CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 11-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2023 |
11-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0782 |
1.0780 |
-0.0002 |
0.0% |
1.0723 |
| High |
1.0806 |
1.0822 |
0.0016 |
0.1% |
1.0736 |
| Low |
1.0759 |
1.0771 |
0.0012 |
0.1% |
1.0529 |
| Close |
1.0787 |
1.0809 |
0.0022 |
0.2% |
1.0694 |
| Range |
0.0048 |
0.0052 |
0.0004 |
8.4% |
0.0207 |
| ATR |
0.0101 |
0.0097 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
148,064 |
153,474 |
5,410 |
3.7% |
910,394 |
|
| Daily Pivots for day following 11-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0955 |
1.0934 |
1.0837 |
|
| R3 |
1.0904 |
1.0882 |
1.0823 |
|
| R2 |
1.0852 |
1.0852 |
1.0818 |
|
| R1 |
1.0831 |
1.0831 |
1.0814 |
1.0841 |
| PP |
1.0801 |
1.0801 |
1.0801 |
1.0806 |
| S1 |
1.0779 |
1.0779 |
1.0804 |
1.0790 |
| S2 |
1.0749 |
1.0749 |
1.0800 |
|
| S3 |
1.0698 |
1.0728 |
1.0795 |
|
| S4 |
1.0646 |
1.0676 |
1.0781 |
|
|
| 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 |
1.0822 |
1.0529 |
0.0293 |
2.7% |
0.0101 |
0.9% |
96% |
True |
False |
188,245 |
| 10 |
1.0822 |
1.0529 |
0.0293 |
2.7% |
0.0099 |
0.9% |
96% |
True |
False |
183,592 |
| 20 |
1.0822 |
1.0529 |
0.0293 |
2.7% |
0.0093 |
0.9% |
96% |
True |
False |
195,322 |
| 40 |
1.0822 |
1.0317 |
0.0506 |
4.7% |
0.0098 |
0.9% |
97% |
True |
False |
106,517 |
| 60 |
1.0822 |
0.9822 |
0.1001 |
9.3% |
0.0107 |
1.0% |
99% |
True |
False |
71,322 |
| 80 |
1.0822 |
0.9658 |
0.1165 |
10.8% |
0.0110 |
1.0% |
99% |
True |
False |
53,706 |
| 100 |
1.0822 |
0.9658 |
0.1165 |
10.8% |
0.0107 |
1.0% |
99% |
True |
False |
43,109 |
| 120 |
1.0822 |
0.9658 |
0.1165 |
10.8% |
0.0099 |
0.9% |
99% |
True |
False |
35,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1041 |
|
2.618 |
1.0957 |
|
1.618 |
1.0905 |
|
1.000 |
1.0874 |
|
0.618 |
1.0854 |
|
HIGH |
1.0822 |
|
0.618 |
1.0802 |
|
0.500 |
1.0796 |
|
0.382 |
1.0790 |
|
LOW |
1.0771 |
|
0.618 |
1.0739 |
|
1.000 |
1.0719 |
|
1.618 |
1.0687 |
|
2.618 |
1.0636 |
|
4.250 |
1.0552 |
|
|
| Fisher Pivots for day following 11-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0805 |
1.0791 |
| PP |
1.0801 |
1.0773 |
| S1 |
1.0796 |
1.0756 |
|