CME Euro FX (E) Future September 2023
Trading Metrics calculated at close of trading on 30-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2023 |
30-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
1.0996 |
1.1024 |
0.0028 |
0.3% |
1.1020 |
High |
1.1038 |
1.1044 |
0.0006 |
0.1% |
1.1061 |
Low |
1.0978 |
1.0978 |
0.0000 |
0.0% |
1.0978 |
Close |
1.1009 |
1.0984 |
-0.0025 |
-0.2% |
1.1009 |
Range |
0.0060 |
0.0066 |
0.0006 |
10.0% |
0.0083 |
ATR |
0.0058 |
0.0059 |
0.0001 |
0.9% |
0.0000 |
Volume |
6 |
12 |
6 |
100.0% |
176 |
|
Daily Pivots for day following 30-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1200 |
1.1158 |
1.1020 |
|
R3 |
1.1134 |
1.1092 |
1.1002 |
|
R2 |
1.1068 |
1.1068 |
1.0996 |
|
R1 |
1.1026 |
1.1026 |
1.0990 |
1.1014 |
PP |
1.1002 |
1.1002 |
1.1002 |
1.0996 |
S1 |
1.0960 |
1.0960 |
1.0978 |
1.0948 |
S2 |
1.0936 |
1.0936 |
1.0972 |
|
S3 |
1.0870 |
1.0894 |
1.0966 |
|
S4 |
1.0804 |
1.0828 |
1.0948 |
|
|
Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1263 |
1.1219 |
1.1054 |
|
R3 |
1.1181 |
1.1136 |
1.1032 |
|
R2 |
1.1098 |
1.1098 |
1.1024 |
|
R1 |
1.1054 |
1.1054 |
1.1017 |
1.1035 |
PP |
1.1016 |
1.1016 |
1.1016 |
1.1006 |
S1 |
1.0971 |
1.0971 |
1.1001 |
1.0952 |
S2 |
1.0933 |
1.0933 |
1.0994 |
|
S3 |
1.0851 |
1.0889 |
1.0986 |
|
S4 |
1.0768 |
1.0806 |
1.0964 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1061 |
1.0978 |
0.0083 |
0.8% |
0.0046 |
0.4% |
7% |
False |
True |
37 |
10 |
1.1061 |
1.0939 |
0.0122 |
1.1% |
0.0041 |
0.4% |
37% |
False |
False |
31 |
20 |
1.1061 |
1.0645 |
0.0416 |
3.8% |
0.0046 |
0.4% |
82% |
False |
False |
88 |
40 |
1.1061 |
1.0630 |
0.0431 |
3.9% |
0.0045 |
0.4% |
82% |
False |
False |
102 |
60 |
1.1061 |
0.9982 |
0.1079 |
9.8% |
0.0047 |
0.4% |
93% |
False |
False |
82 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1325 |
2.618 |
1.1217 |
1.618 |
1.1151 |
1.000 |
1.1110 |
0.618 |
1.1085 |
HIGH |
1.1044 |
0.618 |
1.1019 |
0.500 |
1.1011 |
0.382 |
1.1003 |
LOW |
1.0978 |
0.618 |
1.0937 |
1.000 |
1.0912 |
1.618 |
1.0871 |
2.618 |
1.0805 |
4.250 |
1.0698 |
|
|
Fisher Pivots for day following 30-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1011 |
1.1015 |
PP |
1.1002 |
1.1005 |
S1 |
1.0993 |
1.0994 |
|