CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 02-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2023 |
02-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0945 |
1.1090 |
0.0145 |
1.3% |
1.0963 |
| High |
1.1094 |
1.1111 |
0.0017 |
0.1% |
1.1021 |
| Low |
1.0945 |
1.0973 |
0.0028 |
0.3% |
1.0930 |
| Close |
1.1064 |
1.0992 |
-0.0072 |
-0.7% |
1.0960 |
| Range |
0.0149 |
0.0138 |
-0.0011 |
-7.4% |
0.0092 |
| ATR |
0.0081 |
0.0085 |
0.0004 |
5.0% |
0.0000 |
| Volume |
892 |
1,128 |
236 |
26.5% |
2,416 |
|
| Daily Pivots for day following 02-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1439 |
1.1354 |
1.1068 |
|
| R3 |
1.1301 |
1.1216 |
1.1030 |
|
| R2 |
1.1163 |
1.1163 |
1.1017 |
|
| R1 |
1.1078 |
1.1078 |
1.1005 |
1.1051 |
| PP |
1.1025 |
1.1025 |
1.1025 |
1.1012 |
| S1 |
1.0940 |
1.0940 |
1.0979 |
1.0913 |
| S2 |
1.0887 |
1.0887 |
1.0967 |
|
| S3 |
1.0749 |
1.0802 |
1.0954 |
|
| S4 |
1.0611 |
1.0664 |
1.0916 |
|
|
| Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1245 |
1.1194 |
1.1010 |
|
| R3 |
1.1153 |
1.1102 |
1.0985 |
|
| R2 |
1.1062 |
1.1062 |
1.0977 |
|
| R1 |
1.1011 |
1.1011 |
1.0968 |
1.0991 |
| PP |
1.0970 |
1.0970 |
1.0970 |
1.0960 |
| S1 |
1.0919 |
1.0919 |
1.0952 |
1.0899 |
| S2 |
1.0879 |
1.0879 |
1.0943 |
|
| S3 |
1.0787 |
1.0828 |
1.0935 |
|
| S4 |
1.0696 |
1.0736 |
1.0910 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1111 |
1.0894 |
0.0217 |
2.0% |
0.0096 |
0.9% |
45% |
True |
False |
655 |
| 10 |
1.1111 |
1.0894 |
0.0217 |
2.0% |
0.0079 |
0.7% |
45% |
True |
False |
601 |
| 20 |
1.1111 |
1.0594 |
0.0517 |
4.7% |
0.0086 |
0.8% |
77% |
True |
False |
707 |
| 40 |
1.1111 |
1.0594 |
0.0517 |
4.7% |
0.0079 |
0.7% |
77% |
True |
False |
695 |
| 60 |
1.1111 |
1.0119 |
0.0992 |
9.0% |
0.0082 |
0.7% |
88% |
True |
False |
561 |
| 80 |
1.1111 |
0.9826 |
0.1285 |
11.7% |
0.0080 |
0.7% |
91% |
True |
False |
489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1697 |
|
2.618 |
1.1472 |
|
1.618 |
1.1334 |
|
1.000 |
1.1249 |
|
0.618 |
1.1196 |
|
HIGH |
1.1111 |
|
0.618 |
1.1058 |
|
0.500 |
1.1042 |
|
0.382 |
1.1025 |
|
LOW |
1.0973 |
|
0.618 |
1.0887 |
|
1.000 |
1.0835 |
|
1.618 |
1.0749 |
|
2.618 |
1.0611 |
|
4.250 |
1.0386 |
|
|
| Fisher Pivots for day following 02-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1042 |
1.1002 |
| PP |
1.1025 |
1.0999 |
| S1 |
1.1009 |
1.0995 |
|