CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 06-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2023 |
06-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0652 |
1.0571 |
-0.0082 |
-0.8% |
1.0723 |
| High |
1.0680 |
1.0697 |
0.0017 |
0.2% |
1.0736 |
| Low |
1.0562 |
1.0529 |
-0.0033 |
-0.3% |
1.0529 |
| Close |
1.0578 |
1.0694 |
0.0116 |
1.1% |
1.0694 |
| Range |
0.0118 |
0.0168 |
0.0050 |
42.6% |
0.0207 |
| ATR |
0.0099 |
0.0104 |
0.0005 |
5.0% |
0.0000 |
| Volume |
206,216 |
233,778 |
27,562 |
13.4% |
910,394 |
|
| Daily Pivots for day following 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1142 |
1.1086 |
1.0786 |
|
| R3 |
1.0975 |
1.0918 |
1.0740 |
|
| R2 |
1.0807 |
1.0807 |
1.0725 |
|
| R1 |
1.0751 |
1.0751 |
1.0709 |
1.0779 |
| PP |
1.0640 |
1.0640 |
1.0640 |
1.0654 |
| S1 |
1.0583 |
1.0583 |
1.0679 |
1.0612 |
| S2 |
1.0472 |
1.0472 |
1.0663 |
|
| S3 |
1.0305 |
1.0416 |
1.0648 |
|
| S4 |
1.0137 |
1.0248 |
1.0602 |
|
|
| Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1274 |
1.1191 |
1.0808 |
|
| R3 |
1.1067 |
1.0984 |
1.0751 |
|
| R2 |
1.0860 |
1.0860 |
1.0732 |
|
| R1 |
1.0777 |
1.0777 |
1.0713 |
1.0715 |
| PP |
1.0653 |
1.0653 |
1.0653 |
1.0622 |
| S1 |
1.0570 |
1.0570 |
1.0675 |
1.0508 |
| S2 |
1.0446 |
1.0446 |
1.0656 |
|
| S3 |
1.0239 |
1.0363 |
1.0637 |
|
| S4 |
1.0032 |
1.0156 |
1.0580 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0767 |
1.0529 |
0.0238 |
2.2% |
0.0124 |
1.2% |
69% |
False |
True |
213,507 |
| 10 |
1.0767 |
1.0529 |
0.0238 |
2.2% |
0.0097 |
0.9% |
69% |
False |
True |
176,323 |
| 20 |
1.0807 |
1.0529 |
0.0278 |
2.6% |
0.0093 |
0.9% |
59% |
False |
True |
179,905 |
| 40 |
1.0807 |
1.0033 |
0.0774 |
7.2% |
0.0106 |
1.0% |
85% |
False |
False |
94,089 |
| 60 |
1.0807 |
0.9762 |
0.1045 |
9.8% |
0.0108 |
1.0% |
89% |
False |
False |
62,992 |
| 80 |
1.0807 |
0.9658 |
0.1150 |
10.7% |
0.0110 |
1.0% |
90% |
False |
False |
47,484 |
| 100 |
1.0807 |
0.9658 |
0.1150 |
10.7% |
0.0106 |
1.0% |
90% |
False |
False |
38,109 |
| 120 |
1.0807 |
0.9658 |
0.1150 |
10.7% |
0.0099 |
0.9% |
90% |
False |
False |
31,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1408 |
|
2.618 |
1.1135 |
|
1.618 |
1.0968 |
|
1.000 |
1.0864 |
|
0.618 |
1.0800 |
|
HIGH |
1.0697 |
|
0.618 |
1.0633 |
|
0.500 |
1.0613 |
|
0.382 |
1.0593 |
|
LOW |
1.0529 |
|
0.618 |
1.0425 |
|
1.000 |
1.0362 |
|
1.618 |
1.0258 |
|
2.618 |
1.0090 |
|
4.250 |
0.9817 |
|
|
| Fisher Pivots for day following 06-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0667 |
1.0667 |
| PP |
1.0640 |
1.0640 |
| S1 |
1.0613 |
1.0613 |
|