CME Euro FX (E) Future September 2023
Trading Metrics calculated at close of trading on 24-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2023 |
24-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
1.1020 |
1.1024 |
0.0004 |
0.0% |
1.0949 |
High |
1.1020 |
1.1031 |
0.0011 |
0.1% |
1.1016 |
Low |
1.1004 |
1.1020 |
0.0016 |
0.1% |
1.0939 |
Close |
1.1004 |
1.1031 |
0.0027 |
0.2% |
1.1001 |
Range |
0.0016 |
0.0011 |
-0.0006 |
-34.4% |
0.0077 |
ATR |
0.0062 |
0.0059 |
-0.0003 |
-4.1% |
0.0000 |
Volume |
1 |
18 |
17 |
1,700.0% |
128 |
|
Daily Pivots for day following 24-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1059 |
1.1055 |
1.1036 |
|
R3 |
1.1048 |
1.1045 |
1.1033 |
|
R2 |
1.1038 |
1.1038 |
1.1032 |
|
R1 |
1.1034 |
1.1034 |
1.1031 |
1.1036 |
PP |
1.1027 |
1.1027 |
1.1027 |
1.1028 |
S1 |
1.1024 |
1.1024 |
1.1030 |
1.1025 |
S2 |
1.1017 |
1.1017 |
1.1029 |
|
S3 |
1.1006 |
1.1013 |
1.1028 |
|
S4 |
1.0996 |
1.1003 |
1.1025 |
|
|
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 |
1.1031 |
1.0939 |
0.0092 |
0.8% |
0.0037 |
0.3% |
100% |
True |
False |
6 |
10 |
1.1031 |
1.0897 |
0.0134 |
1.2% |
0.0038 |
0.3% |
100% |
True |
False |
151 |
20 |
1.1031 |
1.0645 |
0.0386 |
3.5% |
0.0040 |
0.4% |
100% |
True |
False |
80 |
40 |
1.1031 |
1.0540 |
0.0491 |
4.4% |
0.0044 |
0.4% |
100% |
True |
False |
101 |
60 |
1.1031 |
0.9982 |
0.1049 |
9.5% |
0.0047 |
0.4% |
100% |
True |
False |
80 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1075 |
2.618 |
1.1058 |
1.618 |
1.1047 |
1.000 |
1.1041 |
0.618 |
1.1037 |
HIGH |
1.1031 |
0.618 |
1.1026 |
0.500 |
1.1025 |
0.382 |
1.1024 |
LOW |
1.1020 |
0.618 |
1.1014 |
1.000 |
1.1010 |
1.618 |
1.1003 |
2.618 |
1.0993 |
4.250 |
1.0975 |
|
|
Fisher Pivots for day following 24-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1029 |
1.1017 |
PP |
1.1027 |
1.1004 |
S1 |
1.1025 |
1.0991 |
|