CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 12-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2023 |
12-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0914 |
1.0922 |
0.0008 |
0.1% |
1.0713 |
| High |
1.0924 |
1.1004 |
0.0081 |
0.7% |
1.0806 |
| Low |
1.0914 |
1.0907 |
-0.0007 |
-0.1% |
1.0645 |
| Close |
1.0924 |
1.1004 |
0.0081 |
0.7% |
1.0806 |
| Range |
0.0010 |
0.0097 |
0.0088 |
921.1% |
0.0161 |
| ATR |
0.0068 |
0.0070 |
0.0002 |
3.1% |
0.0000 |
| Volume |
54 |
216 |
162 |
300.0% |
65 |
|
| Daily Pivots for day following 12-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1263 |
1.1230 |
1.1057 |
|
| R3 |
1.1166 |
1.1133 |
1.1031 |
|
| R2 |
1.1069 |
1.1069 |
1.1022 |
|
| R1 |
1.1036 |
1.1036 |
1.1013 |
1.1053 |
| PP |
1.0972 |
1.0972 |
1.0972 |
1.0980 |
| S1 |
1.0939 |
1.0939 |
1.0995 |
1.0956 |
| S2 |
1.0875 |
1.0875 |
1.0986 |
|
| S3 |
1.0778 |
1.0842 |
1.0977 |
|
| S4 |
1.0681 |
1.0745 |
1.0951 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1004 |
1.0645 |
0.0359 |
3.3% |
0.0060 |
0.5% |
100% |
True |
False |
58 |
| 10 |
1.1004 |
1.0645 |
0.0359 |
3.3% |
0.0049 |
0.4% |
100% |
True |
False |
35 |
| 20 |
1.1004 |
1.0645 |
0.0359 |
3.3% |
0.0040 |
0.4% |
100% |
True |
False |
70 |
| 40 |
1.1004 |
1.0451 |
0.0554 |
5.0% |
0.0045 |
0.4% |
100% |
True |
False |
78 |
| 60 |
1.1004 |
0.9946 |
0.1059 |
9.6% |
0.0049 |
0.4% |
100% |
True |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1416 |
|
2.618 |
1.1258 |
|
1.618 |
1.1161 |
|
1.000 |
1.1101 |
|
0.618 |
1.1064 |
|
HIGH |
1.1004 |
|
0.618 |
1.0967 |
|
0.500 |
1.0956 |
|
0.382 |
1.0944 |
|
LOW |
1.0907 |
|
0.618 |
1.0847 |
|
1.000 |
1.0810 |
|
1.618 |
1.0750 |
|
2.618 |
1.0653 |
|
4.250 |
1.0495 |
|
|
| Fisher Pivots for day following 12-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0988 |
1.0986 |
| PP |
1.0972 |
1.0968 |
| S1 |
1.0956 |
1.0951 |
|