CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 26-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2023 |
26-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0981 |
1.1011 |
0.0030 |
0.3% |
1.0951 |
| High |
1.1019 |
1.1019 |
0.0001 |
0.0% |
1.0982 |
| Low |
1.0963 |
1.0945 |
-0.0018 |
-0.2% |
1.0871 |
| Close |
1.1010 |
1.0981 |
-0.0029 |
-0.3% |
1.0952 |
| Range |
0.0056 |
0.0074 |
0.0019 |
33.3% |
0.0112 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
442 |
537 |
95 |
21.5% |
3,007 |
|
| Daily Pivots for day following 26-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1204 |
1.1166 |
1.1022 |
|
| R3 |
1.1130 |
1.1092 |
1.1001 |
|
| R2 |
1.1056 |
1.1056 |
1.0995 |
|
| R1 |
1.1018 |
1.1018 |
1.0988 |
1.1000 |
| PP |
1.0982 |
1.0982 |
1.0982 |
1.0973 |
| S1 |
1.0944 |
1.0944 |
1.0974 |
1.0926 |
| S2 |
1.0908 |
1.0908 |
1.0967 |
|
| S3 |
1.0834 |
1.0870 |
1.0961 |
|
| S4 |
1.0760 |
1.0796 |
1.0940 |
|
|
| 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 |
1.1021 |
1.0901 |
0.0120 |
1.1% |
0.0063 |
0.6% |
67% |
False |
False |
547 |
| 10 |
1.1021 |
1.0827 |
0.0194 |
1.8% |
0.0078 |
0.7% |
79% |
False |
False |
767 |
| 20 |
1.1021 |
1.0594 |
0.0427 |
3.9% |
0.0082 |
0.7% |
91% |
False |
False |
619 |
| 40 |
1.1021 |
1.0478 |
0.0544 |
4.9% |
0.0078 |
0.7% |
93% |
False |
False |
687 |
| 60 |
1.1021 |
0.9920 |
0.1102 |
10.0% |
0.0081 |
0.7% |
96% |
False |
False |
511 |
| 80 |
1.1021 |
0.9826 |
0.1195 |
10.9% |
0.0078 |
0.7% |
97% |
False |
False |
455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1334 |
|
2.618 |
1.1213 |
|
1.618 |
1.1139 |
|
1.000 |
1.1093 |
|
0.618 |
1.1065 |
|
HIGH |
1.1019 |
|
0.618 |
1.0991 |
|
0.500 |
1.0982 |
|
0.382 |
1.0973 |
|
LOW |
1.0945 |
|
0.618 |
1.0899 |
|
1.000 |
1.0871 |
|
1.618 |
1.0825 |
|
2.618 |
1.0751 |
|
4.250 |
1.0631 |
|
|
| Fisher Pivots for day following 26-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0982 |
1.0980 |
| PP |
1.0982 |
1.0979 |
| S1 |
1.0981 |
1.0978 |
|