CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 26-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2023 |
26-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0920 |
1.0948 |
0.0029 |
0.3% |
1.0877 |
| High |
1.0958 |
1.0962 |
0.0004 |
0.0% |
1.0928 |
| Low |
1.0892 |
1.0882 |
-0.0010 |
-0.1% |
1.0806 |
| Close |
1.0949 |
1.0921 |
-0.0028 |
-0.3% |
1.0891 |
| Range |
0.0067 |
0.0080 |
0.0014 |
20.3% |
0.0122 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
161,872 |
171,085 |
9,213 |
5.7% |
854,301 |
|
| Daily Pivots for day following 26-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1161 |
1.1121 |
1.0965 |
|
| R3 |
1.1081 |
1.1041 |
1.0943 |
|
| R2 |
1.1001 |
1.1001 |
1.0935 |
|
| R1 |
1.0961 |
1.0961 |
1.0928 |
1.0941 |
| PP |
1.0921 |
1.0921 |
1.0921 |
1.0911 |
| S1 |
1.0881 |
1.0881 |
1.0913 |
1.0861 |
| S2 |
1.0841 |
1.0841 |
1.0906 |
|
| S3 |
1.0761 |
1.0801 |
1.0899 |
|
| S4 |
1.0681 |
1.0721 |
1.0877 |
|
|
| 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 |
1.0839 |
0.0124 |
1.1% |
0.0069 |
0.6% |
66% |
False |
False |
160,623 |
| 10 |
1.0963 |
1.0758 |
0.0205 |
1.9% |
0.0087 |
0.8% |
79% |
False |
False |
197,845 |
| 20 |
1.0963 |
1.0529 |
0.0434 |
4.0% |
0.0093 |
0.9% |
90% |
False |
False |
190,718 |
| 40 |
1.0963 |
1.0372 |
0.0591 |
5.4% |
0.0093 |
0.9% |
93% |
False |
False |
155,145 |
| 60 |
1.0963 |
0.9835 |
0.1128 |
10.3% |
0.0104 |
1.0% |
96% |
False |
False |
104,151 |
| 80 |
1.0963 |
0.9762 |
0.1201 |
11.0% |
0.0105 |
1.0% |
97% |
False |
False |
78,287 |
| 100 |
1.0963 |
0.9658 |
0.1305 |
12.0% |
0.0107 |
1.0% |
97% |
False |
False |
62,852 |
| 120 |
1.0963 |
0.9658 |
0.1305 |
12.0% |
0.0101 |
0.9% |
97% |
False |
False |
52,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1302 |
|
2.618 |
1.1171 |
|
1.618 |
1.1091 |
|
1.000 |
1.1042 |
|
0.618 |
1.1011 |
|
HIGH |
1.0962 |
|
0.618 |
1.0931 |
|
0.500 |
1.0922 |
|
0.382 |
1.0912 |
|
LOW |
1.0882 |
|
0.618 |
1.0832 |
|
1.000 |
1.0802 |
|
1.618 |
1.0752 |
|
2.618 |
1.0672 |
|
4.250 |
1.0542 |
|
|
| Fisher Pivots for day following 26-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0922 |
1.0919 |
| PP |
1.0921 |
1.0917 |
| S1 |
1.0921 |
1.0916 |
|