
| ATR |
0.0102 |
0.0099 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
248,977 |
175,461 |
-73,516 |
-29.5% |
965,458 |
|
| Daily Pivots for day following 19-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1031 |
1.1008 |
1.0901 |
|
| R3 |
1.0972 |
1.0950 |
1.0885 |
|
| R2 |
1.0914 |
1.0914 |
1.0879 |
|
| R1 |
1.0891 |
1.0891 |
1.0874 |
1.0902 |
| PP |
1.0855 |
1.0855 |
1.0855 |
1.0861 |
| S1 |
1.0833 |
1.0833 |
1.0863 |
1.0844 |
| S2 |
1.0797 |
1.0797 |
1.0858 |
|
| S3 |
1.0738 |
1.0774 |
1.0852 |
|
| S4 |
1.0680 |
1.0716 |
1.0836 |
|
|
| 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 |
1.0928 |
1.0758 |
0.0170 |
1.6% |
0.0105 |
1.0% |
65% |
False |
False |
235,068 |
| 10 |
1.0928 |
1.0529 |
0.0399 |
3.7% |
0.0103 |
0.9% |
85% |
False |
False |
211,656 |
| 20 |
1.0928 |
1.0529 |
0.0399 |
3.7% |
0.0092 |
0.9% |
85% |
False |
False |
188,294 |
| 40 |
1.0928 |
1.0317 |
0.0611 |
5.6% |
0.0097 |
0.9% |
90% |
False |
False |
135,718 |
| 60 |
1.0928 |
0.9835 |
0.1093 |
10.1% |
0.0107 |
1.0% |
95% |
False |
False |
90,820 |
| 80 |
1.0928 |
0.9658 |
0.1270 |
11.7% |
0.0110 |
1.0% |
95% |
False |
False |
68,311 |
| 100 |
1.0928 |
0.9658 |
0.1270 |
11.7% |
0.0108 |
1.0% |
95% |
False |
False |
54,842 |
| 120 |
1.0928 |
0.9658 |
0.1270 |
11.7% |
0.0101 |
0.9% |
95% |
False |
False |
45,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1126 |
|
2.618 |
1.1031 |
|
1.618 |
1.0972 |
|
1.000 |
1.0936 |
|
0.618 |
1.0914 |
|
HIGH |
1.0878 |
|
0.618 |
1.0855 |
|
0.500 |
1.0848 |
|
0.382 |
1.0841 |
|
LOW |
1.0819 |
|
0.618 |
1.0783 |
|
1.000 |
1.0761 |
|
1.618 |
1.0724 |
|
2.618 |
1.0666 |
|
4.250 |
1.0570 |
|
|
| Fisher Pivots for day following 19-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0862 |
1.0868 |
| PP |
1.0855 |
1.0867 |
| S1 |
1.0848 |
1.0867 |
|