CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 24-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2023 |
24-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0901 |
1.0906 |
0.0005 |
0.0% |
1.0877 |
| High |
1.0963 |
1.0933 |
-0.0030 |
-0.3% |
1.0928 |
| Low |
1.0882 |
1.0870 |
-0.0012 |
-0.1% |
1.0806 |
| Close |
1.0894 |
1.0919 |
0.0026 |
0.2% |
1.0891 |
| Range |
0.0081 |
0.0063 |
-0.0018 |
-21.7% |
0.0122 |
| ATR |
0.0095 |
0.0093 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
176,164 |
150,809 |
-25,355 |
-14.4% |
854,301 |
|
| Daily Pivots for day following 24-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1096 |
1.1071 |
1.0954 |
|
| R3 |
1.1033 |
1.1008 |
1.0936 |
|
| R2 |
1.0970 |
1.0970 |
1.0931 |
|
| R1 |
1.0945 |
1.0945 |
1.0925 |
1.0958 |
| PP |
1.0907 |
1.0907 |
1.0907 |
1.0914 |
| S1 |
1.0882 |
1.0882 |
1.0913 |
1.0895 |
| S2 |
1.0844 |
1.0844 |
1.0907 |
|
| S3 |
1.0781 |
1.0819 |
1.0902 |
|
| S4 |
1.0718 |
1.0756 |
1.0884 |
|
|
| 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% |
0.0076 |
0.7% |
72% |
False |
False |
178,919 |
| 10 |
1.0963 |
1.0758 |
0.0205 |
1.9% |
0.0082 |
0.8% |
79% |
False |
False |
194,703 |
| 20 |
1.0963 |
1.0529 |
0.0434 |
4.0% |
0.0091 |
0.8% |
90% |
False |
False |
186,875 |
| 40 |
1.0963 |
1.0372 |
0.0591 |
5.4% |
0.0096 |
0.9% |
93% |
False |
False |
147,258 |
| 60 |
1.0963 |
0.9835 |
0.1128 |
10.3% |
0.0105 |
1.0% |
96% |
False |
False |
98,635 |
| 80 |
1.0963 |
0.9762 |
0.1201 |
11.0% |
0.0107 |
1.0% |
96% |
False |
False |
74,143 |
| 100 |
1.0963 |
0.9658 |
0.1305 |
12.0% |
0.0108 |
1.0% |
97% |
False |
False |
59,528 |
| 120 |
1.0963 |
0.9658 |
0.1305 |
12.0% |
0.0101 |
0.9% |
97% |
False |
False |
49,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1201 |
|
2.618 |
1.1098 |
|
1.618 |
1.1035 |
|
1.000 |
1.0996 |
|
0.618 |
1.0972 |
|
HIGH |
1.0933 |
|
0.618 |
1.0909 |
|
0.500 |
1.0902 |
|
0.382 |
1.0894 |
|
LOW |
1.0870 |
|
0.618 |
1.0831 |
|
1.000 |
1.0807 |
|
1.618 |
1.0768 |
|
2.618 |
1.0705 |
|
4.250 |
1.0602 |
|
|
| Fisher Pivots for day following 24-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0913 |
1.0913 |
| PP |
1.0907 |
1.0907 |
| S1 |
1.0902 |
1.0901 |
|