CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 13-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2023 |
13-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0870 |
1.0959 |
0.0089 |
0.8% |
1.0764 |
| High |
1.0960 |
1.0972 |
0.0012 |
0.1% |
1.0972 |
| Low |
1.0827 |
1.0887 |
0.0060 |
0.6% |
1.0764 |
| Close |
1.0954 |
1.0933 |
-0.0021 |
-0.2% |
1.0933 |
| Range |
0.0133 |
0.0085 |
-0.0049 |
-36.5% |
0.0208 |
| ATR |
0.0087 |
0.0087 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
1,915 |
708 |
-1,207 |
-63.0% |
4,107 |
|
| Daily Pivots for day following 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1184 |
1.1143 |
1.0979 |
|
| R3 |
1.1100 |
1.1059 |
1.0956 |
|
| R2 |
1.1015 |
1.1015 |
1.0948 |
|
| R1 |
1.0974 |
1.0974 |
1.0941 |
1.0952 |
| PP |
1.0931 |
1.0931 |
1.0931 |
1.0920 |
| S1 |
1.0890 |
1.0890 |
1.0925 |
1.0868 |
| S2 |
1.0846 |
1.0846 |
1.0918 |
|
| S3 |
1.0762 |
1.0805 |
1.0910 |
|
| S4 |
1.0677 |
1.0721 |
1.0887 |
|
|
| Weekly Pivots for week ending 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1512 |
1.1430 |
1.1047 |
|
| R3 |
1.1305 |
1.1223 |
1.0990 |
|
| R2 |
1.1097 |
1.1097 |
1.0971 |
|
| R1 |
1.1015 |
1.1015 |
1.0952 |
1.1056 |
| PP |
1.0890 |
1.0890 |
1.0890 |
1.0910 |
| S1 |
1.0808 |
1.0808 |
1.0914 |
1.0849 |
| S2 |
1.0682 |
1.0682 |
1.0895 |
|
| S3 |
1.0475 |
1.0600 |
1.0876 |
|
| S4 |
1.0267 |
1.0393 |
1.0819 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0972 |
1.0764 |
0.0208 |
1.9% |
0.0080 |
0.7% |
81% |
True |
False |
821 |
| 10 |
1.0972 |
1.0594 |
0.0378 |
3.5% |
0.0096 |
0.9% |
90% |
True |
False |
700 |
| 20 |
1.0972 |
1.0594 |
0.0378 |
3.5% |
0.0079 |
0.7% |
90% |
True |
False |
540 |
| 40 |
1.0972 |
1.0400 |
0.0572 |
5.2% |
0.0077 |
0.7% |
93% |
True |
False |
589 |
| 60 |
1.0972 |
0.9889 |
0.1083 |
9.9% |
0.0083 |
0.8% |
96% |
True |
False |
500 |
| 80 |
1.0972 |
0.9725 |
0.1247 |
11.4% |
0.0083 |
0.8% |
97% |
True |
False |
399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1331 |
|
2.618 |
1.1193 |
|
1.618 |
1.1108 |
|
1.000 |
1.1056 |
|
0.618 |
1.1024 |
|
HIGH |
1.0972 |
|
0.618 |
1.0939 |
|
0.500 |
1.0929 |
|
0.382 |
1.0919 |
|
LOW |
1.0887 |
|
0.618 |
1.0835 |
|
1.000 |
1.0803 |
|
1.618 |
1.0750 |
|
2.618 |
1.0666 |
|
4.250 |
1.0528 |
|
|
| Fisher Pivots for day following 13-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0932 |
1.0922 |
| PP |
1.0931 |
1.0911 |
| S1 |
1.0929 |
1.0899 |
|