CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 09-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2023 |
09-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0640 |
1.0764 |
0.0124 |
1.2% |
1.0773 |
| High |
1.0757 |
1.0870 |
0.0114 |
1.1% |
1.0793 |
| Low |
1.0594 |
1.0764 |
0.0170 |
1.6% |
1.0594 |
| Close |
1.0756 |
1.0861 |
0.0106 |
1.0% |
1.0756 |
| Range |
0.0163 |
0.0106 |
-0.0057 |
-34.8% |
0.0199 |
| ATR |
0.0088 |
0.0090 |
0.0002 |
2.1% |
0.0000 |
| Volume |
1,056 |
577 |
-479 |
-45.4% |
2,506 |
|
| Daily Pivots for day following 09-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1150 |
1.1111 |
1.0919 |
|
| R3 |
1.1044 |
1.1005 |
1.0890 |
|
| R2 |
1.0938 |
1.0938 |
1.0880 |
|
| R1 |
1.0899 |
1.0899 |
1.0871 |
1.0919 |
| PP |
1.0832 |
1.0832 |
1.0832 |
1.0841 |
| S1 |
1.0793 |
1.0793 |
1.0851 |
1.0813 |
| S2 |
1.0726 |
1.0726 |
1.0842 |
|
| S3 |
1.0620 |
1.0687 |
1.0832 |
|
| S4 |
1.0514 |
1.0581 |
1.0803 |
|
|
| Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1311 |
1.1232 |
1.0865 |
|
| R3 |
1.1112 |
1.1033 |
1.0810 |
|
| R2 |
1.0913 |
1.0913 |
1.0792 |
|
| R1 |
1.0834 |
1.0834 |
1.0774 |
1.0774 |
| PP |
1.0714 |
1.0714 |
1.0714 |
1.0684 |
| S1 |
1.0635 |
1.0635 |
1.0737 |
1.0575 |
| S2 |
1.0515 |
1.0515 |
1.0719 |
|
| S3 |
1.0316 |
1.0436 |
1.0701 |
|
| S4 |
1.0117 |
1.0237 |
1.0646 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0870 |
1.0594 |
0.0276 |
2.5% |
0.0119 |
1.1% |
97% |
True |
False |
616 |
| 10 |
1.0870 |
1.0594 |
0.0276 |
2.5% |
0.0087 |
0.8% |
97% |
True |
False |
430 |
| 20 |
1.0870 |
1.0594 |
0.0276 |
2.5% |
0.0082 |
0.8% |
97% |
True |
False |
485 |
| 40 |
1.0870 |
1.0150 |
0.0720 |
6.6% |
0.0083 |
0.8% |
99% |
True |
False |
542 |
| 60 |
1.0870 |
0.9826 |
0.1044 |
9.6% |
0.0084 |
0.8% |
99% |
True |
False |
442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1321 |
|
2.618 |
1.1148 |
|
1.618 |
1.1042 |
|
1.000 |
1.0976 |
|
0.618 |
1.0936 |
|
HIGH |
1.0870 |
|
0.618 |
1.0830 |
|
0.500 |
1.0817 |
|
0.382 |
1.0804 |
|
LOW |
1.0764 |
|
0.618 |
1.0698 |
|
1.000 |
1.0658 |
|
1.618 |
1.0592 |
|
2.618 |
1.0486 |
|
4.250 |
1.0314 |
|
|
| Fisher Pivots for day following 09-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0846 |
1.0818 |
| PP |
1.0832 |
1.0775 |
| S1 |
1.0817 |
1.0732 |
|