CME Euro FX (E) Future September 2023
Trading Metrics calculated at close of trading on 25-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2023 |
25-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
1.1024 |
1.1059 |
0.0035 |
0.3% |
1.0949 |
High |
1.1031 |
1.1061 |
0.0030 |
0.3% |
1.1016 |
Low |
1.1020 |
1.1018 |
-0.0002 |
0.0% |
1.0939 |
Close |
1.1031 |
1.1059 |
0.0028 |
0.3% |
1.1001 |
Range |
0.0011 |
0.0043 |
0.0032 |
304.8% |
0.0077 |
ATR |
0.0059 |
0.0058 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
18 |
142 |
124 |
688.9% |
128 |
|
Daily Pivots for day following 25-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1173 |
1.1158 |
1.1082 |
|
R3 |
1.1131 |
1.1116 |
1.1070 |
|
R2 |
1.1088 |
1.1088 |
1.1066 |
|
R1 |
1.1073 |
1.1073 |
1.1062 |
1.1060 |
PP |
1.1046 |
1.1046 |
1.1046 |
1.1039 |
S1 |
1.1031 |
1.1031 |
1.1055 |
1.1017 |
S2 |
1.1003 |
1.1003 |
1.1051 |
|
S3 |
1.0961 |
1.0988 |
1.1047 |
|
S4 |
1.0918 |
1.0946 |
1.1035 |
|
|
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 |
1.1061 |
1.0939 |
0.0122 |
1.1% |
0.0032 |
0.3% |
98% |
True |
False |
33 |
10 |
1.1061 |
1.0907 |
0.0154 |
1.4% |
0.0042 |
0.4% |
99% |
True |
False |
165 |
20 |
1.1061 |
1.0645 |
0.0416 |
3.8% |
0.0041 |
0.4% |
100% |
True |
False |
87 |
40 |
1.1061 |
1.0540 |
0.0521 |
4.7% |
0.0043 |
0.4% |
100% |
True |
False |
103 |
60 |
1.1061 |
0.9982 |
0.1079 |
9.8% |
0.0048 |
0.4% |
100% |
True |
False |
82 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1241 |
2.618 |
1.1172 |
1.618 |
1.1129 |
1.000 |
1.1103 |
0.618 |
1.1087 |
HIGH |
1.1061 |
0.618 |
1.1044 |
0.500 |
1.1039 |
0.382 |
1.1034 |
LOW |
1.1018 |
0.618 |
1.0992 |
1.000 |
1.0976 |
1.618 |
1.0949 |
2.618 |
1.0907 |
4.250 |
1.0837 |
|
|
Fisher Pivots for day following 25-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1052 |
1.1050 |
PP |
1.1046 |
1.1041 |
S1 |
1.1039 |
1.1032 |
|