CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 18-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2023 |
18-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0877 |
1.0828 |
-0.0049 |
-0.5% |
1.0690 |
| High |
1.0916 |
1.0928 |
0.0012 |
0.1% |
1.0912 |
| Low |
1.0815 |
1.0806 |
-0.0009 |
-0.1% |
1.0689 |
| Close |
1.0833 |
1.0836 |
0.0003 |
0.0% |
1.0871 |
| Range |
0.0102 |
0.0122 |
0.0021 |
20.2% |
0.0223 |
| ATR |
0.0100 |
0.0102 |
0.0002 |
1.5% |
0.0000 |
| Volume |
286,676 |
248,977 |
-37,699 |
-13.2% |
965,458 |
|
| Daily Pivots for day following 18-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1222 |
1.1151 |
1.0903 |
|
| R3 |
1.1100 |
1.1029 |
1.0869 |
|
| R2 |
1.0978 |
1.0978 |
1.0858 |
|
| R1 |
1.0907 |
1.0907 |
1.0847 |
1.0943 |
| PP |
1.0856 |
1.0856 |
1.0856 |
1.0874 |
| S1 |
1.0785 |
1.0785 |
1.0824 |
1.0821 |
| S2 |
1.0734 |
1.0734 |
1.0813 |
|
| S3 |
1.0612 |
1.0663 |
1.0802 |
|
| S4 |
1.0490 |
1.0541 |
1.0768 |
|
|
| 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 |
1.0928 |
1.0758 |
0.0170 |
1.6% |
0.0103 |
1.0% |
46% |
True |
False |
230,670 |
| 10 |
1.0928 |
1.0529 |
0.0399 |
3.7% |
0.0107 |
1.0% |
77% |
True |
False |
214,868 |
| 20 |
1.0928 |
1.0529 |
0.0399 |
3.7% |
0.0094 |
0.9% |
77% |
True |
False |
186,685 |
| 40 |
1.0928 |
1.0317 |
0.0611 |
5.6% |
0.0098 |
0.9% |
85% |
True |
False |
131,386 |
| 60 |
1.0928 |
0.9822 |
0.1106 |
10.2% |
0.0109 |
1.0% |
92% |
True |
False |
87,906 |
| 80 |
1.0928 |
0.9658 |
0.1270 |
11.7% |
0.0111 |
1.0% |
93% |
True |
False |
66,128 |
| 100 |
1.0928 |
0.9658 |
0.1270 |
11.7% |
0.0108 |
1.0% |
93% |
True |
False |
53,089 |
| 120 |
1.0928 |
0.9658 |
0.1270 |
11.7% |
0.0101 |
0.9% |
93% |
True |
False |
44,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1446 |
|
2.618 |
1.1247 |
|
1.618 |
1.1125 |
|
1.000 |
1.1050 |
|
0.618 |
1.1003 |
|
HIGH |
1.0928 |
|
0.618 |
1.0881 |
|
0.500 |
1.0867 |
|
0.382 |
1.0852 |
|
LOW |
1.0806 |
|
0.618 |
1.0730 |
|
1.000 |
1.0684 |
|
1.618 |
1.0608 |
|
2.618 |
1.0486 |
|
4.250 |
1.0287 |
|
|
| Fisher Pivots for day following 18-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0867 |
1.0867 |
| PP |
1.0856 |
1.0856 |
| S1 |
1.0846 |
1.0846 |
|