CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 23-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2023 |
23-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0665 |
1.0617 |
-0.0049 |
-0.5% |
1.0698 |
| High |
1.0676 |
1.0638 |
-0.0038 |
-0.4% |
1.0825 |
| Low |
1.0611 |
1.0587 |
-0.0024 |
-0.2% |
1.0627 |
| Close |
1.0613 |
1.0606 |
-0.0007 |
-0.1% |
1.0711 |
| Range |
0.0065 |
0.0051 |
-0.0014 |
-21.5% |
0.0198 |
| ATR |
0.0087 |
0.0085 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
164,068 |
166,113 |
2,045 |
1.2% |
985,179 |
|
| Daily Pivots for day following 23-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0763 |
1.0735 |
1.0634 |
|
| R3 |
1.0712 |
1.0684 |
1.0620 |
|
| R2 |
1.0661 |
1.0661 |
1.0615 |
|
| R1 |
1.0633 |
1.0633 |
1.0610 |
1.0622 |
| PP |
1.0610 |
1.0610 |
1.0610 |
1.0604 |
| S1 |
1.0582 |
1.0582 |
1.0601 |
1.0571 |
| S2 |
1.0559 |
1.0559 |
1.0596 |
|
| S3 |
1.0508 |
1.0531 |
1.0591 |
|
| S4 |
1.0457 |
1.0480 |
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 |
1.0737 |
1.0587 |
0.0150 |
1.4% |
0.0068 |
0.6% |
12% |
False |
True |
192,199 |
| 10 |
1.0825 |
1.0587 |
0.0238 |
2.2% |
0.0077 |
0.7% |
8% |
False |
True |
192,585 |
| 20 |
1.1059 |
1.0587 |
0.0472 |
4.5% |
0.0088 |
0.8% |
4% |
False |
True |
202,192 |
| 40 |
1.1059 |
1.0529 |
0.0530 |
5.0% |
0.0090 |
0.8% |
14% |
False |
False |
195,487 |
| 60 |
1.1059 |
1.0372 |
0.0688 |
6.5% |
0.0093 |
0.9% |
34% |
False |
False |
168,066 |
| 80 |
1.1059 |
0.9835 |
0.1224 |
11.5% |
0.0100 |
0.9% |
63% |
False |
False |
126,534 |
| 100 |
1.1059 |
0.9762 |
0.1297 |
12.2% |
0.0102 |
1.0% |
65% |
False |
False |
101,365 |
| 120 |
1.1059 |
0.9658 |
0.1402 |
13.2% |
0.0104 |
1.0% |
68% |
False |
False |
84,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0855 |
|
2.618 |
1.0772 |
|
1.618 |
1.0721 |
|
1.000 |
1.0689 |
|
0.618 |
1.0670 |
|
HIGH |
1.0638 |
|
0.618 |
1.0619 |
|
0.500 |
1.0613 |
|
0.382 |
1.0606 |
|
LOW |
1.0587 |
|
0.618 |
1.0555 |
|
1.000 |
1.0536 |
|
1.618 |
1.0504 |
|
2.618 |
1.0453 |
|
4.250 |
1.0370 |
|
|
| Fisher Pivots for day following 23-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0613 |
1.0653 |
| PP |
1.0610 |
1.0637 |
| S1 |
1.0608 |
1.0621 |
|