CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 19-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2023 |
19-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0997 |
1.0939 |
-0.0058 |
-0.5% |
1.0880 |
| High |
1.1016 |
1.0980 |
-0.0036 |
-0.3% |
1.1019 |
| Low |
1.0948 |
1.0939 |
-0.0009 |
-0.1% |
1.0880 |
| Close |
1.0948 |
1.0980 |
0.0032 |
0.3% |
1.0983 |
| Range |
0.0068 |
0.0041 |
-0.0027 |
-39.7% |
0.0139 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
4 |
2 |
-2 |
-50.0% |
1,387 |
|
| Daily Pivots for day following 19-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1089 |
1.1075 |
1.1002 |
|
| R3 |
1.1048 |
1.1034 |
1.0991 |
|
| R2 |
1.1007 |
1.1007 |
1.0987 |
|
| R1 |
1.0993 |
1.0993 |
1.0983 |
1.1000 |
| PP |
1.0966 |
1.0966 |
1.0966 |
1.0970 |
| S1 |
1.0952 |
1.0952 |
1.0976 |
1.0959 |
| S2 |
1.0925 |
1.0925 |
1.0972 |
|
| S3 |
1.0884 |
1.0911 |
1.0968 |
|
| S4 |
1.0843 |
1.0870 |
1.0957 |
|
|
| 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 |
1.0907 |
0.0112 |
1.0% |
0.0058 |
0.5% |
65% |
False |
False |
287 |
| 10 |
1.1019 |
1.0645 |
0.0374 |
3.4% |
0.0051 |
0.5% |
89% |
False |
False |
151 |
| 20 |
1.1019 |
1.0645 |
0.0374 |
3.4% |
0.0037 |
0.3% |
89% |
False |
False |
127 |
| 40 |
1.1019 |
1.0451 |
0.0569 |
5.2% |
0.0045 |
0.4% |
93% |
False |
False |
104 |
| 60 |
1.1019 |
0.9982 |
0.1038 |
9.4% |
0.0048 |
0.4% |
96% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1154 |
|
2.618 |
1.1087 |
|
1.618 |
1.1046 |
|
1.000 |
1.1021 |
|
0.618 |
1.1005 |
|
HIGH |
1.0980 |
|
0.618 |
1.0964 |
|
0.500 |
1.0960 |
|
0.382 |
1.0955 |
|
LOW |
1.0939 |
|
0.618 |
1.0914 |
|
1.000 |
1.0898 |
|
1.618 |
1.0873 |
|
2.618 |
1.0832 |
|
4.250 |
1.0765 |
|
|
| Fisher Pivots for day following 19-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0973 |
1.0979 |
| PP |
1.0966 |
1.0978 |
| S1 |
1.0960 |
1.0978 |
|