CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 25-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2023 |
25-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0977 |
1.0981 |
0.0004 |
0.0% |
1.0951 |
| High |
1.0990 |
1.1019 |
0.0029 |
0.3% |
1.0982 |
| Low |
1.0937 |
1.0963 |
0.0026 |
0.2% |
1.0871 |
| Close |
1.0980 |
1.1010 |
0.0030 |
0.3% |
1.0952 |
| Range |
0.0053 |
0.0056 |
0.0003 |
5.7% |
0.0112 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
670 |
442 |
-228 |
-34.0% |
3,007 |
|
| Daily Pivots for day following 25-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1164 |
1.1142 |
1.1040 |
|
| R3 |
1.1108 |
1.1087 |
1.1025 |
|
| R2 |
1.1053 |
1.1053 |
1.1020 |
|
| R1 |
1.1031 |
1.1031 |
1.1015 |
1.1042 |
| PP |
1.0997 |
1.0997 |
1.0997 |
1.1002 |
| S1 |
1.0976 |
1.0976 |
1.1004 |
1.0986 |
| S2 |
1.0942 |
1.0942 |
1.0999 |
|
| S3 |
1.0886 |
1.0920 |
1.0994 |
|
| S4 |
1.0831 |
1.0865 |
1.0979 |
|
|
| 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 |
1.0885 |
0.0136 |
1.2% |
0.0058 |
0.5% |
92% |
False |
False |
550 |
| 10 |
1.1021 |
1.0827 |
0.0194 |
1.8% |
0.0075 |
0.7% |
94% |
False |
False |
789 |
| 20 |
1.1021 |
1.0594 |
0.0427 |
3.9% |
0.0081 |
0.7% |
97% |
False |
False |
610 |
| 40 |
1.1021 |
1.0478 |
0.0544 |
4.9% |
0.0079 |
0.7% |
98% |
False |
False |
675 |
| 60 |
1.1021 |
0.9920 |
0.1102 |
10.0% |
0.0080 |
0.7% |
99% |
False |
False |
504 |
| 80 |
1.1021 |
0.9826 |
0.1195 |
10.9% |
0.0079 |
0.7% |
99% |
False |
False |
449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1254 |
|
2.618 |
1.1164 |
|
1.618 |
1.1108 |
|
1.000 |
1.1074 |
|
0.618 |
1.1053 |
|
HIGH |
1.1019 |
|
0.618 |
1.0997 |
|
0.500 |
1.0991 |
|
0.382 |
1.0984 |
|
LOW |
1.0963 |
|
0.618 |
1.0929 |
|
1.000 |
1.0908 |
|
1.618 |
1.0873 |
|
2.618 |
1.0818 |
|
4.250 |
1.0727 |
|
|
| Fisher Pivots for day following 25-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1003 |
1.0999 |
| PP |
1.0997 |
1.0989 |
| S1 |
1.0991 |
1.0979 |
|