CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 04-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2023 |
04-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0723 |
1.0600 |
-0.0123 |
-1.1% |
1.0696 |
| High |
1.0736 |
1.0686 |
-0.0050 |
-0.5% |
1.0767 |
| Low |
1.0570 |
1.0591 |
0.0021 |
0.2% |
1.0665 |
| Close |
1.0617 |
1.0656 |
0.0039 |
0.4% |
1.0754 |
| Range |
0.0166 |
0.0096 |
-0.0071 |
-42.5% |
0.0102 |
| ATR |
0.0097 |
0.0097 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
262,819 |
207,581 |
-55,238 |
-21.0% |
556,662 |
|
| Daily Pivots for day following 04-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0931 |
1.0889 |
1.0709 |
|
| R3 |
1.0835 |
1.0793 |
1.0682 |
|
| R2 |
1.0740 |
1.0740 |
1.0674 |
|
| R1 |
1.0698 |
1.0698 |
1.0665 |
1.0719 |
| PP |
1.0644 |
1.0644 |
1.0644 |
1.0655 |
| S1 |
1.0602 |
1.0602 |
1.0647 |
1.0623 |
| S2 |
1.0549 |
1.0549 |
1.0638 |
|
| S3 |
1.0453 |
1.0507 |
1.0630 |
|
| S4 |
1.0358 |
1.0411 |
1.0603 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1035 |
1.0996 |
1.0810 |
|
| R3 |
1.0933 |
1.0894 |
1.0782 |
|
| R2 |
1.0831 |
1.0831 |
1.0773 |
|
| R1 |
1.0792 |
1.0792 |
1.0763 |
1.0812 |
| PP |
1.0729 |
1.0729 |
1.0729 |
1.0738 |
| S1 |
1.0690 |
1.0690 |
1.0745 |
1.0710 |
| S2 |
1.0627 |
1.0627 |
1.0735 |
|
| S3 |
1.0525 |
1.0588 |
1.0726 |
|
| S4 |
1.0423 |
1.0486 |
1.0698 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0767 |
1.0570 |
0.0197 |
1.8% |
0.0097 |
0.9% |
44% |
False |
False |
178,939 |
| 10 |
1.0767 |
1.0570 |
0.0197 |
1.8% |
0.0082 |
0.8% |
44% |
False |
False |
164,931 |
| 20 |
1.0807 |
1.0521 |
0.0286 |
2.7% |
0.0088 |
0.8% |
47% |
False |
False |
161,561 |
| 40 |
1.0807 |
1.0025 |
0.0782 |
7.3% |
0.0105 |
1.0% |
81% |
False |
False |
83,126 |
| 60 |
1.0807 |
0.9762 |
0.1045 |
9.8% |
0.0106 |
1.0% |
86% |
False |
False |
55,676 |
| 80 |
1.0807 |
0.9658 |
0.1150 |
10.8% |
0.0110 |
1.0% |
87% |
False |
False |
42,004 |
| 100 |
1.0807 |
0.9658 |
0.1150 |
10.8% |
0.0105 |
1.0% |
87% |
False |
False |
33,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1092 |
|
2.618 |
1.0936 |
|
1.618 |
1.0841 |
|
1.000 |
1.0782 |
|
0.618 |
1.0745 |
|
HIGH |
1.0686 |
|
0.618 |
1.0650 |
|
0.500 |
1.0638 |
|
0.382 |
1.0627 |
|
LOW |
1.0591 |
|
0.618 |
1.0531 |
|
1.000 |
1.0495 |
|
1.618 |
1.0436 |
|
2.618 |
1.0340 |
|
4.250 |
1.0185 |
|
|
| Fisher Pivots for day following 04-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0650 |
1.0669 |
| PP |
1.0644 |
1.0664 |
| S1 |
1.0638 |
1.0660 |
|