CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 30-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2023 |
30-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0990 |
1.0960 |
-0.0030 |
-0.3% |
1.0963 |
| High |
1.0992 |
1.1001 |
0.0010 |
0.1% |
1.1021 |
| Low |
1.0930 |
1.0936 |
0.0007 |
0.1% |
1.0930 |
| Close |
1.0960 |
1.0936 |
-0.0024 |
-0.2% |
1.0960 |
| Range |
0.0062 |
0.0065 |
0.0003 |
4.8% |
0.0092 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
370 |
441 |
71 |
19.2% |
2,416 |
|
| Daily Pivots for day following 30-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1153 |
1.1109 |
1.0972 |
|
| R3 |
1.1088 |
1.1044 |
1.0954 |
|
| R2 |
1.1023 |
1.1023 |
1.0948 |
|
| R1 |
1.0979 |
1.0979 |
1.0942 |
1.0969 |
| PP |
1.0958 |
1.0958 |
1.0958 |
1.0952 |
| S1 |
1.0914 |
1.0914 |
1.0930 |
1.0904 |
| S2 |
1.0893 |
1.0893 |
1.0924 |
|
| S3 |
1.0828 |
1.0849 |
1.0918 |
|
| S4 |
1.0763 |
1.0784 |
1.0900 |
|
|
| Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1245 |
1.1194 |
1.1010 |
|
| R3 |
1.1153 |
1.1102 |
1.0985 |
|
| R2 |
1.1062 |
1.1062 |
1.0977 |
|
| R1 |
1.1011 |
1.1011 |
1.0968 |
1.0991 |
| PP |
1.0970 |
1.0970 |
1.0970 |
1.0960 |
| S1 |
1.0919 |
1.0919 |
1.0952 |
1.0899 |
| S2 |
1.0879 |
1.0879 |
1.0943 |
|
| S3 |
1.0787 |
1.0828 |
1.0935 |
|
| S4 |
1.0696 |
1.0736 |
1.0910 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1019 |
1.0930 |
0.0090 |
0.8% |
0.0062 |
0.6% |
7% |
False |
False |
492 |
| 10 |
1.1021 |
1.0871 |
0.0151 |
1.4% |
0.0069 |
0.6% |
44% |
False |
False |
586 |
| 20 |
1.1021 |
1.0594 |
0.0427 |
3.9% |
0.0083 |
0.8% |
80% |
False |
False |
643 |
| 40 |
1.1021 |
1.0545 |
0.0476 |
4.4% |
0.0079 |
0.7% |
82% |
False |
False |
695 |
| 60 |
1.1021 |
0.9920 |
0.1102 |
10.1% |
0.0082 |
0.8% |
92% |
False |
False |
520 |
| 80 |
1.1021 |
0.9826 |
0.1195 |
10.9% |
0.0078 |
0.7% |
93% |
False |
False |
465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1277 |
|
2.618 |
1.1171 |
|
1.618 |
1.1106 |
|
1.000 |
1.1066 |
|
0.618 |
1.1041 |
|
HIGH |
1.1001 |
|
0.618 |
1.0976 |
|
0.500 |
1.0969 |
|
0.382 |
1.0961 |
|
LOW |
1.0936 |
|
0.618 |
1.0896 |
|
1.000 |
1.0871 |
|
1.618 |
1.0831 |
|
2.618 |
1.0766 |
|
4.250 |
1.0660 |
|
|
| Fisher Pivots for day following 30-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0969 |
1.0974 |
| PP |
1.0958 |
1.0962 |
| S1 |
1.0947 |
1.0949 |
|