CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 24-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2023 |
24-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0963 |
1.0977 |
0.0014 |
0.1% |
1.0951 |
| High |
1.1021 |
1.0990 |
-0.0032 |
-0.3% |
1.0982 |
| Low |
1.0945 |
1.0937 |
-0.0008 |
-0.1% |
1.0871 |
| Close |
1.0955 |
1.0980 |
0.0026 |
0.2% |
1.0952 |
| Range |
0.0076 |
0.0053 |
-0.0024 |
-30.9% |
0.0112 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
397 |
670 |
273 |
68.8% |
3,007 |
|
| Daily Pivots for day following 24-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1126 |
1.1106 |
1.1009 |
|
| R3 |
1.1074 |
1.1053 |
1.0994 |
|
| R2 |
1.1021 |
1.1021 |
1.0990 |
|
| R1 |
1.1001 |
1.1001 |
1.0985 |
1.1011 |
| PP |
1.0969 |
1.0969 |
1.0969 |
1.0974 |
| S1 |
1.0948 |
1.0948 |
1.0975 |
1.0959 |
| S2 |
1.0916 |
1.0916 |
1.0970 |
|
| S3 |
1.0864 |
1.0896 |
1.0966 |
|
| S4 |
1.0811 |
1.0843 |
1.0951 |
|
|
| 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% |
0.0069 |
0.6% |
73% |
False |
False |
593 |
| 10 |
1.1021 |
1.0826 |
0.0195 |
1.8% |
0.0073 |
0.7% |
79% |
False |
False |
760 |
| 20 |
1.1021 |
1.0594 |
0.0427 |
3.9% |
0.0080 |
0.7% |
90% |
False |
False |
595 |
| 40 |
1.1021 |
1.0478 |
0.0544 |
4.9% |
0.0080 |
0.7% |
92% |
False |
False |
668 |
| 60 |
1.1021 |
0.9920 |
0.1102 |
10.0% |
0.0082 |
0.7% |
96% |
False |
False |
497 |
| 80 |
1.1021 |
0.9826 |
0.1195 |
10.9% |
0.0080 |
0.7% |
97% |
False |
False |
444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1213 |
|
2.618 |
1.1127 |
|
1.618 |
1.1074 |
|
1.000 |
1.1042 |
|
0.618 |
1.1022 |
|
HIGH |
1.0990 |
|
0.618 |
1.0969 |
|
0.500 |
1.0963 |
|
0.382 |
1.0957 |
|
LOW |
1.0937 |
|
0.618 |
1.0905 |
|
1.000 |
1.0885 |
|
1.618 |
1.0852 |
|
2.618 |
1.0800 |
|
4.250 |
1.0714 |
|
|
| Fisher Pivots for day following 24-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0974 |
1.0974 |
| PP |
1.0969 |
1.0967 |
| S1 |
1.0963 |
1.0961 |
|