CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 04-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2023 |
04-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0773 |
1.0680 |
-0.0093 |
-0.9% |
1.0757 |
| High |
1.0793 |
1.0739 |
-0.0054 |
-0.5% |
1.0828 |
| Low |
1.0635 |
1.0678 |
0.0043 |
0.4% |
1.0731 |
| Close |
1.0679 |
1.0718 |
0.0039 |
0.4% |
1.0817 |
| Range |
0.0158 |
0.0061 |
-0.0097 |
-61.4% |
0.0097 |
| ATR |
0.0082 |
0.0081 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
427 |
360 |
-67 |
-15.7% |
1,074 |
|
| Daily Pivots for day following 04-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0895 |
1.0867 |
1.0752 |
|
| R3 |
1.0834 |
1.0806 |
1.0735 |
|
| R2 |
1.0773 |
1.0773 |
1.0729 |
|
| R1 |
1.0745 |
1.0745 |
1.0724 |
1.0759 |
| PP |
1.0712 |
1.0712 |
1.0712 |
1.0719 |
| S1 |
1.0684 |
1.0684 |
1.0712 |
1.0698 |
| S2 |
1.0651 |
1.0651 |
1.0707 |
|
| S3 |
1.0590 |
1.0623 |
1.0701 |
|
| S4 |
1.0529 |
1.0562 |
1.0684 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1083 |
1.1047 |
1.0870 |
|
| R3 |
1.0986 |
1.0950 |
1.0844 |
|
| R2 |
1.0889 |
1.0889 |
1.0835 |
|
| R1 |
1.0853 |
1.0853 |
1.0826 |
1.0871 |
| PP |
1.0792 |
1.0792 |
1.0792 |
1.0801 |
| S1 |
1.0756 |
1.0756 |
1.0808 |
1.0774 |
| S2 |
1.0695 |
1.0695 |
1.0799 |
|
| S3 |
1.0598 |
1.0659 |
1.0790 |
|
| S4 |
1.0501 |
1.0562 |
1.0764 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0828 |
1.0635 |
0.0193 |
1.8% |
0.0082 |
0.8% |
43% |
False |
False |
300 |
| 10 |
1.0828 |
1.0635 |
0.0193 |
1.8% |
0.0067 |
0.6% |
43% |
False |
False |
334 |
| 20 |
1.0860 |
1.0608 |
0.0252 |
2.4% |
0.0073 |
0.7% |
44% |
False |
False |
682 |
| 40 |
1.0860 |
1.0119 |
0.0742 |
6.9% |
0.0080 |
0.7% |
81% |
False |
False |
487 |
| 60 |
1.0860 |
0.9826 |
0.1034 |
9.6% |
0.0078 |
0.7% |
86% |
False |
False |
416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0998 |
|
2.618 |
1.0899 |
|
1.618 |
1.0838 |
|
1.000 |
1.0800 |
|
0.618 |
1.0777 |
|
HIGH |
1.0739 |
|
0.618 |
1.0716 |
|
0.500 |
1.0709 |
|
0.382 |
1.0701 |
|
LOW |
1.0678 |
|
0.618 |
1.0640 |
|
1.000 |
1.0617 |
|
1.618 |
1.0579 |
|
2.618 |
1.0518 |
|
4.250 |
1.0419 |
|
|
| Fisher Pivots for day following 04-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0715 |
1.0731 |
| PP |
1.0712 |
1.0727 |
| S1 |
1.0709 |
1.0722 |
|