CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 03-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2022 |
03-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0775 |
1.0773 |
-0.0002 |
0.0% |
1.0757 |
| High |
1.0828 |
1.0793 |
-0.0035 |
-0.3% |
1.0828 |
| Low |
1.0758 |
1.0635 |
-0.0123 |
-1.1% |
1.0731 |
| Close |
1.0817 |
1.0679 |
-0.0138 |
-1.3% |
1.0817 |
| Range |
0.0070 |
0.0158 |
0.0089 |
127.3% |
0.0097 |
| ATR |
0.0075 |
0.0082 |
0.0008 |
10.3% |
0.0000 |
| Volume |
387 |
427 |
40 |
10.3% |
1,074 |
|
| Daily Pivots for day following 03-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1176 |
1.1086 |
1.0766 |
|
| R3 |
1.1018 |
1.0928 |
1.0722 |
|
| R2 |
1.0860 |
1.0860 |
1.0708 |
|
| R1 |
1.0770 |
1.0770 |
1.0693 |
1.0736 |
| PP |
1.0702 |
1.0702 |
1.0702 |
1.0686 |
| S1 |
1.0612 |
1.0612 |
1.0665 |
1.0578 |
| S2 |
1.0544 |
1.0544 |
1.0650 |
|
| S3 |
1.0386 |
1.0454 |
1.0636 |
|
| S4 |
1.0228 |
1.0296 |
1.0592 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1083 |
1.1047 |
1.0870 |
|
| R3 |
1.0986 |
1.0950 |
1.0844 |
|
| R2 |
1.0889 |
1.0889 |
1.0835 |
|
| R1 |
1.0853 |
1.0853 |
1.0826 |
1.0871 |
| PP |
1.0792 |
1.0792 |
1.0792 |
1.0801 |
| S1 |
1.0756 |
1.0756 |
1.0808 |
1.0774 |
| S2 |
1.0695 |
1.0695 |
1.0799 |
|
| S3 |
1.0598 |
1.0659 |
1.0790 |
|
| S4 |
1.0501 |
1.0562 |
1.0764 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0828 |
1.0635 |
0.0193 |
1.8% |
0.0078 |
0.7% |
23% |
False |
True |
300 |
| 10 |
1.0828 |
1.0635 |
0.0193 |
1.8% |
0.0065 |
0.6% |
23% |
False |
True |
343 |
| 20 |
1.0860 |
1.0608 |
0.0252 |
2.4% |
0.0074 |
0.7% |
28% |
False |
False |
767 |
| 40 |
1.0860 |
0.9920 |
0.0941 |
8.8% |
0.0084 |
0.8% |
81% |
False |
False |
479 |
| 60 |
1.0860 |
0.9826 |
0.1034 |
9.7% |
0.0079 |
0.7% |
82% |
False |
False |
410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1465 |
|
2.618 |
1.1207 |
|
1.618 |
1.1049 |
|
1.000 |
1.0951 |
|
0.618 |
1.0891 |
|
HIGH |
1.0793 |
|
0.618 |
1.0733 |
|
0.500 |
1.0714 |
|
0.382 |
1.0695 |
|
LOW |
1.0635 |
|
0.618 |
1.0537 |
|
1.000 |
1.0477 |
|
1.618 |
1.0379 |
|
2.618 |
1.0221 |
|
4.250 |
0.9964 |
|
|
| Fisher Pivots for day following 03-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0714 |
1.0731 |
| PP |
1.0702 |
1.0714 |
| S1 |
1.0691 |
1.0696 |
|