CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 12-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2023 |
12-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0852 |
1.0870 |
0.0018 |
0.2% |
1.0773 |
| High |
1.0880 |
1.0960 |
0.0080 |
0.7% |
1.0793 |
| Low |
1.0836 |
1.0827 |
-0.0009 |
-0.1% |
1.0594 |
| Close |
1.0872 |
1.0954 |
0.0082 |
0.8% |
1.0756 |
| Range |
0.0045 |
0.0133 |
0.0089 |
198.9% |
0.0199 |
| ATR |
0.0083 |
0.0087 |
0.0004 |
4.3% |
0.0000 |
| Volume |
757 |
1,915 |
1,158 |
153.0% |
2,506 |
|
| Daily Pivots for day following 12-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1313 |
1.1266 |
1.1027 |
|
| R3 |
1.1180 |
1.1133 |
1.0991 |
|
| R2 |
1.1047 |
1.1047 |
1.0978 |
|
| R1 |
1.1000 |
1.1000 |
1.0966 |
1.1024 |
| PP |
1.0914 |
1.0914 |
1.0914 |
1.0925 |
| S1 |
1.0867 |
1.0867 |
1.0942 |
1.0891 |
| S2 |
1.0781 |
1.0781 |
1.0930 |
|
| S3 |
1.0648 |
1.0734 |
1.0917 |
|
| S4 |
1.0515 |
1.0601 |
1.0881 |
|
|
| 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 |
1.0960 |
1.0594 |
0.0366 |
3.3% |
0.0096 |
0.9% |
98% |
True |
False |
891 |
| 10 |
1.0960 |
1.0594 |
0.0366 |
3.3% |
0.0095 |
0.9% |
98% |
True |
False |
634 |
| 20 |
1.0960 |
1.0594 |
0.0366 |
3.3% |
0.0078 |
0.7% |
98% |
True |
False |
517 |
| 40 |
1.0960 |
1.0400 |
0.0560 |
5.1% |
0.0077 |
0.7% |
99% |
True |
False |
581 |
| 60 |
1.0960 |
0.9889 |
0.1071 |
9.8% |
0.0082 |
0.7% |
99% |
True |
False |
488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1525 |
|
2.618 |
1.1308 |
|
1.618 |
1.1175 |
|
1.000 |
1.1093 |
|
0.618 |
1.1042 |
|
HIGH |
1.0960 |
|
0.618 |
1.0909 |
|
0.500 |
1.0894 |
|
0.382 |
1.0878 |
|
LOW |
1.0827 |
|
0.618 |
1.0745 |
|
1.000 |
1.0694 |
|
1.618 |
1.0612 |
|
2.618 |
1.0479 |
|
4.250 |
1.0262 |
|
|
| Fisher Pivots for day following 12-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0934 |
1.0934 |
| PP |
1.0914 |
1.0913 |
| S1 |
1.0894 |
1.0893 |
|