CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 06-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2023 |
06-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0733 |
1.0640 |
-0.0093 |
-0.9% |
1.0773 |
| High |
1.0738 |
1.0757 |
0.0019 |
0.2% |
1.0793 |
| Low |
1.0630 |
1.0594 |
-0.0036 |
-0.3% |
1.0594 |
| Close |
1.0641 |
1.0756 |
0.0115 |
1.1% |
1.0756 |
| Range |
0.0108 |
0.0163 |
0.0055 |
50.5% |
0.0199 |
| ATR |
0.0083 |
0.0088 |
0.0006 |
6.9% |
0.0000 |
| Volume |
663 |
1,056 |
393 |
59.3% |
2,506 |
|
| Daily Pivots for day following 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1190 |
1.1135 |
1.0845 |
|
| R3 |
1.1027 |
1.0973 |
1.0800 |
|
| R2 |
1.0865 |
1.0865 |
1.0785 |
|
| R1 |
1.0810 |
1.0810 |
1.0770 |
1.0837 |
| PP |
1.0702 |
1.0702 |
1.0702 |
1.0716 |
| S1 |
1.0648 |
1.0648 |
1.0741 |
1.0675 |
| S2 |
1.0540 |
1.0540 |
1.0726 |
|
| S3 |
1.0377 |
1.0485 |
1.0711 |
|
| S4 |
1.0215 |
1.0323 |
1.0666 |
|
|
| Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1311 |
1.1232 |
1.0865 |
|
| R3 |
1.1112 |
1.1033 |
1.0810 |
|
| R2 |
1.0913 |
1.0913 |
1.0792 |
|
| R1 |
1.0834 |
1.0834 |
1.0774 |
1.0774 |
| PP |
1.0714 |
1.0714 |
1.0714 |
1.0684 |
| S1 |
1.0635 |
1.0635 |
1.0737 |
1.0575 |
| S2 |
1.0515 |
1.0515 |
1.0719 |
|
| S3 |
1.0316 |
1.0436 |
1.0701 |
|
| S4 |
1.0117 |
1.0237 |
1.0646 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0828 |
1.0594 |
0.0234 |
2.2% |
0.0112 |
1.0% |
69% |
False |
True |
578 |
| 10 |
1.0828 |
1.0594 |
0.0234 |
2.2% |
0.0084 |
0.8% |
69% |
False |
True |
437 |
| 20 |
1.0860 |
1.0594 |
0.0266 |
2.5% |
0.0080 |
0.7% |
61% |
False |
True |
514 |
| 40 |
1.0860 |
1.0150 |
0.0710 |
6.6% |
0.0083 |
0.8% |
85% |
False |
False |
529 |
| 60 |
1.0860 |
0.9826 |
0.1034 |
9.6% |
0.0082 |
0.8% |
90% |
False |
False |
444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1447 |
|
2.618 |
1.1182 |
|
1.618 |
1.1019 |
|
1.000 |
1.0919 |
|
0.618 |
1.0857 |
|
HIGH |
1.0757 |
|
0.618 |
1.0694 |
|
0.500 |
1.0675 |
|
0.382 |
1.0656 |
|
LOW |
1.0594 |
|
0.618 |
1.0494 |
|
1.000 |
1.0432 |
|
1.618 |
1.0331 |
|
2.618 |
1.0169 |
|
4.250 |
0.9903 |
|
|
| Fisher Pivots for day following 06-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0729 |
1.0729 |
| PP |
1.0702 |
1.0702 |
| S1 |
1.0675 |
1.0675 |
|