CME Euro FX (E) Future September 2023
Trading Metrics calculated at close of trading on 26-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2023 |
26-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
1.1059 |
1.1052 |
-0.0008 |
-0.1% |
1.0949 |
High |
1.1061 |
1.1052 |
-0.0009 |
-0.1% |
1.1016 |
Low |
1.1018 |
1.1000 |
-0.0018 |
-0.2% |
1.0939 |
Close |
1.1059 |
1.1030 |
-0.0029 |
-0.3% |
1.1001 |
Range |
0.0043 |
0.0052 |
0.0009 |
21.2% |
0.0077 |
ATR |
0.0058 |
0.0058 |
0.0000 |
0.0% |
0.0000 |
Volume |
142 |
9 |
-133 |
-93.7% |
128 |
|
Daily Pivots for day following 26-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1182 |
1.1157 |
1.1058 |
|
R3 |
1.1130 |
1.1106 |
1.1044 |
|
R2 |
1.1079 |
1.1079 |
1.1039 |
|
R1 |
1.1054 |
1.1054 |
1.1034 |
1.1041 |
PP |
1.1027 |
1.1027 |
1.1027 |
1.1020 |
S1 |
1.1003 |
1.1003 |
1.1025 |
1.0989 |
S2 |
1.0976 |
1.0976 |
1.1020 |
|
S3 |
1.0924 |
1.0951 |
1.1015 |
|
S4 |
1.0873 |
1.0900 |
1.1001 |
|
|
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 |
1.0952 |
0.0109 |
1.0% |
0.0034 |
0.3% |
72% |
False |
False |
35 |
10 |
1.1061 |
1.0907 |
0.0154 |
1.4% |
0.0046 |
0.4% |
80% |
False |
False |
161 |
20 |
1.1061 |
1.0645 |
0.0416 |
3.8% |
0.0043 |
0.4% |
93% |
False |
False |
87 |
40 |
1.1061 |
1.0540 |
0.0521 |
4.7% |
0.0042 |
0.4% |
94% |
False |
False |
103 |
60 |
1.1061 |
0.9982 |
0.1079 |
9.8% |
0.0048 |
0.4% |
97% |
False |
False |
82 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1270 |
2.618 |
1.1186 |
1.618 |
1.1135 |
1.000 |
1.1103 |
0.618 |
1.1083 |
HIGH |
1.1052 |
0.618 |
1.1032 |
0.500 |
1.1026 |
0.382 |
1.1020 |
LOW |
1.1000 |
0.618 |
1.0968 |
1.000 |
1.0949 |
1.618 |
1.0917 |
2.618 |
1.0865 |
4.250 |
1.0781 |
|
|
Fisher Pivots for day following 26-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1028 |
1.1030 |
PP |
1.1027 |
1.1030 |
S1 |
1.1026 |
1.1030 |
|