CME Euro FX (E) Future September 2023
Trading Metrics calculated at close of trading on 31-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2023 |
31-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
1.1024 |
1.0994 |
-0.0030 |
-0.3% |
1.1020 |
High |
1.1044 |
1.0999 |
-0.0045 |
-0.4% |
1.1061 |
Low |
1.0978 |
1.0994 |
0.0016 |
0.1% |
1.0978 |
Close |
1.0984 |
1.0999 |
0.0015 |
0.1% |
1.1009 |
Range |
0.0066 |
0.0005 |
-0.0061 |
-92.4% |
0.0083 |
ATR |
0.0059 |
0.0056 |
-0.0003 |
-5.3% |
0.0000 |
Volume |
12 |
3 |
-9 |
-75.0% |
176 |
|
Daily Pivots for day following 31-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1012 |
1.1011 |
1.1002 |
|
R3 |
1.1007 |
1.1006 |
1.1000 |
|
R2 |
1.1002 |
1.1002 |
1.1000 |
|
R1 |
1.1001 |
1.1001 |
1.0999 |
1.1002 |
PP |
1.0997 |
1.0997 |
1.0997 |
1.0998 |
S1 |
1.0996 |
1.0996 |
1.0999 |
1.0997 |
S2 |
1.0992 |
1.0992 |
1.0998 |
|
S3 |
1.0987 |
1.0991 |
1.0998 |
|
S4 |
1.0982 |
1.0986 |
1.0996 |
|
|
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% |
0.0045 |
0.4% |
25% |
False |
False |
34 |
10 |
1.1061 |
1.0939 |
0.0122 |
1.1% |
0.0041 |
0.4% |
49% |
False |
False |
20 |
20 |
1.1061 |
1.0645 |
0.0416 |
3.8% |
0.0044 |
0.4% |
85% |
False |
False |
88 |
40 |
1.1061 |
1.0645 |
0.0416 |
3.8% |
0.0042 |
0.4% |
85% |
False |
False |
102 |
60 |
1.1061 |
0.9982 |
0.1079 |
9.8% |
0.0046 |
0.4% |
94% |
False |
False |
82 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1020 |
2.618 |
1.1012 |
1.618 |
1.1007 |
1.000 |
1.1004 |
0.618 |
1.1002 |
HIGH |
1.0999 |
0.618 |
1.0997 |
0.500 |
1.0997 |
0.382 |
1.0996 |
LOW |
1.0994 |
0.618 |
1.0991 |
1.000 |
1.0989 |
1.618 |
1.0986 |
2.618 |
1.0981 |
4.250 |
1.0973 |
|
|
Fisher Pivots for day following 31-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
1.0998 |
1.1011 |
PP |
1.0997 |
1.1007 |
S1 |
1.0997 |
1.1003 |
|