CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 10-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2023 |
10-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0690 |
1.0782 |
0.0092 |
0.9% |
1.0723 |
| High |
1.0812 |
1.0806 |
-0.0006 |
-0.1% |
1.0736 |
| Low |
1.0689 |
1.0759 |
0.0070 |
0.7% |
1.0529 |
| Close |
1.0800 |
1.0787 |
-0.0013 |
-0.1% |
1.0694 |
| Range |
0.0123 |
0.0048 |
-0.0076 |
-61.4% |
0.0207 |
| ATR |
0.0105 |
0.0101 |
-0.0004 |
-3.9% |
0.0000 |
| Volume |
199,693 |
148,064 |
-51,629 |
-25.9% |
910,394 |
|
| Daily Pivots for day following 10-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0926 |
1.0904 |
1.0813 |
|
| R3 |
1.0879 |
1.0857 |
1.0800 |
|
| R2 |
1.0831 |
1.0831 |
1.0796 |
|
| R1 |
1.0809 |
1.0809 |
1.0791 |
1.0820 |
| PP |
1.0784 |
1.0784 |
1.0784 |
1.0789 |
| S1 |
1.0762 |
1.0762 |
1.0783 |
1.0773 |
| S2 |
1.0736 |
1.0736 |
1.0778 |
|
| S3 |
1.0689 |
1.0714 |
1.0774 |
|
| S4 |
1.0641 |
1.0667 |
1.0761 |
|
|
| 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% |
0.0110 |
1.0% |
91% |
False |
False |
199,066 |
| 10 |
1.0812 |
1.0529 |
0.0283 |
2.6% |
0.0100 |
0.9% |
91% |
False |
False |
181,481 |
| 20 |
1.0812 |
1.0529 |
0.0283 |
2.6% |
0.0094 |
0.9% |
91% |
False |
False |
193,437 |
| 40 |
1.0812 |
1.0260 |
0.0553 |
5.1% |
0.0102 |
0.9% |
95% |
False |
False |
102,725 |
| 60 |
1.0812 |
0.9822 |
0.0991 |
9.2% |
0.0108 |
1.0% |
97% |
False |
False |
68,772 |
| 80 |
1.0812 |
0.9658 |
0.1155 |
10.7% |
0.0111 |
1.0% |
98% |
False |
False |
51,790 |
| 100 |
1.0812 |
0.9658 |
0.1155 |
10.7% |
0.0107 |
1.0% |
98% |
False |
False |
41,584 |
| 120 |
1.0812 |
0.9658 |
0.1155 |
10.7% |
0.0099 |
0.9% |
98% |
False |
False |
34,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1008 |
|
2.618 |
1.0930 |
|
1.618 |
1.0883 |
|
1.000 |
1.0854 |
|
0.618 |
1.0835 |
|
HIGH |
1.0806 |
|
0.618 |
1.0788 |
|
0.500 |
1.0782 |
|
0.382 |
1.0777 |
|
LOW |
1.0759 |
|
0.618 |
1.0729 |
|
1.000 |
1.0711 |
|
1.618 |
1.0682 |
|
2.618 |
1.0634 |
|
4.250 |
1.0557 |
|
|
| Fisher Pivots for day following 10-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0785 |
1.0748 |
| PP |
1.0784 |
1.0709 |
| S1 |
1.0782 |
1.0671 |
|