CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 24-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2023 |
24-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0617 |
1.0606 |
-0.0011 |
-0.1% |
1.0706 |
| High |
1.0638 |
1.0624 |
-0.0014 |
-0.1% |
1.0719 |
| Low |
1.0587 |
1.0546 |
-0.0042 |
-0.4% |
1.0546 |
| Close |
1.0606 |
1.0561 |
-0.0045 |
-0.4% |
1.0561 |
| Range |
0.0051 |
0.0079 |
0.0028 |
53.9% |
0.0173 |
| ATR |
0.0085 |
0.0084 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
166,113 |
202,417 |
36,304 |
21.9% |
785,046 |
|
| Daily Pivots for day following 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0812 |
1.0765 |
1.0604 |
|
| R3 |
1.0734 |
1.0686 |
1.0582 |
|
| R2 |
1.0655 |
1.0655 |
1.0575 |
|
| R1 |
1.0608 |
1.0608 |
1.0568 |
1.0592 |
| PP |
1.0577 |
1.0577 |
1.0577 |
1.0569 |
| S1 |
1.0529 |
1.0529 |
1.0553 |
1.0514 |
| S2 |
1.0498 |
1.0498 |
1.0546 |
|
| S3 |
1.0420 |
1.0451 |
1.0539 |
|
| S4 |
1.0341 |
1.0372 |
1.0517 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1127 |
1.1017 |
1.0656 |
|
| R3 |
1.0954 |
1.0844 |
1.0608 |
|
| R2 |
1.0781 |
1.0781 |
1.0592 |
|
| R1 |
1.0671 |
1.0671 |
1.0576 |
1.0640 |
| PP |
1.0608 |
1.0608 |
1.0608 |
1.0593 |
| S1 |
1.0498 |
1.0498 |
1.0545 |
1.0467 |
| S2 |
1.0435 |
1.0435 |
1.0529 |
|
| S3 |
1.0262 |
1.0325 |
1.0513 |
|
| S4 |
1.0089 |
1.0152 |
1.0465 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0719 |
1.0546 |
0.0173 |
1.6% |
0.0070 |
0.7% |
9% |
False |
True |
194,957 |
| 10 |
1.0825 |
1.0546 |
0.0279 |
2.6% |
0.0076 |
0.7% |
5% |
False |
True |
195,354 |
| 20 |
1.1059 |
1.0546 |
0.0514 |
4.9% |
0.0088 |
0.8% |
3% |
False |
True |
203,758 |
| 40 |
1.1059 |
1.0529 |
0.0530 |
5.0% |
0.0090 |
0.9% |
6% |
False |
False |
197,238 |
| 60 |
1.1059 |
1.0372 |
0.0688 |
6.5% |
0.0091 |
0.9% |
27% |
False |
False |
171,350 |
| 80 |
1.1059 |
0.9835 |
0.1224 |
11.6% |
0.0100 |
0.9% |
59% |
False |
False |
129,053 |
| 100 |
1.1059 |
0.9762 |
0.1297 |
12.3% |
0.0101 |
1.0% |
62% |
False |
False |
103,381 |
| 120 |
1.1059 |
0.9658 |
0.1402 |
13.3% |
0.0104 |
1.0% |
64% |
False |
False |
86,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0958 |
|
2.618 |
1.0830 |
|
1.618 |
1.0751 |
|
1.000 |
1.0703 |
|
0.618 |
1.0673 |
|
HIGH |
1.0624 |
|
0.618 |
1.0594 |
|
0.500 |
1.0585 |
|
0.382 |
1.0575 |
|
LOW |
1.0546 |
|
0.618 |
1.0497 |
|
1.000 |
1.0467 |
|
1.618 |
1.0418 |
|
2.618 |
1.0340 |
|
4.250 |
1.0212 |
|
|
| Fisher Pivots for day following 24-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0585 |
1.0611 |
| PP |
1.0577 |
1.0594 |
| S1 |
1.0569 |
1.0577 |
|