CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 11-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2023 |
11-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0900 |
1.0914 |
0.0014 |
0.1% |
1.0713 |
| High |
1.0900 |
1.0924 |
0.0024 |
0.2% |
1.0806 |
| Low |
1.0897 |
1.0914 |
0.0017 |
0.2% |
1.0645 |
| Close |
1.0897 |
1.0924 |
0.0027 |
0.2% |
1.0806 |
| Range |
0.0003 |
0.0010 |
0.0007 |
216.7% |
0.0161 |
| ATR |
0.0071 |
0.0068 |
-0.0003 |
-4.5% |
0.0000 |
| Volume |
1 |
54 |
53 |
5,300.0% |
65 |
|
| Daily Pivots for day following 11-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0949 |
1.0946 |
1.0929 |
|
| R3 |
1.0939 |
1.0936 |
1.0926 |
|
| R2 |
1.0930 |
1.0930 |
1.0925 |
|
| R1 |
1.0927 |
1.0927 |
1.0924 |
1.0928 |
| PP |
1.0920 |
1.0920 |
1.0920 |
1.0921 |
| S1 |
1.0917 |
1.0917 |
1.0923 |
1.0919 |
| S2 |
1.0911 |
1.0911 |
1.0922 |
|
| S3 |
1.0901 |
1.0908 |
1.0921 |
|
| S4 |
1.0892 |
1.0898 |
1.0918 |
|
|
| Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1235 |
1.1182 |
1.0895 |
|
| R3 |
1.1074 |
1.1021 |
1.0850 |
|
| R2 |
1.0913 |
1.0913 |
1.0836 |
|
| R1 |
1.0860 |
1.0860 |
1.0821 |
1.0887 |
| PP |
1.0752 |
1.0752 |
1.0752 |
1.0766 |
| S1 |
1.0699 |
1.0699 |
1.0791 |
1.0726 |
| S2 |
1.0591 |
1.0591 |
1.0776 |
|
| S3 |
1.0430 |
1.0538 |
1.0762 |
|
| S4 |
1.0269 |
1.0377 |
1.0717 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0964 |
|
2.618 |
1.0948 |
|
1.618 |
1.0939 |
|
1.000 |
1.0933 |
|
0.618 |
1.0929 |
|
HIGH |
1.0924 |
|
0.618 |
1.0920 |
|
0.500 |
1.0919 |
|
0.382 |
1.0918 |
|
LOW |
1.0914 |
|
0.618 |
1.0908 |
|
1.000 |
1.0905 |
|
1.618 |
1.0899 |
|
2.618 |
1.0889 |
|
4.250 |
1.0874 |
|
|
| Fisher Pivots for day following 11-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0922 |
1.0916 |
| PP |
1.0920 |
1.0909 |
| S1 |
1.0919 |
1.0902 |
|