CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 21-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2023 |
21-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0686 |
1.0706 |
0.0020 |
0.2% |
1.0698 |
| High |
1.0713 |
1.0719 |
0.0006 |
0.1% |
1.0825 |
| Low |
1.0627 |
1.0651 |
0.0024 |
0.2% |
1.0627 |
| Close |
1.0711 |
1.0662 |
-0.0050 |
-0.5% |
1.0711 |
| Range |
0.0087 |
0.0068 |
-0.0019 |
-21.4% |
0.0198 |
| ATR |
0.0091 |
0.0089 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
189,740 |
252,448 |
62,708 |
33.0% |
985,179 |
|
| Daily Pivots for day following 21-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0881 |
1.0839 |
1.0699 |
|
| R3 |
1.0813 |
1.0771 |
1.0680 |
|
| R2 |
1.0745 |
1.0745 |
1.0674 |
|
| R1 |
1.0703 |
1.0703 |
1.0668 |
1.0690 |
| PP |
1.0677 |
1.0677 |
1.0677 |
1.0670 |
| S1 |
1.0635 |
1.0635 |
1.0655 |
1.0622 |
| S2 |
1.0609 |
1.0609 |
1.0649 |
|
| S3 |
1.0541 |
1.0567 |
1.0643 |
|
| S4 |
1.0473 |
1.0499 |
1.0624 |
|
|
| 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 |
1.9% |
0.0082 |
0.8% |
18% |
False |
False |
218,865 |
| 10 |
1.0825 |
1.0627 |
0.0198 |
1.9% |
0.0080 |
0.8% |
18% |
False |
False |
198,929 |
| 20 |
1.1059 |
1.0627 |
0.0433 |
4.1% |
0.0088 |
0.8% |
8% |
False |
False |
201,317 |
| 40 |
1.1059 |
1.0529 |
0.0530 |
5.0% |
0.0090 |
0.8% |
25% |
False |
False |
194,637 |
| 60 |
1.1059 |
1.0372 |
0.0688 |
6.4% |
0.0094 |
0.9% |
42% |
False |
False |
162,874 |
| 80 |
1.1059 |
0.9835 |
0.1224 |
11.5% |
0.0102 |
1.0% |
68% |
False |
False |
122,426 |
| 100 |
1.1059 |
0.9658 |
0.1402 |
13.1% |
0.0104 |
1.0% |
72% |
False |
False |
98,081 |
| 120 |
1.1059 |
0.9658 |
0.1402 |
13.1% |
0.0104 |
1.0% |
72% |
False |
False |
81,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1008 |
|
2.618 |
1.0897 |
|
1.618 |
1.0829 |
|
1.000 |
1.0787 |
|
0.618 |
1.0761 |
|
HIGH |
1.0719 |
|
0.618 |
1.0693 |
|
0.500 |
1.0685 |
|
0.382 |
1.0676 |
|
LOW |
1.0651 |
|
0.618 |
1.0608 |
|
1.000 |
1.0583 |
|
1.618 |
1.0540 |
|
2.618 |
1.0472 |
|
4.250 |
1.0362 |
|
|
| Fisher Pivots for day following 21-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0685 |
1.0682 |
| PP |
1.0677 |
1.0675 |
| S1 |
1.0669 |
1.0668 |
|