CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 15-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2023 |
15-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0743 |
1.0752 |
0.0009 |
0.1% |
1.0822 |
| High |
1.0825 |
1.0762 |
-0.0063 |
-0.6% |
1.0822 |
| Low |
1.0725 |
1.0678 |
-0.0047 |
-0.4% |
1.0685 |
| Close |
1.0757 |
1.0698 |
-0.0059 |
-0.5% |
1.0692 |
| Range |
0.0100 |
0.0085 |
-0.0016 |
-15.5% |
0.0137 |
| ATR |
0.0093 |
0.0093 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
274,364 |
189,147 |
-85,217 |
-31.1% |
928,346 |
|
| Daily Pivots for day following 15-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0966 |
1.0917 |
1.0744 |
|
| R3 |
1.0882 |
1.0832 |
1.0721 |
|
| R2 |
1.0797 |
1.0797 |
1.0713 |
|
| R1 |
1.0748 |
1.0748 |
1.0706 |
1.0730 |
| PP |
1.0713 |
1.0713 |
1.0713 |
1.0704 |
| S1 |
1.0663 |
1.0663 |
1.0690 |
1.0646 |
| S2 |
1.0628 |
1.0628 |
1.0683 |
|
| S3 |
1.0544 |
1.0579 |
1.0675 |
|
| S4 |
1.0459 |
1.0494 |
1.0652 |
|
|
| 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% |
0.0086 |
0.8% |
16% |
False |
False |
192,970 |
| 10 |
1.1059 |
1.0674 |
0.0385 |
3.6% |
0.0096 |
0.9% |
6% |
False |
False |
214,501 |
| 20 |
1.1059 |
1.0674 |
0.0385 |
3.6% |
0.0087 |
0.8% |
6% |
False |
False |
194,517 |
| 40 |
1.1059 |
1.0529 |
0.0530 |
5.0% |
0.0090 |
0.8% |
32% |
False |
False |
190,601 |
| 60 |
1.1059 |
1.0317 |
0.0743 |
6.9% |
0.0094 |
0.9% |
51% |
False |
False |
152,430 |
| 80 |
1.1059 |
0.9822 |
0.1238 |
11.6% |
0.0104 |
1.0% |
71% |
False |
False |
114,558 |
| 100 |
1.1059 |
0.9658 |
0.1402 |
13.1% |
0.0106 |
1.0% |
74% |
False |
False |
91,806 |
| 120 |
1.1059 |
0.9658 |
0.1402 |
13.1% |
0.0104 |
1.0% |
74% |
False |
False |
76,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1121 |
|
2.618 |
1.0983 |
|
1.618 |
1.0899 |
|
1.000 |
1.0847 |
|
0.618 |
1.0814 |
|
HIGH |
1.0762 |
|
0.618 |
1.0730 |
|
0.500 |
1.0720 |
|
0.382 |
1.0710 |
|
LOW |
1.0678 |
|
0.618 |
1.0625 |
|
1.000 |
1.0593 |
|
1.618 |
1.0541 |
|
2.618 |
1.0456 |
|
4.250 |
1.0318 |
|
|
| Fisher Pivots for day following 15-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0720 |
1.0749 |
| PP |
1.0713 |
1.0732 |
| S1 |
1.0705 |
1.0715 |
|