CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 17-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2023 |
17-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0703 |
1.0686 |
-0.0017 |
-0.2% |
1.0698 |
| High |
1.0737 |
1.0713 |
-0.0024 |
-0.2% |
1.0825 |
| Low |
1.0668 |
1.0627 |
-0.0041 |
-0.4% |
1.0627 |
| Close |
1.0705 |
1.0711 |
0.0007 |
0.1% |
1.0711 |
| Range |
0.0069 |
0.0087 |
0.0018 |
25.4% |
0.0198 |
| ATR |
0.0091 |
0.0091 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
188,628 |
189,740 |
1,112 |
0.6% |
985,179 |
|
| Daily Pivots for day following 17-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0943 |
1.0914 |
1.0759 |
|
| R3 |
1.0857 |
1.0827 |
1.0735 |
|
| R2 |
1.0770 |
1.0770 |
1.0727 |
|
| R1 |
1.0741 |
1.0741 |
1.0719 |
1.0755 |
| PP |
1.0684 |
1.0684 |
1.0684 |
1.0691 |
| S1 |
1.0654 |
1.0654 |
1.0703 |
1.0669 |
| S2 |
1.0597 |
1.0597 |
1.0695 |
|
| S3 |
1.0511 |
1.0568 |
1.0687 |
|
| S4 |
1.0424 |
1.0481 |
1.0663 |
|
|
| Weekly Pivots for week ending 17-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1315 |
1.1211 |
1.0820 |
|
| R3 |
1.1117 |
1.1013 |
1.0765 |
|
| R2 |
1.0919 |
1.0919 |
1.0747 |
|
| R1 |
1.0815 |
1.0815 |
1.0729 |
1.0867 |
| PP |
1.0721 |
1.0721 |
1.0721 |
1.0747 |
| S1 |
1.0617 |
1.0617 |
1.0693 |
1.0669 |
| S2 |
1.0523 |
1.0523 |
1.0675 |
|
| S3 |
1.0325 |
1.0419 |
1.0657 |
|
| S4 |
1.0127 |
1.0221 |
1.0602 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0825 |
1.0627 |
0.0198 |
1.8% |
0.0083 |
0.8% |
43% |
False |
True |
197,035 |
| 10 |
1.0825 |
1.0627 |
0.0198 |
1.8% |
0.0082 |
0.8% |
43% |
False |
True |
191,352 |
| 20 |
1.1059 |
1.0627 |
0.0433 |
4.0% |
0.0089 |
0.8% |
20% |
False |
True |
197,503 |
| 40 |
1.1059 |
1.0529 |
0.0530 |
4.9% |
0.0090 |
0.8% |
34% |
False |
False |
192,134 |
| 60 |
1.1059 |
1.0336 |
0.0723 |
6.8% |
0.0094 |
0.9% |
52% |
False |
False |
158,688 |
| 80 |
1.1059 |
0.9835 |
0.1224 |
11.4% |
0.0103 |
1.0% |
72% |
False |
False |
119,278 |
| 100 |
1.1059 |
0.9658 |
0.1402 |
13.1% |
0.0105 |
1.0% |
75% |
False |
False |
95,573 |
| 120 |
1.1059 |
0.9658 |
0.1402 |
13.1% |
0.0104 |
1.0% |
75% |
False |
False |
79,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1081 |
|
2.618 |
1.0939 |
|
1.618 |
1.0853 |
|
1.000 |
1.0800 |
|
0.618 |
1.0766 |
|
HIGH |
1.0713 |
|
0.618 |
1.0680 |
|
0.500 |
1.0670 |
|
0.382 |
1.0660 |
|
LOW |
1.0627 |
|
0.618 |
1.0573 |
|
1.000 |
1.0540 |
|
1.618 |
1.0487 |
|
2.618 |
1.0400 |
|
4.250 |
1.0259 |
|
|
| Fisher Pivots for day following 17-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0697 |
1.0705 |
| PP |
1.0684 |
1.0700 |
| S1 |
1.0670 |
1.0694 |
|