CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 23-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2023 |
23-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0867 |
1.0901 |
0.0034 |
0.3% |
1.0877 |
| High |
1.0896 |
1.0963 |
0.0067 |
0.6% |
1.0928 |
| Low |
1.0839 |
1.0882 |
0.0044 |
0.4% |
1.0806 |
| Close |
1.0891 |
1.0894 |
0.0003 |
0.0% |
1.0891 |
| Range |
0.0057 |
0.0081 |
0.0024 |
41.2% |
0.0122 |
| ATR |
0.0096 |
0.0095 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
143,187 |
176,164 |
32,977 |
23.0% |
854,301 |
|
| Daily Pivots for day following 23-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1154 |
1.1104 |
1.0938 |
|
| R3 |
1.1074 |
1.1024 |
1.0916 |
|
| R2 |
1.0993 |
1.0993 |
1.0908 |
|
| R1 |
1.0943 |
1.0943 |
1.0901 |
1.0928 |
| PP |
1.0913 |
1.0913 |
1.0913 |
1.0905 |
| S1 |
1.0863 |
1.0863 |
1.0886 |
1.0848 |
| S2 |
1.0832 |
1.0832 |
1.0879 |
|
| S3 |
1.0752 |
1.0782 |
1.0871 |
|
| S4 |
1.0671 |
1.0702 |
1.0849 |
|
|
| Weekly Pivots for week ending 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1241 |
1.1188 |
1.0958 |
|
| R3 |
1.1119 |
1.1066 |
1.0924 |
|
| R2 |
1.0997 |
1.0997 |
1.0913 |
|
| R1 |
1.0944 |
1.0944 |
1.0902 |
1.0970 |
| PP |
1.0875 |
1.0875 |
1.0875 |
1.0888 |
| S1 |
1.0822 |
1.0822 |
1.0879 |
1.0848 |
| S2 |
1.0753 |
1.0753 |
1.0868 |
|
| S3 |
1.0631 |
1.0700 |
1.0857 |
|
| S4 |
1.0509 |
1.0578 |
1.0823 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0963 |
1.0806 |
0.0157 |
1.4% |
0.0084 |
0.8% |
56% |
True |
False |
206,093 |
| 10 |
1.0963 |
1.0689 |
0.0274 |
2.5% |
0.0088 |
0.8% |
75% |
True |
False |
199,592 |
| 20 |
1.0963 |
1.0529 |
0.0434 |
4.0% |
0.0092 |
0.8% |
84% |
True |
False |
187,957 |
| 40 |
1.0963 |
1.0372 |
0.0591 |
5.4% |
0.0097 |
0.9% |
88% |
True |
False |
143,653 |
| 60 |
1.0963 |
0.9835 |
0.1128 |
10.4% |
0.0106 |
1.0% |
94% |
True |
False |
96,129 |
| 80 |
1.0963 |
0.9658 |
0.1305 |
12.0% |
0.0108 |
1.0% |
95% |
True |
False |
72,272 |
| 100 |
1.0963 |
0.9658 |
0.1305 |
12.0% |
0.0107 |
1.0% |
95% |
True |
False |
58,023 |
| 120 |
1.0963 |
0.9658 |
0.1305 |
12.0% |
0.0101 |
0.9% |
95% |
True |
False |
48,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1305 |
|
2.618 |
1.1173 |
|
1.618 |
1.1093 |
|
1.000 |
1.1043 |
|
0.618 |
1.1012 |
|
HIGH |
1.0963 |
|
0.618 |
1.0932 |
|
0.500 |
1.0922 |
|
0.382 |
1.0913 |
|
LOW |
1.0882 |
|
0.618 |
1.0832 |
|
1.000 |
1.0802 |
|
1.618 |
1.0752 |
|
2.618 |
1.0671 |
|
4.250 |
1.0540 |
|
|
| Fisher Pivots for day following 23-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0922 |
1.0893 |
| PP |
1.0913 |
1.0892 |
| S1 |
1.0903 |
1.0891 |
|