CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 22-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2023 |
22-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0706 |
1.0665 |
-0.0041 |
-0.4% |
1.0698 |
| High |
1.0719 |
1.0676 |
-0.0043 |
-0.4% |
1.0825 |
| Low |
1.0651 |
1.0611 |
-0.0040 |
-0.4% |
1.0627 |
| Close |
1.0662 |
1.0613 |
-0.0049 |
-0.5% |
1.0711 |
| Range |
0.0068 |
0.0065 |
-0.0003 |
-4.4% |
0.0198 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
252,448 |
164,068 |
-88,380 |
-35.0% |
985,179 |
|
| Daily Pivots for day following 22-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0828 |
1.0785 |
1.0648 |
|
| R3 |
1.0763 |
1.0720 |
1.0630 |
|
| R2 |
1.0698 |
1.0698 |
1.0624 |
|
| R1 |
1.0655 |
1.0655 |
1.0618 |
1.0644 |
| PP |
1.0633 |
1.0633 |
1.0633 |
1.0628 |
| S1 |
1.0590 |
1.0590 |
1.0607 |
1.0579 |
| S2 |
1.0568 |
1.0568 |
1.0601 |
|
| S3 |
1.0503 |
1.0525 |
1.0595 |
|
| S4 |
1.0438 |
1.0460 |
1.0577 |
|
|
| 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 |
1.0762 |
1.0611 |
0.0151 |
1.4% |
0.0075 |
0.7% |
1% |
False |
True |
196,806 |
| 10 |
1.0825 |
1.0611 |
0.0214 |
2.0% |
0.0077 |
0.7% |
1% |
False |
True |
191,156 |
| 20 |
1.1059 |
1.0611 |
0.0448 |
4.2% |
0.0089 |
0.8% |
0% |
False |
True |
201,980 |
| 40 |
1.1059 |
1.0529 |
0.0530 |
5.0% |
0.0090 |
0.8% |
16% |
False |
False |
194,427 |
| 60 |
1.1059 |
1.0372 |
0.0688 |
6.5% |
0.0093 |
0.9% |
35% |
False |
False |
165,499 |
| 80 |
1.1059 |
0.9835 |
0.1224 |
11.5% |
0.0101 |
1.0% |
64% |
False |
False |
124,472 |
| 100 |
1.1059 |
0.9762 |
0.1297 |
12.2% |
0.0103 |
1.0% |
66% |
False |
False |
99,711 |
| 120 |
1.1059 |
0.9658 |
0.1402 |
13.2% |
0.0104 |
1.0% |
68% |
False |
False |
83,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0952 |
|
2.618 |
1.0846 |
|
1.618 |
1.0781 |
|
1.000 |
1.0741 |
|
0.618 |
1.0716 |
|
HIGH |
1.0676 |
|
0.618 |
1.0651 |
|
0.500 |
1.0644 |
|
0.382 |
1.0636 |
|
LOW |
1.0611 |
|
0.618 |
1.0571 |
|
1.000 |
1.0546 |
|
1.618 |
1.0506 |
|
2.618 |
1.0441 |
|
4.250 |
1.0335 |
|
|
| Fisher Pivots for day following 22-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0644 |
1.0665 |
| PP |
1.0633 |
1.0647 |
| S1 |
1.0623 |
1.0630 |
|