CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 05-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2023 |
05-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0680 |
1.0733 |
0.0053 |
0.5% |
1.0757 |
| High |
1.0739 |
1.0738 |
-0.0001 |
0.0% |
1.0828 |
| Low |
1.0678 |
1.0630 |
-0.0048 |
-0.4% |
1.0731 |
| Close |
1.0718 |
1.0641 |
-0.0078 |
-0.7% |
1.0817 |
| Range |
0.0061 |
0.0108 |
0.0047 |
77.0% |
0.0097 |
| ATR |
0.0081 |
0.0083 |
0.0002 |
2.4% |
0.0000 |
| Volume |
360 |
663 |
303 |
84.2% |
1,074 |
|
| Daily Pivots for day following 05-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0994 |
1.0925 |
1.0700 |
|
| R3 |
1.0886 |
1.0817 |
1.0670 |
|
| R2 |
1.0778 |
1.0778 |
1.0660 |
|
| R1 |
1.0709 |
1.0709 |
1.0650 |
1.0689 |
| PP |
1.0670 |
1.0670 |
1.0670 |
1.0660 |
| S1 |
1.0601 |
1.0601 |
1.0631 |
1.0581 |
| S2 |
1.0562 |
1.0562 |
1.0621 |
|
| S3 |
1.0454 |
1.0493 |
1.0611 |
|
| S4 |
1.0346 |
1.0385 |
1.0581 |
|
|
| 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 |
1.0630 |
0.0198 |
1.9% |
0.0094 |
0.9% |
5% |
False |
True |
377 |
| 10 |
1.0828 |
1.0630 |
0.0198 |
1.9% |
0.0072 |
0.7% |
5% |
False |
True |
378 |
| 20 |
1.0860 |
1.0608 |
0.0252 |
2.4% |
0.0075 |
0.7% |
13% |
False |
False |
624 |
| 40 |
1.0860 |
1.0150 |
0.0710 |
6.7% |
0.0081 |
0.8% |
69% |
False |
False |
503 |
| 60 |
1.0860 |
0.9826 |
0.1034 |
9.7% |
0.0080 |
0.8% |
79% |
False |
False |
427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1197 |
|
2.618 |
1.1021 |
|
1.618 |
1.0913 |
|
1.000 |
1.0846 |
|
0.618 |
1.0805 |
|
HIGH |
1.0738 |
|
0.618 |
1.0697 |
|
0.500 |
1.0684 |
|
0.382 |
1.0671 |
|
LOW |
1.0630 |
|
0.618 |
1.0563 |
|
1.000 |
1.0522 |
|
1.618 |
1.0455 |
|
2.618 |
1.0347 |
|
4.250 |
1.0171 |
|
|
| Fisher Pivots for day following 05-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0684 |
1.0712 |
| PP |
1.0670 |
1.0688 |
| S1 |
1.0655 |
1.0664 |
|