CME Euro FX (E) Future September 2023
Trading Metrics calculated at close of trading on 23-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2023 |
23-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
1.0978 |
1.1020 |
0.0042 |
0.4% |
1.0949 |
High |
1.1003 |
1.1020 |
0.0017 |
0.2% |
1.1016 |
Low |
1.0952 |
1.1004 |
0.0053 |
0.5% |
1.0939 |
Close |
1.1001 |
1.1004 |
0.0003 |
0.0% |
1.1001 |
Range |
0.0052 |
0.0016 |
-0.0036 |
-68.9% |
0.0077 |
ATR |
0.0065 |
0.0062 |
-0.0003 |
-5.1% |
0.0000 |
Volume |
6 |
1 |
-5 |
-83.3% |
128 |
|
Daily Pivots for day following 23-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1057 |
1.1047 |
1.1013 |
|
R3 |
1.1041 |
1.1031 |
1.1008 |
|
R2 |
1.1025 |
1.1025 |
1.1007 |
|
R1 |
1.1015 |
1.1015 |
1.1005 |
1.1012 |
PP |
1.1009 |
1.1009 |
1.1009 |
1.1008 |
S1 |
1.0999 |
1.0999 |
1.1003 |
1.0996 |
S2 |
1.0993 |
1.0993 |
1.1001 |
|
S3 |
1.0977 |
1.0983 |
1.1000 |
|
S4 |
1.0961 |
1.0967 |
1.0995 |
|
|
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 |
1.1020 |
1.0939 |
0.0081 |
0.7% |
0.0035 |
0.3% |
80% |
True |
False |
25 |
10 |
1.1020 |
1.0880 |
0.0140 |
1.3% |
0.0040 |
0.4% |
89% |
True |
False |
151 |
20 |
1.1020 |
1.0645 |
0.0375 |
3.4% |
0.0039 |
0.4% |
96% |
True |
False |
127 |
40 |
1.1020 |
1.0540 |
0.0480 |
4.4% |
0.0046 |
0.4% |
97% |
True |
False |
102 |
60 |
1.1020 |
0.9982 |
0.1039 |
9.4% |
0.0047 |
0.4% |
98% |
True |
False |
80 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1088 |
2.618 |
1.1062 |
1.618 |
1.1046 |
1.000 |
1.1036 |
0.618 |
1.1030 |
HIGH |
1.1020 |
0.618 |
1.1014 |
0.500 |
1.1012 |
0.382 |
1.1010 |
LOW |
1.1004 |
0.618 |
1.0994 |
1.000 |
1.0988 |
1.618 |
1.0978 |
2.618 |
1.0962 |
4.250 |
1.0936 |
|
|
Fisher Pivots for day following 23-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1012 |
1.0996 |
PP |
1.1009 |
1.0988 |
S1 |
1.1007 |
1.0980 |
|