CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 08-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2023 |
08-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0748 |
1.0750 |
0.0002 |
0.0% |
1.0898 |
| High |
1.0790 |
1.0783 |
-0.0007 |
-0.1% |
1.1059 |
| Low |
1.0692 |
1.0731 |
0.0040 |
0.4% |
1.0817 |
| Close |
1.0742 |
1.0746 |
0.0004 |
0.0% |
1.0829 |
| Range |
0.0098 |
0.0052 |
-0.0047 |
-47.4% |
0.0243 |
| ATR |
0.0099 |
0.0096 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
241,795 |
151,832 |
-89,963 |
-37.2% |
1,211,362 |
|
| Daily Pivots for day following 08-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0908 |
1.0878 |
1.0774 |
|
| R3 |
1.0856 |
1.0827 |
1.0760 |
|
| R2 |
1.0805 |
1.0805 |
1.0755 |
|
| R1 |
1.0775 |
1.0775 |
1.0750 |
1.0764 |
| PP |
1.0753 |
1.0753 |
1.0753 |
1.0748 |
| S1 |
1.0724 |
1.0724 |
1.0741 |
1.0713 |
| S2 |
1.0702 |
1.0702 |
1.0736 |
|
| S3 |
1.0650 |
1.0672 |
1.0731 |
|
| S4 |
1.0599 |
1.0621 |
1.0717 |
|
|
| 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% |
0.0107 |
1.0% |
15% |
False |
False |
236,031 |
| 10 |
1.1059 |
1.0692 |
0.0368 |
3.4% |
0.0099 |
0.9% |
15% |
False |
False |
211,799 |
| 20 |
1.1059 |
1.0692 |
0.0368 |
3.4% |
0.0091 |
0.9% |
15% |
False |
False |
203,942 |
| 40 |
1.1059 |
1.0529 |
0.0530 |
4.9% |
0.0093 |
0.9% |
41% |
False |
False |
198,689 |
| 60 |
1.1059 |
1.0260 |
0.0800 |
7.4% |
0.0098 |
0.9% |
61% |
False |
False |
136,464 |
| 80 |
1.1059 |
0.9822 |
0.1238 |
11.5% |
0.0104 |
1.0% |
75% |
False |
False |
102,565 |
| 100 |
1.1059 |
0.9658 |
0.1402 |
13.0% |
0.0107 |
1.0% |
78% |
False |
False |
82,220 |
| 120 |
1.1059 |
0.9658 |
0.1402 |
13.0% |
0.0104 |
1.0% |
78% |
False |
False |
68,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1001 |
|
2.618 |
1.0917 |
|
1.618 |
1.0866 |
|
1.000 |
1.0834 |
|
0.618 |
1.0814 |
|
HIGH |
1.0783 |
|
0.618 |
1.0763 |
|
0.500 |
1.0757 |
|
0.382 |
1.0751 |
|
LOW |
1.0731 |
|
0.618 |
1.0699 |
|
1.000 |
1.0680 |
|
1.618 |
1.0648 |
|
2.618 |
1.0596 |
|
4.250 |
1.0512 |
|
|
| Fisher Pivots for day following 08-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0757 |
1.0757 |
| PP |
1.0753 |
1.0753 |
| S1 |
1.0749 |
1.0749 |
|