CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 13-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2023 |
13-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0922 |
1.1011 |
0.0090 |
0.8% |
1.0880 |
| High |
1.1004 |
1.1019 |
0.0015 |
0.1% |
1.1019 |
| Low |
1.0907 |
1.0936 |
0.0029 |
0.3% |
1.0880 |
| Close |
1.1004 |
1.0983 |
-0.0021 |
-0.2% |
1.0983 |
| Range |
0.0097 |
0.0084 |
-0.0014 |
-13.9% |
0.0139 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
1.4% |
0.0000 |
| Volume |
216 |
1,100 |
884 |
409.3% |
1,387 |
|
| Daily Pivots for day following 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1230 |
1.1190 |
1.1029 |
|
| R3 |
1.1146 |
1.1106 |
1.1006 |
|
| R2 |
1.1063 |
1.1063 |
1.0998 |
|
| R1 |
1.1023 |
1.1023 |
1.0991 |
1.1001 |
| PP |
1.0979 |
1.0979 |
1.0979 |
1.0968 |
| S1 |
1.0939 |
1.0939 |
1.0975 |
1.0918 |
| S2 |
1.0896 |
1.0896 |
1.0968 |
|
| S3 |
1.0812 |
1.0856 |
1.0960 |
|
| S4 |
1.0729 |
1.0772 |
1.0937 |
|
|
| Weekly Pivots for week ending 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1378 |
1.1319 |
1.1059 |
|
| R3 |
1.1239 |
1.1180 |
1.1021 |
|
| R2 |
1.1100 |
1.1100 |
1.1008 |
|
| R1 |
1.1041 |
1.1041 |
1.0996 |
1.1071 |
| PP |
1.0961 |
1.0961 |
1.0961 |
1.0975 |
| S1 |
1.0902 |
1.0902 |
1.0970 |
1.0932 |
| S2 |
1.0822 |
1.0822 |
1.0958 |
|
| S3 |
1.0683 |
1.0763 |
1.0945 |
|
| S4 |
1.0544 |
1.0624 |
1.0907 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1019 |
1.0880 |
0.0139 |
1.3% |
0.0045 |
0.4% |
74% |
True |
False |
277 |
| 10 |
1.1019 |
1.0645 |
0.0374 |
3.4% |
0.0051 |
0.5% |
90% |
True |
False |
145 |
| 20 |
1.1019 |
1.0645 |
0.0374 |
3.4% |
0.0041 |
0.4% |
90% |
True |
False |
123 |
| 40 |
1.1019 |
1.0451 |
0.0569 |
5.2% |
0.0045 |
0.4% |
94% |
True |
False |
105 |
| 60 |
1.1019 |
0.9946 |
0.1074 |
9.8% |
0.0050 |
0.5% |
97% |
True |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1374 |
|
2.618 |
1.1238 |
|
1.618 |
1.1154 |
|
1.000 |
1.1103 |
|
0.618 |
1.1071 |
|
HIGH |
1.1019 |
|
0.618 |
1.0987 |
|
0.500 |
1.0977 |
|
0.382 |
1.0967 |
|
LOW |
1.0936 |
|
0.618 |
1.0884 |
|
1.000 |
1.0852 |
|
1.618 |
1.0800 |
|
2.618 |
1.0717 |
|
4.250 |
1.0581 |
|
|
| Fisher Pivots for day following 13-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0981 |
1.0976 |
| PP |
1.0979 |
1.0970 |
| S1 |
1.0977 |
1.0963 |
|