CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 19-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2023 |
19-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0896 |
1.0885 |
-0.0011 |
-0.1% |
1.0764 |
| High |
1.0982 |
1.0935 |
-0.0047 |
-0.4% |
1.0972 |
| Low |
1.0871 |
1.0885 |
0.0015 |
0.1% |
1.0764 |
| Close |
1.0898 |
1.0930 |
0.0032 |
0.3% |
1.0933 |
| Range |
0.0112 |
0.0050 |
-0.0062 |
-55.2% |
0.0208 |
| ATR |
0.0089 |
0.0086 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
658 |
555 |
-103 |
-15.7% |
4,107 |
|
| Daily Pivots for day following 19-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1067 |
1.1048 |
1.0957 |
|
| R3 |
1.1017 |
1.0998 |
1.0943 |
|
| R2 |
1.0967 |
1.0967 |
1.0939 |
|
| R1 |
1.0948 |
1.0948 |
1.0934 |
1.0957 |
| PP |
1.0917 |
1.0917 |
1.0917 |
1.0921 |
| S1 |
1.0898 |
1.0898 |
1.0925 |
1.0907 |
| S2 |
1.0867 |
1.0867 |
1.0920 |
|
| S3 |
1.0817 |
1.0848 |
1.0916 |
|
| S4 |
1.0767 |
1.0798 |
1.0902 |
|
|
| 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% |
0.0094 |
0.9% |
66% |
False |
False |
988 |
| 10 |
1.0982 |
1.0594 |
0.0388 |
3.6% |
0.0092 |
0.8% |
86% |
False |
False |
814 |
| 20 |
1.0982 |
1.0594 |
0.0388 |
3.6% |
0.0080 |
0.7% |
86% |
False |
False |
574 |
| 40 |
1.0982 |
1.0400 |
0.0582 |
5.3% |
0.0079 |
0.7% |
91% |
False |
False |
634 |
| 60 |
1.0982 |
0.9920 |
0.1063 |
9.7% |
0.0083 |
0.8% |
95% |
False |
False |
481 |
| 80 |
1.0982 |
0.9725 |
0.1257 |
11.5% |
0.0083 |
0.8% |
96% |
False |
False |
425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1148 |
|
2.618 |
1.1066 |
|
1.618 |
1.1016 |
|
1.000 |
1.0985 |
|
0.618 |
1.0966 |
|
HIGH |
1.0935 |
|
0.618 |
1.0916 |
|
0.500 |
1.0910 |
|
0.382 |
1.0904 |
|
LOW |
1.0885 |
|
0.618 |
1.0854 |
|
1.000 |
1.0835 |
|
1.618 |
1.0804 |
|
2.618 |
1.0754 |
|
4.250 |
1.0673 |
|
|
| Fisher Pivots for day following 19-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0923 |
1.0928 |
| PP |
1.0917 |
1.0927 |
| S1 |
1.0910 |
1.0926 |
|