CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 20-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2023 |
20-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0831 |
1.0867 |
0.0037 |
0.3% |
1.0877 |
| High |
1.0878 |
1.0896 |
0.0018 |
0.2% |
1.0928 |
| Low |
1.0819 |
1.0839 |
0.0020 |
0.2% |
1.0806 |
| Close |
1.0869 |
1.0891 |
0.0022 |
0.2% |
1.0891 |
| Range |
0.0059 |
0.0057 |
-0.0002 |
-2.6% |
0.0122 |
| ATR |
0.0099 |
0.0096 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
175,461 |
143,187 |
-32,274 |
-18.4% |
854,301 |
|
| Daily Pivots for day following 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1046 |
1.1025 |
1.0922 |
|
| R3 |
1.0989 |
1.0968 |
1.0906 |
|
| R2 |
1.0932 |
1.0932 |
1.0901 |
|
| R1 |
1.0911 |
1.0911 |
1.0896 |
1.0922 |
| PP |
1.0875 |
1.0875 |
1.0875 |
1.0880 |
| S1 |
1.0854 |
1.0854 |
1.0885 |
1.0865 |
| S2 |
1.0818 |
1.0818 |
1.0880 |
|
| S3 |
1.0761 |
1.0797 |
1.0875 |
|
| S4 |
1.0704 |
1.0740 |
1.0859 |
|
|
| Weekly Pivots for week ending 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1241 |
1.1188 |
1.0958 |
|
| R3 |
1.1119 |
1.1066 |
1.0924 |
|
| R2 |
1.0997 |
1.0997 |
1.0913 |
|
| R1 |
1.0944 |
1.0944 |
1.0902 |
1.0970 |
| PP |
1.0875 |
1.0875 |
1.0875 |
1.0888 |
| S1 |
1.0822 |
1.0822 |
1.0879 |
1.0848 |
| S2 |
1.0753 |
1.0753 |
1.0868 |
|
| S3 |
1.0631 |
1.0700 |
1.0857 |
|
| S4 |
1.0509 |
1.0578 |
1.0823 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0928 |
1.0806 |
0.0122 |
1.1% |
0.0085 |
0.8% |
70% |
False |
False |
206,156 |
| 10 |
1.0928 |
1.0529 |
0.0399 |
3.7% |
0.0097 |
0.9% |
91% |
False |
False |
205,353 |
| 20 |
1.0928 |
1.0529 |
0.0399 |
3.7% |
0.0091 |
0.8% |
91% |
False |
False |
186,765 |
| 40 |
1.0928 |
1.0336 |
0.0592 |
5.4% |
0.0096 |
0.9% |
94% |
False |
False |
139,280 |
| 60 |
1.0928 |
0.9835 |
0.1093 |
10.0% |
0.0107 |
1.0% |
97% |
False |
False |
93,203 |
| 80 |
1.0928 |
0.9658 |
0.1270 |
11.7% |
0.0109 |
1.0% |
97% |
False |
False |
70,091 |
| 100 |
1.0928 |
0.9658 |
0.1270 |
11.7% |
0.0107 |
1.0% |
97% |
False |
False |
56,262 |
| 120 |
1.0928 |
0.9658 |
0.1270 |
11.7% |
0.0100 |
0.9% |
97% |
False |
False |
46,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1138 |
|
2.618 |
1.1045 |
|
1.618 |
1.0988 |
|
1.000 |
1.0953 |
|
0.618 |
1.0931 |
|
HIGH |
1.0896 |
|
0.618 |
1.0874 |
|
0.500 |
1.0867 |
|
0.382 |
1.0860 |
|
LOW |
1.0839 |
|
0.618 |
1.0803 |
|
1.000 |
1.0782 |
|
1.618 |
1.0746 |
|
2.618 |
1.0689 |
|
4.250 |
1.0596 |
|
|
| Fisher Pivots for day following 20-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0883 |
1.0883 |
| PP |
1.0875 |
1.0875 |
| S1 |
1.0867 |
1.0867 |
|