CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 23-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2023 |
23-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0932 |
1.0963 |
0.0031 |
0.3% |
1.0951 |
| High |
1.0957 |
1.1021 |
0.0065 |
0.6% |
1.0982 |
| Low |
1.0901 |
1.0945 |
0.0044 |
0.4% |
1.0871 |
| Close |
1.0952 |
1.0955 |
0.0003 |
0.0% |
1.0952 |
| Range |
0.0056 |
0.0076 |
0.0021 |
36.9% |
0.0112 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
689 |
397 |
-292 |
-42.4% |
3,007 |
|
| Daily Pivots for day following 23-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1202 |
1.1154 |
1.0996 |
|
| R3 |
1.1126 |
1.1078 |
1.0975 |
|
| R2 |
1.1050 |
1.1050 |
1.0968 |
|
| R1 |
1.1002 |
1.1002 |
1.0961 |
1.0988 |
| PP |
1.0974 |
1.0974 |
1.0974 |
1.0966 |
| S1 |
1.0926 |
1.0926 |
1.0948 |
1.0912 |
| S2 |
1.0898 |
1.0898 |
1.0941 |
|
| S3 |
1.0822 |
1.0850 |
1.0934 |
|
| S4 |
1.0746 |
1.0774 |
1.0913 |
|
|
| Weekly Pivots for week ending 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1269 |
1.1222 |
1.1013 |
|
| R3 |
1.1158 |
1.1110 |
1.0982 |
|
| R2 |
1.1046 |
1.1046 |
1.0972 |
|
| R1 |
1.0999 |
1.0999 |
1.0962 |
1.1023 |
| PP |
1.0935 |
1.0935 |
1.0935 |
1.0947 |
| S1 |
1.0887 |
1.0887 |
1.0941 |
1.0911 |
| S2 |
1.0823 |
1.0823 |
1.0931 |
|
| S3 |
1.0712 |
1.0776 |
1.0921 |
|
| S4 |
1.0600 |
1.0664 |
1.0890 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1021 |
1.0871 |
0.0151 |
1.4% |
0.0076 |
0.7% |
56% |
True |
False |
680 |
| 10 |
1.1021 |
1.0764 |
0.0257 |
2.3% |
0.0078 |
0.7% |
74% |
True |
False |
751 |
| 20 |
1.1021 |
1.0594 |
0.0427 |
3.9% |
0.0081 |
0.7% |
84% |
True |
False |
594 |
| 40 |
1.1021 |
1.0478 |
0.0544 |
5.0% |
0.0080 |
0.7% |
88% |
True |
False |
653 |
| 60 |
1.1021 |
0.9920 |
0.1102 |
10.1% |
0.0082 |
0.7% |
94% |
True |
False |
488 |
| 80 |
1.1021 |
0.9725 |
0.1296 |
11.8% |
0.0082 |
0.7% |
95% |
True |
False |
438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1344 |
|
2.618 |
1.1220 |
|
1.618 |
1.1144 |
|
1.000 |
1.1097 |
|
0.618 |
1.1068 |
|
HIGH |
1.1021 |
|
0.618 |
1.0992 |
|
0.500 |
1.0983 |
|
0.382 |
1.0974 |
|
LOW |
1.0945 |
|
0.618 |
1.0898 |
|
1.000 |
1.0869 |
|
1.618 |
1.0822 |
|
2.618 |
1.0746 |
|
4.250 |
1.0622 |
|
|
| Fisher Pivots for day following 23-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0983 |
1.0954 |
| PP |
1.0974 |
1.0954 |
| S1 |
1.0964 |
1.0953 |
|