CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 14-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2023 |
14-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0698 |
1.0743 |
0.0045 |
0.4% |
1.0822 |
| High |
1.0749 |
1.0825 |
0.0076 |
0.7% |
1.0822 |
| Low |
1.0674 |
1.0725 |
0.0051 |
0.5% |
1.0685 |
| Close |
1.0735 |
1.0757 |
0.0022 |
0.2% |
1.0692 |
| Range |
0.0075 |
0.0100 |
0.0026 |
34.2% |
0.0137 |
| ATR |
0.0093 |
0.0093 |
0.0001 |
0.6% |
0.0000 |
| Volume |
143,300 |
274,364 |
131,064 |
91.5% |
928,346 |
|
| Daily Pivots for day following 14-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1069 |
1.1013 |
1.0812 |
|
| R3 |
1.0969 |
1.0913 |
1.0784 |
|
| R2 |
1.0869 |
1.0869 |
1.0775 |
|
| R1 |
1.0813 |
1.0813 |
1.0766 |
1.0841 |
| PP |
1.0769 |
1.0769 |
1.0769 |
1.0783 |
| S1 |
1.0713 |
1.0713 |
1.0747 |
1.0741 |
| S2 |
1.0669 |
1.0669 |
1.0738 |
|
| S3 |
1.0569 |
1.0613 |
1.0729 |
|
| S4 |
1.0469 |
1.0513 |
1.0702 |
|
|
| 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 |
1.0825 |
1.0674 |
0.0151 |
1.4% |
0.0079 |
0.7% |
55% |
True |
False |
185,507 |
| 10 |
1.1059 |
1.0674 |
0.0385 |
3.6% |
0.0104 |
1.0% |
21% |
False |
False |
220,574 |
| 20 |
1.1059 |
1.0674 |
0.0385 |
3.6% |
0.0089 |
0.8% |
21% |
False |
False |
197,508 |
| 40 |
1.1059 |
1.0529 |
0.0530 |
4.9% |
0.0090 |
0.8% |
43% |
False |
False |
191,096 |
| 60 |
1.1059 |
1.0317 |
0.0743 |
6.9% |
0.0095 |
0.9% |
59% |
False |
False |
149,300 |
| 80 |
1.1059 |
0.9822 |
0.1238 |
11.5% |
0.0103 |
1.0% |
76% |
False |
False |
112,211 |
| 100 |
1.1059 |
0.9658 |
0.1402 |
13.0% |
0.0106 |
1.0% |
78% |
False |
False |
89,937 |
| 120 |
1.1059 |
0.9658 |
0.1402 |
13.0% |
0.0104 |
1.0% |
78% |
False |
False |
75,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1250 |
|
2.618 |
1.1086 |
|
1.618 |
1.0986 |
|
1.000 |
1.0925 |
|
0.618 |
1.0886 |
|
HIGH |
1.0825 |
|
0.618 |
1.0786 |
|
0.500 |
1.0775 |
|
0.382 |
1.0763 |
|
LOW |
1.0725 |
|
0.618 |
1.0663 |
|
1.000 |
1.0625 |
|
1.618 |
1.0563 |
|
2.618 |
1.0463 |
|
4.250 |
1.0300 |
|
|
| Fisher Pivots for day following 14-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0775 |
1.0754 |
| PP |
1.0769 |
1.0752 |
| S1 |
1.0763 |
1.0749 |
|