CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 07-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2023 |
07-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0822 |
1.0748 |
-0.0074 |
-0.7% |
1.0898 |
| High |
1.0822 |
1.0790 |
-0.0033 |
-0.3% |
1.1059 |
| Low |
1.0733 |
1.0692 |
-0.0041 |
-0.4% |
1.0817 |
| Close |
1.0748 |
1.0742 |
-0.0006 |
-0.1% |
1.0829 |
| Range |
0.0090 |
0.0098 |
0.0009 |
9.5% |
0.0243 |
| ATR |
0.0099 |
0.0099 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
176,677 |
241,795 |
65,118 |
36.9% |
1,211,362 |
|
| Daily Pivots for day following 07-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1035 |
1.0987 |
1.0796 |
|
| R3 |
1.0937 |
1.0889 |
1.0769 |
|
| R2 |
1.0839 |
1.0839 |
1.0760 |
|
| R1 |
1.0791 |
1.0791 |
1.0751 |
1.0766 |
| PP |
1.0741 |
1.0741 |
1.0741 |
1.0729 |
| S1 |
1.0693 |
1.0693 |
1.0733 |
1.0668 |
| S2 |
1.0643 |
1.0643 |
1.0724 |
|
| S3 |
1.0545 |
1.0595 |
1.0715 |
|
| S4 |
1.0447 |
1.0497 |
1.0688 |
|
|
| 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 |
1.0692 |
0.0368 |
3.4% |
0.0129 |
1.2% |
14% |
False |
True |
255,641 |
| 10 |
1.1059 |
1.0692 |
0.0368 |
3.4% |
0.0100 |
0.9% |
14% |
False |
True |
212,803 |
| 20 |
1.1059 |
1.0692 |
0.0368 |
3.4% |
0.0091 |
0.8% |
14% |
False |
True |
203,753 |
| 40 |
1.1059 |
1.0529 |
0.0530 |
4.9% |
0.0094 |
0.9% |
40% |
False |
False |
196,194 |
| 60 |
1.1059 |
1.0033 |
0.1026 |
9.6% |
0.0102 |
0.9% |
69% |
False |
False |
133,961 |
| 80 |
1.1059 |
0.9762 |
0.1297 |
12.1% |
0.0105 |
1.0% |
76% |
False |
False |
100,673 |
| 100 |
1.1059 |
0.9658 |
0.1402 |
13.0% |
0.0107 |
1.0% |
77% |
False |
False |
80,720 |
| 120 |
1.1059 |
0.9658 |
0.1402 |
13.0% |
0.0104 |
1.0% |
77% |
False |
False |
67,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1206 |
|
2.618 |
1.1046 |
|
1.618 |
1.0948 |
|
1.000 |
1.0888 |
|
0.618 |
1.0850 |
|
HIGH |
1.0790 |
|
0.618 |
1.0752 |
|
0.500 |
1.0741 |
|
0.382 |
1.0729 |
|
LOW |
1.0692 |
|
0.618 |
1.0631 |
|
1.000 |
1.0594 |
|
1.618 |
1.0533 |
|
2.618 |
1.0435 |
|
4.250 |
1.0275 |
|
|
| Fisher Pivots for day following 07-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0742 |
1.0828 |
| PP |
1.0741 |
1.0799 |
| S1 |
1.0741 |
1.0771 |
|