CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 09-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2023 |
09-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0571 |
1.0690 |
0.0120 |
1.1% |
1.0723 |
| High |
1.0697 |
1.0812 |
0.0116 |
1.1% |
1.0736 |
| Low |
1.0529 |
1.0689 |
0.0160 |
1.5% |
1.0529 |
| Close |
1.0694 |
1.0800 |
0.0106 |
1.0% |
1.0694 |
| Range |
0.0168 |
0.0123 |
-0.0045 |
-26.6% |
0.0207 |
| ATR |
0.0104 |
0.0105 |
0.0001 |
1.3% |
0.0000 |
| Volume |
233,778 |
199,693 |
-34,085 |
-14.6% |
910,394 |
|
| Daily Pivots for day following 09-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1136 |
1.1091 |
1.0867 |
|
| R3 |
1.1013 |
1.0968 |
1.0833 |
|
| R2 |
1.0890 |
1.0890 |
1.0822 |
|
| R1 |
1.0845 |
1.0845 |
1.0811 |
1.0867 |
| PP |
1.0767 |
1.0767 |
1.0767 |
1.0778 |
| S1 |
1.0722 |
1.0722 |
1.0788 |
1.0744 |
| S2 |
1.0644 |
1.0644 |
1.0777 |
|
| S3 |
1.0521 |
1.0599 |
1.0766 |
|
| S4 |
1.0398 |
1.0476 |
1.0732 |
|
|
| 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 |
1.0812 |
1.0529 |
0.0283 |
2.6% |
0.0134 |
1.2% |
96% |
True |
False |
222,017 |
| 10 |
1.0812 |
1.0529 |
0.0283 |
2.6% |
0.0100 |
0.9% |
96% |
True |
False |
179,047 |
| 20 |
1.0812 |
1.0529 |
0.0283 |
2.6% |
0.0096 |
0.9% |
96% |
True |
False |
188,635 |
| 40 |
1.0812 |
1.0033 |
0.0779 |
7.2% |
0.0107 |
1.0% |
98% |
True |
False |
99,065 |
| 60 |
1.0812 |
0.9762 |
0.1050 |
9.7% |
0.0110 |
1.0% |
99% |
True |
False |
66,312 |
| 80 |
1.0812 |
0.9658 |
0.1155 |
10.7% |
0.0111 |
1.0% |
99% |
True |
False |
49,962 |
| 100 |
1.0812 |
0.9658 |
0.1155 |
10.7% |
0.0107 |
1.0% |
99% |
True |
False |
40,104 |
| 120 |
1.0812 |
0.9658 |
0.1155 |
10.7% |
0.0100 |
0.9% |
99% |
True |
False |
33,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1335 |
|
2.618 |
1.1134 |
|
1.618 |
1.1011 |
|
1.000 |
1.0935 |
|
0.618 |
1.0888 |
|
HIGH |
1.0812 |
|
0.618 |
1.0765 |
|
0.500 |
1.0751 |
|
0.382 |
1.0736 |
|
LOW |
1.0689 |
|
0.618 |
1.0613 |
|
1.000 |
1.0566 |
|
1.618 |
1.0490 |
|
2.618 |
1.0367 |
|
4.250 |
1.0166 |
|
|
| Fisher Pivots for day following 09-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0783 |
1.0757 |
| PP |
1.0767 |
1.0714 |
| S1 |
1.0751 |
1.0671 |
|