CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 31-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2023 |
31-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0960 |
1.0947 |
-0.0013 |
-0.1% |
1.0963 |
| High |
1.1001 |
1.0959 |
-0.0042 |
-0.4% |
1.1021 |
| Low |
1.0936 |
1.0894 |
-0.0042 |
-0.4% |
1.0930 |
| Close |
1.0936 |
1.0952 |
0.0016 |
0.1% |
1.0960 |
| Range |
0.0065 |
0.0065 |
0.0000 |
0.0% |
0.0092 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
441 |
448 |
7 |
1.6% |
2,416 |
|
| Daily Pivots for day following 31-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1130 |
1.1106 |
1.0988 |
|
| R3 |
1.1065 |
1.1041 |
1.0970 |
|
| R2 |
1.1000 |
1.1000 |
1.0964 |
|
| R1 |
1.0976 |
1.0976 |
1.0958 |
1.0988 |
| PP |
1.0935 |
1.0935 |
1.0935 |
1.0941 |
| S1 |
1.0911 |
1.0911 |
1.0946 |
1.0923 |
| S2 |
1.0870 |
1.0870 |
1.0940 |
|
| S3 |
1.0805 |
1.0846 |
1.0934 |
|
| S4 |
1.0740 |
1.0781 |
1.0916 |
|
|
| 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 |
1.1019 |
1.0894 |
0.0125 |
1.1% |
0.0064 |
0.6% |
46% |
False |
True |
447 |
| 10 |
1.1021 |
1.0871 |
0.0151 |
1.4% |
0.0067 |
0.6% |
54% |
False |
False |
520 |
| 20 |
1.1021 |
1.0594 |
0.0427 |
3.9% |
0.0082 |
0.8% |
84% |
False |
False |
646 |
| 40 |
1.1021 |
1.0580 |
0.0442 |
4.0% |
0.0077 |
0.7% |
84% |
False |
False |
700 |
| 60 |
1.1021 |
0.9920 |
0.1102 |
10.1% |
0.0082 |
0.8% |
94% |
False |
False |
527 |
| 80 |
1.1021 |
0.9826 |
0.1195 |
10.9% |
0.0078 |
0.7% |
94% |
False |
False |
470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1235 |
|
2.618 |
1.1129 |
|
1.618 |
1.1064 |
|
1.000 |
1.1024 |
|
0.618 |
1.0999 |
|
HIGH |
1.0959 |
|
0.618 |
1.0934 |
|
0.500 |
1.0927 |
|
0.382 |
1.0919 |
|
LOW |
1.0894 |
|
0.618 |
1.0854 |
|
1.000 |
1.0829 |
|
1.618 |
1.0789 |
|
2.618 |
1.0724 |
|
4.250 |
1.0618 |
|
|
| Fisher Pivots for day following 31-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0944 |
1.0951 |
| PP |
1.0935 |
1.0949 |
| S1 |
1.0927 |
1.0948 |
|