CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 27-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2023 |
27-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0948 |
1.0924 |
-0.0024 |
-0.2% |
1.0901 |
| High |
1.0962 |
1.0932 |
-0.0030 |
-0.3% |
1.0963 |
| Low |
1.0882 |
1.0869 |
-0.0013 |
-0.1% |
1.0869 |
| Close |
1.0921 |
1.0900 |
-0.0021 |
-0.2% |
1.0900 |
| Range |
0.0080 |
0.0063 |
-0.0017 |
-21.3% |
0.0094 |
| ATR |
0.0090 |
0.0088 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
171,085 |
165,243 |
-5,842 |
-3.4% |
825,173 |
|
| Daily Pivots for day following 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1089 |
1.1058 |
1.0935 |
|
| R3 |
1.1026 |
1.0995 |
1.0917 |
|
| R2 |
1.0963 |
1.0963 |
1.0912 |
|
| R1 |
1.0932 |
1.0932 |
1.0906 |
1.0916 |
| PP |
1.0900 |
1.0900 |
1.0900 |
1.0892 |
| S1 |
1.0869 |
1.0869 |
1.0894 |
1.0853 |
| S2 |
1.0837 |
1.0837 |
1.0888 |
|
| S3 |
1.0774 |
1.0806 |
1.0883 |
|
| S4 |
1.0711 |
1.0743 |
1.0865 |
|
|
| Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1192 |
1.1140 |
1.0952 |
|
| R3 |
1.1098 |
1.1046 |
1.0926 |
|
| R2 |
1.1004 |
1.1004 |
1.0917 |
|
| R1 |
1.0952 |
1.0952 |
1.0909 |
1.0931 |
| PP |
1.0910 |
1.0910 |
1.0910 |
1.0900 |
| S1 |
1.0858 |
1.0858 |
1.0891 |
1.0837 |
| S2 |
1.0816 |
1.0816 |
1.0883 |
|
| S3 |
1.0722 |
1.0764 |
1.0874 |
|
| S4 |
1.0628 |
1.0670 |
1.0848 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0963 |
1.0869 |
0.0094 |
0.9% |
0.0071 |
0.6% |
34% |
False |
True |
165,034 |
| 10 |
1.0963 |
1.0806 |
0.0157 |
1.4% |
0.0078 |
0.7% |
60% |
False |
False |
185,595 |
| 20 |
1.0963 |
1.0529 |
0.0434 |
4.0% |
0.0093 |
0.9% |
86% |
False |
False |
192,190 |
| 40 |
1.0963 |
1.0372 |
0.0591 |
5.4% |
0.0093 |
0.9% |
89% |
False |
False |
159,156 |
| 60 |
1.0963 |
0.9835 |
0.1128 |
10.3% |
0.0104 |
1.0% |
94% |
False |
False |
106,897 |
| 80 |
1.0963 |
0.9762 |
0.1201 |
11.0% |
0.0105 |
1.0% |
95% |
False |
False |
80,344 |
| 100 |
1.0963 |
0.9658 |
0.1305 |
12.0% |
0.0107 |
1.0% |
95% |
False |
False |
64,502 |
| 120 |
1.0963 |
0.9658 |
0.1305 |
12.0% |
0.0101 |
0.9% |
95% |
False |
False |
53,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1199 |
|
2.618 |
1.1096 |
|
1.618 |
1.1033 |
|
1.000 |
1.0995 |
|
0.618 |
1.0970 |
|
HIGH |
1.0932 |
|
0.618 |
1.0907 |
|
0.500 |
1.0900 |
|
0.382 |
1.0893 |
|
LOW |
1.0869 |
|
0.618 |
1.0830 |
|
1.000 |
1.0806 |
|
1.618 |
1.0767 |
|
2.618 |
1.0704 |
|
4.250 |
1.0601 |
|
|
| Fisher Pivots for day following 27-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0900 |
1.0915 |
| PP |
1.0900 |
1.0910 |
| S1 |
1.0900 |
1.0905 |
|