CME Euro FX (E) Future June 2023
Trading Metrics calculated at close of trading on 11-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2023 |
11-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
1.0845 |
1.0852 |
0.0007 |
0.1% |
1.0773 |
High |
1.0858 |
1.0880 |
0.0022 |
0.2% |
1.0793 |
Low |
1.0826 |
1.0836 |
0.0010 |
0.1% |
1.0594 |
Close |
1.0849 |
1.0872 |
0.0023 |
0.2% |
1.0756 |
Range |
0.0032 |
0.0045 |
0.0013 |
39.1% |
0.0199 |
ATR |
0.0086 |
0.0083 |
-0.0003 |
-3.5% |
0.0000 |
Volume |
150 |
757 |
607 |
404.7% |
2,506 |
|
Daily Pivots for day following 11-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0996 |
1.0979 |
1.0896 |
|
R3 |
1.0952 |
1.0934 |
1.0884 |
|
R2 |
1.0907 |
1.0907 |
1.0880 |
|
R1 |
1.0890 |
1.0890 |
1.0876 |
1.0898 |
PP |
1.0863 |
1.0863 |
1.0863 |
1.0867 |
S1 |
1.0845 |
1.0845 |
1.0868 |
1.0854 |
S2 |
1.0818 |
1.0818 |
1.0864 |
|
S3 |
1.0774 |
1.0801 |
1.0860 |
|
S4 |
1.0729 |
1.0756 |
1.0848 |
|
|
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 |
1.0880 |
1.0594 |
0.0286 |
2.6% |
0.0091 |
0.8% |
97% |
True |
False |
640 |
10 |
1.0880 |
1.0594 |
0.0286 |
2.6% |
0.0086 |
0.8% |
97% |
True |
False |
470 |
20 |
1.0880 |
1.0594 |
0.0286 |
2.6% |
0.0078 |
0.7% |
97% |
True |
False |
515 |
40 |
1.0880 |
1.0400 |
0.0480 |
4.4% |
0.0075 |
0.7% |
98% |
True |
False |
535 |
60 |
1.0880 |
0.9889 |
0.0991 |
9.1% |
0.0082 |
0.7% |
99% |
True |
False |
457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1069 |
2.618 |
1.0997 |
1.618 |
1.0952 |
1.000 |
1.0925 |
0.618 |
1.0908 |
HIGH |
1.0880 |
0.618 |
1.0863 |
0.500 |
1.0858 |
0.382 |
1.0852 |
LOW |
1.0836 |
0.618 |
1.0808 |
1.000 |
1.0791 |
1.618 |
1.0763 |
2.618 |
1.0719 |
4.250 |
1.0646 |
|
|
Fisher Pivots for day following 11-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
1.0867 |
1.0855 |
PP |
1.0863 |
1.0839 |
S1 |
1.0858 |
1.0822 |
|