CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 01-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2023 |
01-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0882 |
1.0892 |
0.0010 |
0.1% |
1.0901 |
| High |
1.0905 |
1.1040 |
0.0135 |
1.2% |
1.0963 |
| Low |
1.0831 |
1.0880 |
0.0050 |
0.5% |
1.0869 |
| Close |
1.0893 |
1.1006 |
0.0113 |
1.0% |
1.0900 |
| Range |
0.0074 |
0.0160 |
0.0086 |
115.5% |
0.0094 |
| ATR |
0.0086 |
0.0091 |
0.0005 |
6.1% |
0.0000 |
| Volume |
186,452 |
249,883 |
63,431 |
34.0% |
825,173 |
|
| Daily Pivots for day following 01-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1454 |
1.1389 |
1.1093 |
|
| R3 |
1.1294 |
1.1230 |
1.1049 |
|
| R2 |
1.1135 |
1.1135 |
1.1035 |
|
| R1 |
1.1070 |
1.1070 |
1.1020 |
1.1102 |
| PP |
1.0975 |
1.0975 |
1.0975 |
1.0991 |
| S1 |
1.0911 |
1.0911 |
1.0991 |
1.0943 |
| S2 |
1.0816 |
1.0816 |
1.0976 |
|
| S3 |
1.0656 |
1.0751 |
1.0962 |
|
| S4 |
1.0497 |
1.0592 |
1.0918 |
|
|
| Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1192 |
1.1140 |
1.0952 |
|
| R3 |
1.1098 |
1.1046 |
1.0926 |
|
| R2 |
1.1004 |
1.1004 |
1.0917 |
|
| R1 |
1.0952 |
1.0952 |
1.0909 |
1.0931 |
| PP |
1.0910 |
1.0910 |
1.0910 |
1.0900 |
| S1 |
1.0858 |
1.0858 |
1.0891 |
1.0837 |
| S2 |
1.0816 |
1.0816 |
1.0883 |
|
| S3 |
1.0722 |
1.0764 |
1.0874 |
|
| S4 |
1.0628 |
1.0670 |
1.0848 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1040 |
1.0831 |
0.0209 |
1.9% |
0.0090 |
0.8% |
84% |
True |
False |
187,567 |
| 10 |
1.1040 |
1.0819 |
0.0221 |
2.0% |
0.0078 |
0.7% |
85% |
True |
False |
174,533 |
| 20 |
1.1040 |
1.0529 |
0.0511 |
4.6% |
0.0092 |
0.8% |
93% |
True |
False |
194,700 |
| 40 |
1.1040 |
1.0521 |
0.0519 |
4.7% |
0.0091 |
0.8% |
93% |
True |
False |
173,328 |
| 60 |
1.1040 |
0.9844 |
0.1196 |
10.9% |
0.0103 |
0.9% |
97% |
True |
False |
116,873 |
| 80 |
1.1040 |
0.9762 |
0.1278 |
11.6% |
0.0103 |
0.9% |
97% |
True |
False |
87,841 |
| 100 |
1.1040 |
0.9658 |
0.1382 |
12.6% |
0.0107 |
1.0% |
98% |
True |
False |
70,469 |
| 120 |
1.1040 |
0.9658 |
0.1382 |
12.6% |
0.0102 |
0.9% |
98% |
True |
False |
58,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1717 |
|
2.618 |
1.1457 |
|
1.618 |
1.1298 |
|
1.000 |
1.1199 |
|
0.618 |
1.1138 |
|
HIGH |
1.1040 |
|
0.618 |
1.0979 |
|
0.500 |
1.0960 |
|
0.382 |
1.0941 |
|
LOW |
1.0880 |
|
0.618 |
1.0781 |
|
1.000 |
1.0721 |
|
1.618 |
1.0622 |
|
2.618 |
1.0462 |
|
4.250 |
1.0202 |
|
|
| Fisher Pivots for day following 01-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0990 |
1.0982 |
| PP |
1.0975 |
1.0959 |
| S1 |
1.0960 |
1.0935 |
|