CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 05-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2023 |
05-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0600 |
1.0652 |
0.0052 |
0.5% |
1.0696 |
| High |
1.0686 |
1.0680 |
-0.0007 |
-0.1% |
1.0767 |
| Low |
1.0591 |
1.0562 |
-0.0029 |
-0.3% |
1.0665 |
| Close |
1.0656 |
1.0578 |
-0.0078 |
-0.7% |
1.0754 |
| Range |
0.0096 |
0.0118 |
0.0022 |
23.0% |
0.0102 |
| ATR |
0.0097 |
0.0099 |
0.0001 |
1.5% |
0.0000 |
| Volume |
207,581 |
206,216 |
-1,365 |
-0.7% |
556,662 |
|
| Daily Pivots for day following 05-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0959 |
1.0886 |
1.0643 |
|
| R3 |
1.0842 |
1.0769 |
1.0610 |
|
| R2 |
1.0724 |
1.0724 |
1.0600 |
|
| R1 |
1.0651 |
1.0651 |
1.0589 |
1.0629 |
| PP |
1.0607 |
1.0607 |
1.0607 |
1.0595 |
| S1 |
1.0534 |
1.0534 |
1.0567 |
1.0511 |
| S2 |
1.0489 |
1.0489 |
1.0556 |
|
| S3 |
1.0372 |
1.0416 |
1.0546 |
|
| S4 |
1.0254 |
1.0299 |
1.0513 |
|
|
| 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 |
1.0562 |
0.0205 |
1.9% |
0.0107 |
1.0% |
8% |
False |
True |
193,018 |
| 10 |
1.0767 |
1.0562 |
0.0205 |
1.9% |
0.0086 |
0.8% |
8% |
False |
True |
168,178 |
| 20 |
1.0807 |
1.0521 |
0.0286 |
2.7% |
0.0090 |
0.9% |
20% |
False |
False |
170,954 |
| 40 |
1.0807 |
1.0033 |
0.0774 |
7.3% |
0.0105 |
1.0% |
70% |
False |
False |
88,268 |
| 60 |
1.0807 |
0.9762 |
0.1045 |
9.9% |
0.0107 |
1.0% |
78% |
False |
False |
59,102 |
| 80 |
1.0807 |
0.9658 |
0.1150 |
10.9% |
0.0110 |
1.0% |
80% |
False |
False |
44,568 |
| 100 |
1.0807 |
0.9658 |
0.1150 |
10.9% |
0.0105 |
1.0% |
80% |
False |
False |
35,771 |
| 120 |
1.0807 |
0.9658 |
0.1150 |
10.9% |
0.0098 |
0.9% |
80% |
False |
False |
29,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1179 |
|
2.618 |
1.0987 |
|
1.618 |
1.0870 |
|
1.000 |
1.0797 |
|
0.618 |
1.0752 |
|
HIGH |
1.0680 |
|
0.618 |
1.0635 |
|
0.500 |
1.0621 |
|
0.382 |
1.0607 |
|
LOW |
1.0562 |
|
0.618 |
1.0489 |
|
1.000 |
1.0445 |
|
1.618 |
1.0372 |
|
2.618 |
1.0254 |
|
4.250 |
1.0063 |
|
|
| Fisher Pivots for day following 05-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0621 |
1.0649 |
| PP |
1.0607 |
1.0625 |
| S1 |
1.0592 |
1.0602 |
|