CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 20-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2023 |
20-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0885 |
1.0932 |
0.0047 |
0.4% |
1.0951 |
| High |
1.0935 |
1.0957 |
0.0022 |
0.2% |
1.0982 |
| Low |
1.0885 |
1.0901 |
0.0016 |
0.1% |
1.0871 |
| Close |
1.0930 |
1.0952 |
0.0022 |
0.2% |
1.0952 |
| Range |
0.0050 |
0.0056 |
0.0006 |
11.0% |
0.0112 |
| ATR |
0.0086 |
0.0084 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
555 |
689 |
134 |
24.1% |
3,007 |
|
| Daily Pivots for day following 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1103 |
1.1083 |
1.0982 |
|
| R3 |
1.1047 |
1.1027 |
1.0967 |
|
| R2 |
1.0992 |
1.0992 |
1.0962 |
|
| R1 |
1.0972 |
1.0972 |
1.0957 |
1.0982 |
| PP |
1.0936 |
1.0936 |
1.0936 |
1.0941 |
| S1 |
1.0916 |
1.0916 |
1.0946 |
1.0926 |
| S2 |
1.0881 |
1.0881 |
1.0941 |
|
| S3 |
1.0825 |
1.0861 |
1.0936 |
|
| S4 |
1.0770 |
1.0805 |
1.0921 |
|
|
| Weekly Pivots for week ending 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1269 |
1.1222 |
1.1013 |
|
| R3 |
1.1158 |
1.1110 |
1.0982 |
|
| R2 |
1.1046 |
1.1046 |
1.0972 |
|
| R1 |
1.0999 |
1.0999 |
1.0962 |
1.1023 |
| PP |
1.0935 |
1.0935 |
1.0935 |
1.0947 |
| S1 |
1.0887 |
1.0887 |
1.0941 |
1.0911 |
| S2 |
1.0823 |
1.0823 |
1.0931 |
|
| S3 |
1.0712 |
1.0776 |
1.0921 |
|
| S4 |
1.0600 |
1.0664 |
1.0890 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0982 |
1.0871 |
0.0112 |
1.0% |
0.0078 |
0.7% |
73% |
False |
False |
743 |
| 10 |
1.0982 |
1.0594 |
0.0388 |
3.5% |
0.0087 |
0.8% |
92% |
False |
False |
817 |
| 20 |
1.0982 |
1.0594 |
0.0388 |
3.5% |
0.0080 |
0.7% |
92% |
False |
False |
597 |
| 40 |
1.0982 |
1.0414 |
0.0568 |
5.2% |
0.0079 |
0.7% |
95% |
False |
False |
650 |
| 60 |
1.0982 |
0.9920 |
0.1063 |
9.7% |
0.0083 |
0.8% |
97% |
False |
False |
493 |
| 80 |
1.0982 |
0.9725 |
0.1257 |
11.5% |
0.0082 |
0.7% |
98% |
False |
False |
433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1192 |
|
2.618 |
1.1102 |
|
1.618 |
1.1046 |
|
1.000 |
1.1012 |
|
0.618 |
1.0991 |
|
HIGH |
1.0957 |
|
0.618 |
1.0935 |
|
0.500 |
1.0929 |
|
0.382 |
1.0922 |
|
LOW |
1.0901 |
|
0.618 |
1.0867 |
|
1.000 |
1.0846 |
|
1.618 |
1.0811 |
|
2.618 |
1.0756 |
|
4.250 |
1.0665 |
|
|
| Fisher Pivots for day following 20-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0944 |
1.0943 |
| PP |
1.0936 |
1.0935 |
| S1 |
1.0929 |
1.0926 |
|