CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 17-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2023 |
17-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0959 |
1.0951 |
-0.0008 |
-0.1% |
1.0764 |
| High |
1.0972 |
1.0972 |
0.0001 |
0.0% |
1.0972 |
| Low |
1.0887 |
1.0883 |
-0.0004 |
0.0% |
1.0764 |
| Close |
1.0933 |
1.0896 |
-0.0037 |
-0.3% |
1.0933 |
| Range |
0.0085 |
0.0089 |
0.0005 |
5.3% |
0.0208 |
| ATR |
0.0087 |
0.0087 |
0.0000 |
0.2% |
0.0000 |
| Volume |
708 |
1,105 |
397 |
56.1% |
4,107 |
|
| Daily Pivots for day following 17-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1184 |
1.1129 |
1.0945 |
|
| R3 |
1.1095 |
1.1040 |
1.0920 |
|
| R2 |
1.1006 |
1.1006 |
1.0912 |
|
| R1 |
1.0951 |
1.0951 |
1.0904 |
1.0934 |
| PP |
1.0917 |
1.0917 |
1.0917 |
1.0909 |
| S1 |
1.0862 |
1.0862 |
1.0888 |
1.0845 |
| S2 |
1.0828 |
1.0828 |
1.0880 |
|
| S3 |
1.0739 |
1.0773 |
1.0872 |
|
| S4 |
1.0650 |
1.0684 |
1.0847 |
|
|
| 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 |
1.0826 |
0.0146 |
1.3% |
0.0077 |
0.7% |
48% |
True |
False |
927 |
| 10 |
1.0972 |
1.0594 |
0.0378 |
3.5% |
0.0098 |
0.9% |
80% |
True |
False |
771 |
| 20 |
1.0972 |
1.0594 |
0.0378 |
3.5% |
0.0077 |
0.7% |
80% |
True |
False |
561 |
| 40 |
1.0972 |
1.0400 |
0.0572 |
5.2% |
0.0078 |
0.7% |
87% |
True |
False |
605 |
| 60 |
1.0972 |
0.9889 |
0.1083 |
9.9% |
0.0084 |
0.8% |
93% |
True |
False |
506 |
| 80 |
1.0972 |
0.9725 |
0.1247 |
11.4% |
0.0084 |
0.8% |
94% |
True |
False |
413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1350 |
|
2.618 |
1.1205 |
|
1.618 |
1.1116 |
|
1.000 |
1.1061 |
|
0.618 |
1.1027 |
|
HIGH |
1.0972 |
|
0.618 |
1.0938 |
|
0.500 |
1.0928 |
|
0.382 |
1.0917 |
|
LOW |
1.0883 |
|
0.618 |
1.0828 |
|
1.000 |
1.0794 |
|
1.618 |
1.0739 |
|
2.618 |
1.0650 |
|
4.250 |
1.0505 |
|
|
| Fisher Pivots for day following 17-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0928 |
1.0900 |
| PP |
1.0917 |
1.0898 |
| S1 |
1.0907 |
1.0897 |
|