CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 27-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2023 |
27-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1011 |
1.0990 |
-0.0021 |
-0.2% |
1.0963 |
| High |
1.1019 |
1.0992 |
-0.0028 |
-0.2% |
1.1021 |
| Low |
1.0945 |
1.0930 |
-0.0016 |
-0.1% |
1.0930 |
| Close |
1.0981 |
1.0960 |
-0.0021 |
-0.2% |
1.0960 |
| Range |
0.0074 |
0.0062 |
-0.0012 |
-16.2% |
0.0092 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
537 |
370 |
-167 |
-31.1% |
2,416 |
|
| Daily Pivots for day following 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1146 |
1.1115 |
1.0994 |
|
| R3 |
1.1084 |
1.1053 |
1.0977 |
|
| R2 |
1.1022 |
1.1022 |
1.0971 |
|
| R1 |
1.0991 |
1.0991 |
1.0966 |
1.0976 |
| PP |
1.0960 |
1.0960 |
1.0960 |
1.0953 |
| S1 |
1.0929 |
1.0929 |
1.0954 |
1.0914 |
| S2 |
1.0898 |
1.0898 |
1.0949 |
|
| S3 |
1.0836 |
1.0867 |
1.0943 |
|
| S4 |
1.0774 |
1.0805 |
1.0926 |
|
|
| Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1245 |
1.1194 |
1.1010 |
|
| R3 |
1.1153 |
1.1102 |
1.0985 |
|
| R2 |
1.1062 |
1.1062 |
1.0977 |
|
| R1 |
1.1011 |
1.1011 |
1.0968 |
1.0991 |
| PP |
1.0970 |
1.0970 |
1.0970 |
1.0960 |
| S1 |
1.0919 |
1.0919 |
1.0952 |
1.0899 |
| S2 |
1.0879 |
1.0879 |
1.0943 |
|
| S3 |
1.0787 |
1.0828 |
1.0935 |
|
| S4 |
1.0696 |
1.0736 |
1.0910 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1021 |
1.0930 |
0.0092 |
0.8% |
0.0064 |
0.6% |
33% |
False |
True |
483 |
| 10 |
1.1021 |
1.0871 |
0.0151 |
1.4% |
0.0071 |
0.6% |
59% |
False |
False |
613 |
| 20 |
1.1021 |
1.0594 |
0.0427 |
3.9% |
0.0083 |
0.8% |
86% |
False |
False |
623 |
| 40 |
1.1021 |
1.0500 |
0.0521 |
4.8% |
0.0079 |
0.7% |
88% |
False |
False |
693 |
| 60 |
1.1021 |
0.9920 |
0.1102 |
10.1% |
0.0081 |
0.7% |
94% |
False |
False |
516 |
| 80 |
1.1021 |
0.9826 |
0.1195 |
10.9% |
0.0079 |
0.7% |
95% |
False |
False |
460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1255 |
|
2.618 |
1.1154 |
|
1.618 |
1.1092 |
|
1.000 |
1.1054 |
|
0.618 |
1.1030 |
|
HIGH |
1.0992 |
|
0.618 |
1.0968 |
|
0.500 |
1.0961 |
|
0.382 |
1.0953 |
|
LOW |
1.0930 |
|
0.618 |
1.0891 |
|
1.000 |
1.0868 |
|
1.618 |
1.0829 |
|
2.618 |
1.0767 |
|
4.250 |
1.0666 |
|
|
| Fisher Pivots for day following 27-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0961 |
1.0974 |
| PP |
1.0960 |
1.0970 |
| S1 |
1.0960 |
1.0965 |
|