CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 13-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2023 |
13-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0803 |
1.0892 |
0.0089 |
0.8% |
1.0690 |
| High |
1.0912 |
1.0911 |
-0.0001 |
0.0% |
1.0912 |
| Low |
1.0758 |
1.0823 |
0.0065 |
0.6% |
1.0689 |
| Close |
1.0892 |
1.0871 |
-0.0021 |
-0.2% |
1.0871 |
| Range |
0.0154 |
0.0088 |
-0.0066 |
-42.7% |
0.0223 |
| ATR |
0.0101 |
0.0100 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
287,745 |
176,482 |
-111,263 |
-38.7% |
965,458 |
|
| Daily Pivots for day following 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1132 |
1.1090 |
1.0919 |
|
| R3 |
1.1044 |
1.1002 |
1.0895 |
|
| R2 |
1.0956 |
1.0956 |
1.0887 |
|
| R1 |
1.0914 |
1.0914 |
1.0879 |
1.0891 |
| PP |
1.0868 |
1.0868 |
1.0868 |
1.0857 |
| S1 |
1.0826 |
1.0826 |
1.0863 |
1.0803 |
| S2 |
1.0780 |
1.0780 |
1.0855 |
|
| S3 |
1.0692 |
1.0738 |
1.0847 |
|
| S4 |
1.0604 |
1.0650 |
1.0823 |
|
|
| Weekly Pivots for week ending 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1491 |
1.1404 |
1.0993 |
|
| R3 |
1.1269 |
1.1181 |
1.0932 |
|
| R2 |
1.1046 |
1.1046 |
1.0912 |
|
| R1 |
1.0959 |
1.0959 |
1.0891 |
1.1003 |
| PP |
1.0824 |
1.0824 |
1.0824 |
1.0846 |
| S1 |
1.0736 |
1.0736 |
1.0851 |
1.0780 |
| S2 |
1.0601 |
1.0601 |
1.0830 |
|
| S3 |
1.0379 |
1.0514 |
1.0810 |
|
| S4 |
1.0156 |
1.0291 |
1.0749 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0912 |
1.0689 |
0.0223 |
2.0% |
0.0093 |
0.9% |
82% |
False |
False |
193,091 |
| 10 |
1.0912 |
1.0529 |
0.0383 |
3.5% |
0.0109 |
1.0% |
89% |
False |
False |
203,299 |
| 20 |
1.0912 |
1.0529 |
0.0383 |
3.5% |
0.0094 |
0.9% |
89% |
False |
False |
185,932 |
| 40 |
1.0912 |
1.0317 |
0.0595 |
5.5% |
0.0097 |
0.9% |
93% |
False |
False |
118,050 |
| 60 |
1.0912 |
0.9822 |
0.1090 |
10.0% |
0.0108 |
1.0% |
96% |
False |
False |
79,021 |
| 80 |
1.0912 |
0.9658 |
0.1254 |
11.5% |
0.0111 |
1.0% |
97% |
False |
False |
59,506 |
| 100 |
1.0912 |
0.9658 |
0.1254 |
11.5% |
0.0107 |
1.0% |
97% |
False |
False |
47,739 |
| 120 |
1.0912 |
0.9658 |
0.1254 |
11.5% |
0.0100 |
0.9% |
97% |
False |
False |
39,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1285 |
|
2.618 |
1.1141 |
|
1.618 |
1.1053 |
|
1.000 |
1.0999 |
|
0.618 |
1.0965 |
|
HIGH |
1.0911 |
|
0.618 |
1.0877 |
|
0.500 |
1.0867 |
|
0.382 |
1.0856 |
|
LOW |
1.0823 |
|
0.618 |
1.0768 |
|
1.000 |
1.0735 |
|
1.618 |
1.0680 |
|
2.618 |
1.0592 |
|
4.250 |
1.0449 |
|
|
| Fisher Pivots for day following 13-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0870 |
1.0859 |
| PP |
1.0868 |
1.0847 |
| S1 |
1.0867 |
1.0835 |
|