CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 06-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2023 |
06-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0935 |
1.0822 |
-0.0113 |
-1.0% |
1.0898 |
| High |
1.0965 |
1.0822 |
-0.0143 |
-1.3% |
1.1059 |
| Low |
1.0817 |
1.0733 |
-0.0084 |
-0.8% |
1.0817 |
| Close |
1.0829 |
1.0748 |
-0.0081 |
-0.7% |
1.0829 |
| Range |
0.0148 |
0.0090 |
-0.0059 |
-39.5% |
0.0243 |
| ATR |
0.0099 |
0.0099 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
293,001 |
176,677 |
-116,324 |
-39.7% |
1,211,362 |
|
| Daily Pivots for day following 06-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1036 |
1.0981 |
1.0797 |
|
| R3 |
1.0946 |
1.0892 |
1.0772 |
|
| R2 |
1.0857 |
1.0857 |
1.0764 |
|
| R1 |
1.0802 |
1.0802 |
1.0756 |
1.0785 |
| PP |
1.0767 |
1.0767 |
1.0767 |
1.0759 |
| S1 |
1.0713 |
1.0713 |
1.0739 |
1.0695 |
| S2 |
1.0678 |
1.0678 |
1.0731 |
|
| S3 |
1.0588 |
1.0623 |
1.0723 |
|
| S4 |
1.0499 |
1.0534 |
1.0698 |
|
|
| Weekly Pivots for week ending 03-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1629 |
1.1471 |
1.0962 |
|
| R3 |
1.1386 |
1.1229 |
1.0895 |
|
| R2 |
1.1144 |
1.1144 |
1.0873 |
|
| R1 |
1.0986 |
1.0986 |
1.0851 |
1.0944 |
| PP |
1.0901 |
1.0901 |
1.0901 |
1.0880 |
| S1 |
1.0744 |
1.0744 |
1.0806 |
1.0701 |
| S2 |
1.0659 |
1.0659 |
1.0784 |
|
| S3 |
1.0416 |
1.0501 |
1.0762 |
|
| S4 |
1.0174 |
1.0259 |
1.0695 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1059 |
1.0733 |
0.0327 |
3.0% |
0.0124 |
1.2% |
5% |
False |
True |
244,573 |
| 10 |
1.1059 |
1.0733 |
0.0327 |
3.0% |
0.0097 |
0.9% |
5% |
False |
True |
203,704 |
| 20 |
1.1059 |
1.0689 |
0.0370 |
3.4% |
0.0093 |
0.9% |
16% |
False |
False |
201,648 |
| 40 |
1.1059 |
1.0529 |
0.0530 |
4.9% |
0.0093 |
0.9% |
41% |
False |
False |
190,777 |
| 60 |
1.1059 |
1.0033 |
0.1026 |
9.5% |
0.0102 |
0.9% |
70% |
False |
False |
129,942 |
| 80 |
1.1059 |
0.9762 |
0.1297 |
12.1% |
0.0104 |
1.0% |
76% |
False |
False |
97,656 |
| 100 |
1.1059 |
0.9658 |
0.1402 |
13.0% |
0.0106 |
1.0% |
78% |
False |
False |
78,317 |
| 120 |
1.1059 |
0.9658 |
0.1402 |
13.0% |
0.0104 |
1.0% |
78% |
False |
False |
65,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1202 |
|
2.618 |
1.1056 |
|
1.618 |
1.0967 |
|
1.000 |
1.0912 |
|
0.618 |
1.0877 |
|
HIGH |
1.0822 |
|
0.618 |
1.0788 |
|
0.500 |
1.0777 |
|
0.382 |
1.0767 |
|
LOW |
1.0733 |
|
0.618 |
1.0677 |
|
1.000 |
1.0643 |
|
1.618 |
1.0588 |
|
2.618 |
1.0498 |
|
4.250 |
1.0352 |
|
|
| Fisher Pivots for day following 06-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0777 |
1.0896 |
| PP |
1.0767 |
1.0846 |
| S1 |
1.0757 |
1.0797 |
|