CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 18-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2023 |
18-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0951 |
1.0896 |
-0.0055 |
-0.5% |
1.0764 |
| High |
1.0972 |
1.0982 |
0.0010 |
0.1% |
1.0972 |
| Low |
1.0883 |
1.0871 |
-0.0013 |
-0.1% |
1.0764 |
| Close |
1.0896 |
1.0898 |
0.0002 |
0.0% |
1.0933 |
| Range |
0.0089 |
0.0112 |
0.0023 |
25.3% |
0.0208 |
| ATR |
0.0087 |
0.0089 |
0.0002 |
2.0% |
0.0000 |
| Volume |
1,105 |
658 |
-447 |
-40.5% |
4,107 |
|
| Daily Pivots for day following 18-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1251 |
1.1186 |
1.0959 |
|
| R3 |
1.1140 |
1.1075 |
1.0929 |
|
| R2 |
1.1028 |
1.1028 |
1.0918 |
|
| R1 |
1.0963 |
1.0963 |
1.0908 |
1.0996 |
| PP |
1.0917 |
1.0917 |
1.0917 |
1.0933 |
| S1 |
1.0852 |
1.0852 |
1.0888 |
1.0884 |
| S2 |
1.0805 |
1.0805 |
1.0878 |
|
| S3 |
1.0694 |
1.0740 |
1.0867 |
|
| S4 |
1.0582 |
1.0629 |
1.0837 |
|
|
| Weekly Pivots for week ending 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1512 |
1.1430 |
1.1047 |
|
| R3 |
1.1305 |
1.1223 |
1.0990 |
|
| R2 |
1.1097 |
1.1097 |
1.0971 |
|
| R1 |
1.1015 |
1.1015 |
1.0952 |
1.1056 |
| PP |
1.0890 |
1.0890 |
1.0890 |
1.0910 |
| S1 |
1.0808 |
1.0808 |
1.0914 |
1.0849 |
| S2 |
1.0682 |
1.0682 |
1.0895 |
|
| S3 |
1.0475 |
1.0600 |
1.0876 |
|
| S4 |
1.0267 |
1.0393 |
1.0819 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0982 |
1.0827 |
0.0155 |
1.4% |
0.0093 |
0.8% |
46% |
True |
False |
1,028 |
| 10 |
1.0982 |
1.0594 |
0.0388 |
3.6% |
0.0093 |
0.9% |
78% |
True |
False |
794 |
| 20 |
1.0982 |
1.0594 |
0.0388 |
3.6% |
0.0079 |
0.7% |
78% |
True |
False |
568 |
| 40 |
1.0982 |
1.0400 |
0.0582 |
5.3% |
0.0079 |
0.7% |
86% |
True |
False |
621 |
| 60 |
1.0982 |
0.9889 |
0.1093 |
10.0% |
0.0085 |
0.8% |
92% |
True |
False |
485 |
| 80 |
1.0982 |
0.9725 |
0.1257 |
11.5% |
0.0084 |
0.8% |
93% |
True |
False |
418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1456 |
|
2.618 |
1.1274 |
|
1.618 |
1.1162 |
|
1.000 |
1.1094 |
|
0.618 |
1.1051 |
|
HIGH |
1.0982 |
|
0.618 |
1.0939 |
|
0.500 |
1.0926 |
|
0.382 |
1.0913 |
|
LOW |
1.0871 |
|
0.618 |
1.0802 |
|
1.000 |
1.0759 |
|
1.618 |
1.0690 |
|
2.618 |
1.0579 |
|
4.250 |
1.0397 |
|
|
| Fisher Pivots for day following 18-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0926 |
1.0926 |
| PP |
1.0917 |
1.0917 |
| S1 |
1.0907 |
1.0907 |
|