CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 25-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2023 |
25-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0906 |
1.0920 |
0.0014 |
0.1% |
1.0877 |
| High |
1.0933 |
1.0958 |
0.0025 |
0.2% |
1.0928 |
| Low |
1.0870 |
1.0892 |
0.0022 |
0.2% |
1.0806 |
| Close |
1.0919 |
1.0949 |
0.0030 |
0.3% |
1.0891 |
| Range |
0.0063 |
0.0067 |
0.0004 |
5.6% |
0.0122 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
150,809 |
161,872 |
11,063 |
7.3% |
854,301 |
|
| Daily Pivots for day following 25-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1132 |
1.1107 |
1.0985 |
|
| R3 |
1.1066 |
1.1040 |
1.0967 |
|
| R2 |
1.0999 |
1.0999 |
1.0961 |
|
| R1 |
1.0974 |
1.0974 |
1.0955 |
1.0987 |
| PP |
1.0933 |
1.0933 |
1.0933 |
1.0939 |
| S1 |
1.0907 |
1.0907 |
1.0942 |
1.0920 |
| S2 |
1.0866 |
1.0866 |
1.0936 |
|
| S3 |
1.0800 |
1.0841 |
1.0930 |
|
| S4 |
1.0733 |
1.0774 |
1.0912 |
|
|
| 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 |
1.0963 |
1.0819 |
0.0144 |
1.3% |
0.0065 |
0.6% |
90% |
False |
False |
161,498 |
| 10 |
1.0963 |
1.0758 |
0.0205 |
1.9% |
0.0084 |
0.8% |
93% |
False |
False |
196,084 |
| 20 |
1.0963 |
1.0529 |
0.0434 |
4.0% |
0.0092 |
0.8% |
97% |
False |
False |
188,783 |
| 40 |
1.0963 |
1.0372 |
0.0591 |
5.4% |
0.0095 |
0.9% |
98% |
False |
False |
151,004 |
| 60 |
1.0963 |
0.9835 |
0.1128 |
10.3% |
0.0104 |
0.9% |
99% |
False |
False |
101,314 |
| 80 |
1.0963 |
0.9762 |
0.1201 |
11.0% |
0.0105 |
1.0% |
99% |
False |
False |
76,159 |
| 100 |
1.0963 |
0.9658 |
0.1305 |
11.9% |
0.0107 |
1.0% |
99% |
False |
False |
61,142 |
| 120 |
1.0963 |
0.9658 |
0.1305 |
11.9% |
0.0101 |
0.9% |
99% |
False |
False |
50,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1241 |
|
2.618 |
1.1132 |
|
1.618 |
1.1066 |
|
1.000 |
1.1025 |
|
0.618 |
1.0999 |
|
HIGH |
1.0958 |
|
0.618 |
1.0933 |
|
0.500 |
1.0925 |
|
0.382 |
1.0917 |
|
LOW |
1.0892 |
|
0.618 |
1.0850 |
|
1.000 |
1.0825 |
|
1.618 |
1.0784 |
|
2.618 |
1.0717 |
|
4.250 |
1.0609 |
|
|
| Fisher Pivots for day following 25-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0941 |
1.0938 |
| PP |
1.0933 |
1.0927 |
| S1 |
1.0925 |
1.0916 |
|