CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 02-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2023 |
02-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0892 |
1.1018 |
0.0127 |
1.2% |
1.0901 |
| High |
1.1040 |
1.1059 |
0.0020 |
0.2% |
1.0963 |
| Low |
1.0880 |
1.0911 |
0.0031 |
0.3% |
1.0869 |
| Close |
1.1006 |
1.0934 |
-0.0072 |
-0.7% |
1.0900 |
| Range |
0.0160 |
0.0148 |
-0.0012 |
-7.2% |
0.0094 |
| ATR |
0.0091 |
0.0095 |
0.0004 |
4.4% |
0.0000 |
| Volume |
249,883 |
316,852 |
66,969 |
26.8% |
825,173 |
|
| Daily Pivots for day following 02-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1412 |
1.1321 |
1.1015 |
|
| R3 |
1.1264 |
1.1173 |
1.0974 |
|
| R2 |
1.1116 |
1.1116 |
1.0961 |
|
| R1 |
1.1025 |
1.1025 |
1.0947 |
1.0996 |
| PP |
1.0968 |
1.0968 |
1.0968 |
1.0954 |
| S1 |
1.0877 |
1.0877 |
1.0920 |
1.0848 |
| S2 |
1.0820 |
1.0820 |
1.0906 |
|
| S3 |
1.0672 |
1.0729 |
1.0893 |
|
| S4 |
1.0524 |
1.0581 |
1.0852 |
|
|
| 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 |
1.1059 |
1.0831 |
0.0229 |
2.1% |
0.0104 |
1.0% |
45% |
True |
False |
216,720 |
| 10 |
1.1059 |
1.0831 |
0.0229 |
2.1% |
0.0087 |
0.8% |
45% |
True |
False |
188,672 |
| 20 |
1.1059 |
1.0529 |
0.0530 |
4.8% |
0.0095 |
0.9% |
76% |
True |
False |
200,164 |
| 40 |
1.1059 |
1.0521 |
0.0538 |
4.9% |
0.0092 |
0.8% |
77% |
True |
False |
180,862 |
| 60 |
1.1059 |
1.0025 |
0.1034 |
9.5% |
0.0102 |
0.9% |
88% |
True |
False |
122,138 |
| 80 |
1.1059 |
0.9762 |
0.1297 |
11.9% |
0.0103 |
0.9% |
90% |
True |
False |
91,798 |
| 100 |
1.1059 |
0.9658 |
0.1402 |
12.8% |
0.0107 |
1.0% |
91% |
True |
False |
73,636 |
| 120 |
1.1059 |
0.9658 |
0.1402 |
12.8% |
0.0103 |
0.9% |
91% |
True |
False |
61,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1688 |
|
2.618 |
1.1446 |
|
1.618 |
1.1298 |
|
1.000 |
1.1207 |
|
0.618 |
1.1150 |
|
HIGH |
1.1059 |
|
0.618 |
1.1002 |
|
0.500 |
1.0985 |
|
0.382 |
1.0968 |
|
LOW |
1.0911 |
|
0.618 |
1.0820 |
|
1.000 |
1.0763 |
|
1.618 |
1.0672 |
|
2.618 |
1.0524 |
|
4.250 |
1.0282 |
|
|
| Fisher Pivots for day following 02-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0985 |
1.0945 |
| PP |
1.0968 |
1.0941 |
| S1 |
1.0951 |
1.0937 |
|