CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 05-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2023 |
05-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0767 |
1.0678 |
-0.0089 |
-0.8% |
1.0795 |
| High |
1.0769 |
1.0691 |
-0.0078 |
-0.7% |
1.0873 |
| Low |
1.0757 |
1.0678 |
-0.0080 |
-0.7% |
1.0785 |
| Close |
1.0769 |
1.0691 |
-0.0078 |
-0.7% |
1.0865 |
| Range |
0.0012 |
0.0014 |
0.0002 |
17.4% |
0.0088 |
| ATR |
0.0065 |
0.0066 |
0.0002 |
2.9% |
0.0000 |
| Volume |
55 |
1 |
-54 |
-98.2% |
2 |
|
| Daily Pivots for day following 05-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0727 |
1.0723 |
1.0698 |
|
| R3 |
1.0714 |
1.0709 |
1.0695 |
|
| R2 |
1.0700 |
1.0700 |
1.0693 |
|
| R1 |
1.0696 |
1.0696 |
1.0692 |
1.0698 |
| PP |
1.0687 |
1.0687 |
1.0687 |
1.0688 |
| S1 |
1.0682 |
1.0682 |
1.0690 |
1.0684 |
| S2 |
1.0673 |
1.0673 |
1.0689 |
|
| S3 |
1.0660 |
1.0669 |
1.0687 |
|
| S4 |
1.0646 |
1.0655 |
1.0684 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1103 |
1.1072 |
1.0913 |
|
| R3 |
1.1016 |
1.0984 |
1.0889 |
|
| R2 |
1.0928 |
1.0928 |
1.0881 |
|
| R1 |
1.0897 |
1.0897 |
1.0873 |
1.0913 |
| PP |
1.0841 |
1.0841 |
1.0841 |
1.0849 |
| S1 |
1.0809 |
1.0809 |
1.0857 |
1.0825 |
| S2 |
1.0753 |
1.0753 |
1.0849 |
|
| S3 |
1.0666 |
1.0722 |
1.0841 |
|
| S4 |
1.0578 |
1.0634 |
1.0817 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0748 |
|
2.618 |
1.0726 |
|
1.618 |
1.0713 |
|
1.000 |
1.0705 |
|
0.618 |
1.0699 |
|
HIGH |
1.0691 |
|
0.618 |
1.0686 |
|
0.500 |
1.0684 |
|
0.382 |
1.0683 |
|
LOW |
1.0678 |
|
0.618 |
1.0669 |
|
1.000 |
1.0664 |
|
1.618 |
1.0656 |
|
2.618 |
1.0642 |
|
4.250 |
1.0620 |
|
|
| Fisher Pivots for day following 05-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0689 |
1.0723 |
| PP |
1.0687 |
1.0712 |
| S1 |
1.0684 |
1.0702 |
|