CME Euro FX (E) Future June 2023
Trading Metrics calculated at close of trading on 10-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2023 |
10-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
1.0764 |
1.0845 |
0.0081 |
0.8% |
1.0773 |
High |
1.0870 |
1.0858 |
-0.0012 |
-0.1% |
1.0793 |
Low |
1.0764 |
1.0826 |
0.0062 |
0.6% |
1.0594 |
Close |
1.0861 |
1.0849 |
-0.0012 |
-0.1% |
1.0756 |
Range |
0.0106 |
0.0032 |
-0.0074 |
-69.8% |
0.0199 |
ATR |
0.0090 |
0.0086 |
-0.0004 |
-4.4% |
0.0000 |
Volume |
577 |
150 |
-427 |
-74.0% |
2,506 |
|
Daily Pivots for day following 10-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0940 |
1.0927 |
1.0867 |
|
R3 |
1.0908 |
1.0895 |
1.0858 |
|
R2 |
1.0876 |
1.0876 |
1.0855 |
|
R1 |
1.0863 |
1.0863 |
1.0852 |
1.0870 |
PP |
1.0844 |
1.0844 |
1.0844 |
1.0848 |
S1 |
1.0831 |
1.0831 |
1.0846 |
1.0838 |
S2 |
1.0812 |
1.0812 |
1.0843 |
|
S3 |
1.0780 |
1.0799 |
1.0840 |
|
S4 |
1.0748 |
1.0767 |
1.0831 |
|
|
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% |
0.0094 |
0.9% |
92% |
False |
False |
561 |
10 |
1.0870 |
1.0594 |
0.0276 |
2.5% |
0.0086 |
0.8% |
92% |
False |
False |
430 |
20 |
1.0870 |
1.0594 |
0.0276 |
2.5% |
0.0080 |
0.7% |
92% |
False |
False |
488 |
40 |
1.0870 |
1.0334 |
0.0537 |
4.9% |
0.0079 |
0.7% |
96% |
False |
False |
523 |
60 |
1.0870 |
0.9889 |
0.0981 |
9.0% |
0.0082 |
0.8% |
98% |
False |
False |
444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0994 |
2.618 |
1.0942 |
1.618 |
1.0910 |
1.000 |
1.0890 |
0.618 |
1.0878 |
HIGH |
1.0858 |
0.618 |
1.0846 |
0.500 |
1.0842 |
0.382 |
1.0838 |
LOW |
1.0826 |
0.618 |
1.0806 |
1.000 |
1.0794 |
1.618 |
1.0774 |
2.618 |
1.0742 |
4.250 |
1.0690 |
|
|
Fisher Pivots for day following 10-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
1.0847 |
1.0810 |
PP |
1.0844 |
1.0771 |
S1 |
1.0842 |
1.0732 |
|