CME Euro FX (E) Future September 2023
Trading Metrics calculated at close of trading on 18-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2023 |
18-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
1.0949 |
1.0997 |
0.0048 |
0.4% |
1.0880 |
High |
1.0949 |
1.1016 |
0.0068 |
0.6% |
1.1019 |
Low |
1.0949 |
1.0948 |
-0.0001 |
0.0% |
1.0880 |
Close |
1.0949 |
1.0948 |
-0.0001 |
0.0% |
1.0983 |
Range |
0.0000 |
0.0068 |
0.0068 |
|
0.0139 |
ATR |
0.0068 |
0.0068 |
0.0000 |
0.0% |
0.0000 |
Volume |
116 |
4 |
-112 |
-96.6% |
1,387 |
|
Daily Pivots for day following 18-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1175 |
1.1129 |
1.0985 |
|
R3 |
1.1107 |
1.1061 |
1.0967 |
|
R2 |
1.1039 |
1.1039 |
1.0960 |
|
R1 |
1.0993 |
1.0993 |
1.0954 |
1.0982 |
PP |
1.0971 |
1.0971 |
1.0971 |
1.0965 |
S1 |
1.0925 |
1.0925 |
1.0942 |
1.0914 |
S2 |
1.0903 |
1.0903 |
1.0936 |
|
S3 |
1.0835 |
1.0857 |
1.0929 |
|
S4 |
1.0767 |
1.0789 |
1.0911 |
|
|
Weekly Pivots for week ending 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1378 |
1.1319 |
1.1059 |
|
R3 |
1.1239 |
1.1180 |
1.1021 |
|
R2 |
1.1100 |
1.1100 |
1.1008 |
|
R1 |
1.1041 |
1.1041 |
1.0996 |
1.1071 |
PP |
1.0961 |
1.0961 |
1.0961 |
1.0975 |
S1 |
1.0902 |
1.0902 |
1.0970 |
1.0932 |
S2 |
1.0822 |
1.0822 |
1.0958 |
|
S3 |
1.0683 |
1.0763 |
1.0945 |
|
S4 |
1.0544 |
1.0624 |
1.0907 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1019 |
1.0907 |
0.0112 |
1.0% |
0.0052 |
0.5% |
37% |
False |
False |
298 |
10 |
1.1019 |
1.0645 |
0.0374 |
3.4% |
0.0048 |
0.4% |
81% |
False |
False |
156 |
20 |
1.1019 |
1.0645 |
0.0374 |
3.4% |
0.0035 |
0.3% |
81% |
False |
False |
128 |
40 |
1.1019 |
1.0451 |
0.0569 |
5.2% |
0.0046 |
0.4% |
88% |
False |
False |
104 |
60 |
1.1019 |
0.9946 |
0.1074 |
9.8% |
0.0050 |
0.5% |
93% |
False |
False |
80 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1305 |
2.618 |
1.1194 |
1.618 |
1.1126 |
1.000 |
1.1084 |
0.618 |
1.1058 |
HIGH |
1.1016 |
0.618 |
1.0990 |
0.500 |
1.0982 |
0.382 |
1.0974 |
LOW |
1.0948 |
0.618 |
1.0906 |
1.000 |
1.0880 |
1.618 |
1.0838 |
2.618 |
1.0770 |
4.250 |
1.0659 |
|
|
Fisher Pivots for day following 18-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
1.0982 |
1.0977 |
PP |
1.0971 |
1.0968 |
S1 |
1.0959 |
1.0958 |
|