CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 13-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2023 |
13-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0760 |
1.0698 |
-0.0062 |
-0.6% |
1.0822 |
| High |
1.0772 |
1.0749 |
-0.0024 |
-0.2% |
1.0822 |
| Low |
1.0685 |
1.0674 |
-0.0011 |
-0.1% |
1.0685 |
| Close |
1.0692 |
1.0735 |
0.0043 |
0.4% |
1.0692 |
| Range |
0.0087 |
0.0075 |
-0.0013 |
-14.4% |
0.0137 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
183,315 |
143,300 |
-40,015 |
-21.8% |
928,346 |
|
| Daily Pivots for day following 13-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0943 |
1.0913 |
1.0776 |
|
| R3 |
1.0868 |
1.0839 |
1.0755 |
|
| R2 |
1.0794 |
1.0794 |
1.0749 |
|
| R1 |
1.0764 |
1.0764 |
1.0742 |
1.0779 |
| PP |
1.0719 |
1.0719 |
1.0719 |
1.0727 |
| S1 |
1.0690 |
1.0690 |
1.0728 |
1.0705 |
| S2 |
1.0645 |
1.0645 |
1.0721 |
|
| S3 |
1.0570 |
1.0615 |
1.0715 |
|
| S4 |
1.0496 |
1.0541 |
1.0694 |
|
|
| Weekly Pivots for week ending 10-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1144 |
1.1055 |
1.0767 |
|
| R3 |
1.1007 |
1.0918 |
1.0730 |
|
| R2 |
1.0870 |
1.0870 |
1.0717 |
|
| R1 |
1.0781 |
1.0781 |
1.0705 |
1.0757 |
| PP |
1.0733 |
1.0733 |
1.0733 |
1.0721 |
| S1 |
1.0644 |
1.0644 |
1.0679 |
1.0620 |
| S2 |
1.0596 |
1.0596 |
1.0667 |
|
| S3 |
1.0459 |
1.0507 |
1.0654 |
|
| S4 |
1.0322 |
1.0370 |
1.0617 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0811 |
1.0674 |
0.0137 |
1.3% |
0.0079 |
0.7% |
45% |
False |
True |
178,993 |
| 10 |
1.1059 |
1.0674 |
0.0385 |
3.6% |
0.0101 |
0.9% |
16% |
False |
True |
211,783 |
| 20 |
1.1059 |
1.0674 |
0.0385 |
3.6% |
0.0089 |
0.8% |
16% |
False |
True |
198,124 |
| 40 |
1.1059 |
1.0529 |
0.0530 |
4.9% |
0.0091 |
0.9% |
39% |
False |
False |
192,028 |
| 60 |
1.1059 |
1.0317 |
0.0743 |
6.9% |
0.0094 |
0.9% |
56% |
False |
False |
144,741 |
| 80 |
1.1059 |
0.9822 |
0.1238 |
11.5% |
0.0103 |
1.0% |
74% |
False |
False |
108,797 |
| 100 |
1.1059 |
0.9658 |
0.1402 |
13.1% |
0.0107 |
1.0% |
77% |
False |
False |
87,229 |
| 120 |
1.1059 |
0.9658 |
0.1402 |
13.1% |
0.0104 |
1.0% |
77% |
False |
False |
72,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1065 |
|
2.618 |
1.0944 |
|
1.618 |
1.0869 |
|
1.000 |
1.0823 |
|
0.618 |
1.0795 |
|
HIGH |
1.0749 |
|
0.618 |
1.0720 |
|
0.500 |
1.0711 |
|
0.382 |
1.0702 |
|
LOW |
1.0674 |
|
0.618 |
1.0628 |
|
1.000 |
1.0600 |
|
1.618 |
1.0553 |
|
2.618 |
1.0479 |
|
4.250 |
1.0357 |
|
|
| Fisher Pivots for day following 13-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0727 |
1.0743 |
| PP |
1.0719 |
1.0740 |
| S1 |
1.0711 |
1.0738 |
|