CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 31-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2023 |
31-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0898 |
1.0882 |
-0.0017 |
-0.2% |
1.0901 |
| High |
1.0945 |
1.0905 |
-0.0040 |
-0.4% |
1.0963 |
| Low |
1.0869 |
1.0831 |
-0.0039 |
-0.4% |
1.0869 |
| Close |
1.0877 |
1.0893 |
0.0016 |
0.1% |
1.0900 |
| Range |
0.0076 |
0.0074 |
-0.0002 |
-2.0% |
0.0094 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
165,174 |
186,452 |
21,278 |
12.9% |
825,173 |
|
| Daily Pivots for day following 31-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1098 |
1.1069 |
1.0933 |
|
| R3 |
1.1024 |
1.0995 |
1.0913 |
|
| R2 |
1.0950 |
1.0950 |
1.0906 |
|
| R1 |
1.0921 |
1.0921 |
1.0899 |
1.0936 |
| PP |
1.0876 |
1.0876 |
1.0876 |
1.0883 |
| S1 |
1.0847 |
1.0847 |
1.0886 |
1.0862 |
| S2 |
1.0802 |
1.0802 |
1.0879 |
|
| S3 |
1.0728 |
1.0773 |
1.0872 |
|
| S4 |
1.0654 |
1.0699 |
1.0852 |
|
|
| 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 |
1.0962 |
1.0831 |
0.0131 |
1.2% |
0.0072 |
0.7% |
47% |
False |
True |
169,965 |
| 10 |
1.0963 |
1.0806 |
0.0157 |
1.4% |
0.0074 |
0.7% |
55% |
False |
False |
174,442 |
| 20 |
1.0963 |
1.0529 |
0.0434 |
4.0% |
0.0093 |
0.8% |
84% |
False |
False |
195,347 |
| 40 |
1.0963 |
1.0509 |
0.0454 |
4.2% |
0.0090 |
0.8% |
85% |
False |
False |
167,289 |
| 60 |
1.0963 |
0.9835 |
0.1128 |
10.4% |
0.0102 |
0.9% |
94% |
False |
False |
112,725 |
| 80 |
1.0963 |
0.9762 |
0.1201 |
11.0% |
0.0102 |
0.9% |
94% |
False |
False |
84,720 |
| 100 |
1.0963 |
0.9658 |
0.1305 |
12.0% |
0.0106 |
1.0% |
95% |
False |
False |
67,985 |
| 120 |
1.0963 |
0.9658 |
0.1305 |
12.0% |
0.0102 |
0.9% |
95% |
False |
False |
56,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1219 |
|
2.618 |
1.1098 |
|
1.618 |
1.1024 |
|
1.000 |
1.0979 |
|
0.618 |
1.0950 |
|
HIGH |
1.0905 |
|
0.618 |
1.0876 |
|
0.500 |
1.0868 |
|
0.382 |
1.0859 |
|
LOW |
1.0831 |
|
0.618 |
1.0785 |
|
1.000 |
1.0757 |
|
1.618 |
1.0711 |
|
2.618 |
1.0637 |
|
4.250 |
1.0516 |
|
|
| Fisher Pivots for day following 31-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0884 |
1.0891 |
| PP |
1.0876 |
1.0889 |
| S1 |
1.0868 |
1.0888 |
|