CME Euro FX (E) Future September 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 |
1.0939 |
1.0978 |
0.0039 |
0.4% |
1.0949 |
High |
1.0980 |
1.1003 |
0.0023 |
0.2% |
1.1016 |
Low |
1.0939 |
1.0952 |
0.0013 |
0.1% |
1.0939 |
Close |
1.0980 |
1.1001 |
0.0022 |
0.2% |
1.1001 |
Range |
0.0041 |
0.0052 |
0.0011 |
25.6% |
0.0077 |
ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
2 |
6 |
4 |
200.0% |
128 |
|
Daily Pivots for day following 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1140 |
1.1122 |
1.1029 |
|
R3 |
1.1088 |
1.1070 |
1.1015 |
|
R2 |
1.1037 |
1.1037 |
1.1010 |
|
R1 |
1.1019 |
1.1019 |
1.1006 |
1.1028 |
PP |
1.0985 |
1.0985 |
1.0985 |
1.0990 |
S1 |
1.0967 |
1.0967 |
1.0996 |
1.0976 |
S2 |
1.0934 |
1.0934 |
1.0992 |
|
S3 |
1.0882 |
1.0916 |
1.0987 |
|
S4 |
1.0831 |
1.0864 |
1.0973 |
|
|
Weekly Pivots for week ending 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1216 |
1.1186 |
1.1043 |
|
R3 |
1.1139 |
1.1109 |
1.1022 |
|
R2 |
1.1062 |
1.1062 |
1.1015 |
|
R1 |
1.1032 |
1.1032 |
1.1008 |
1.1047 |
PP |
1.0985 |
1.0985 |
1.0985 |
1.0993 |
S1 |
1.0955 |
1.0955 |
1.0994 |
1.0970 |
S2 |
1.0908 |
1.0908 |
1.0987 |
|
S3 |
1.0831 |
1.0878 |
1.0980 |
|
S4 |
1.0754 |
1.0801 |
1.0959 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1019 |
1.0936 |
0.0084 |
0.8% |
0.0049 |
0.4% |
78% |
False |
False |
245 |
10 |
1.1019 |
1.0645 |
0.0374 |
3.4% |
0.0054 |
0.5% |
95% |
False |
False |
151 |
20 |
1.1019 |
1.0645 |
0.0374 |
3.4% |
0.0039 |
0.4% |
95% |
False |
False |
128 |
40 |
1.1019 |
1.0519 |
0.0500 |
4.5% |
0.0046 |
0.4% |
96% |
False |
False |
102 |
60 |
1.1019 |
0.9982 |
0.1038 |
9.4% |
0.0049 |
0.4% |
98% |
False |
False |
80 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1222 |
2.618 |
1.1138 |
1.618 |
1.1086 |
1.000 |
1.1055 |
0.618 |
1.1035 |
HIGH |
1.1003 |
0.618 |
1.0983 |
0.500 |
1.0977 |
0.382 |
1.0971 |
LOW |
1.0952 |
0.618 |
1.0920 |
1.000 |
1.0900 |
1.618 |
1.0868 |
2.618 |
1.0817 |
4.250 |
1.0733 |
|
|
Fisher Pivots for day following 20-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
1.0993 |
1.0993 |
PP |
1.0985 |
1.0985 |
S1 |
1.0977 |
1.0978 |
|