CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 03-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2023 |
03-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1090 |
1.0991 |
-0.0099 |
-0.9% |
1.0960 |
| High |
1.1111 |
1.1023 |
-0.0088 |
-0.8% |
1.1111 |
| Low |
1.0973 |
1.0874 |
-0.0099 |
-0.9% |
1.0874 |
| Close |
1.0992 |
1.0888 |
-0.0105 |
-1.0% |
1.0888 |
| Range |
0.0138 |
0.0149 |
0.0011 |
8.0% |
0.0237 |
| ATR |
0.0085 |
0.0090 |
0.0005 |
5.4% |
0.0000 |
| Volume |
1,128 |
1,544 |
416 |
36.9% |
4,453 |
|
| Daily Pivots for day following 03-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1375 |
1.1280 |
1.0969 |
|
| R3 |
1.1226 |
1.1131 |
1.0928 |
|
| R2 |
1.1077 |
1.1077 |
1.0915 |
|
| R1 |
1.0982 |
1.0982 |
1.0901 |
1.0955 |
| PP |
1.0928 |
1.0928 |
1.0928 |
1.0914 |
| S1 |
1.0833 |
1.0833 |
1.0874 |
1.0806 |
| S2 |
1.0779 |
1.0779 |
1.0860 |
|
| S3 |
1.0630 |
1.0684 |
1.0847 |
|
| S4 |
1.0481 |
1.0535 |
1.0806 |
|
|
| Weekly Pivots for week ending 03-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1668 |
1.1515 |
1.1018 |
|
| R3 |
1.1431 |
1.1278 |
1.0953 |
|
| R2 |
1.1194 |
1.1194 |
1.0931 |
|
| R1 |
1.1041 |
1.1041 |
1.0909 |
1.0999 |
| PP |
1.0957 |
1.0957 |
1.0957 |
1.0936 |
| S1 |
1.0804 |
1.0804 |
1.0866 |
1.0762 |
| S2 |
1.0720 |
1.0720 |
1.0844 |
|
| S3 |
1.0483 |
1.0567 |
1.0822 |
|
| S4 |
1.0246 |
1.0330 |
1.0757 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1111 |
1.0874 |
0.0237 |
2.2% |
0.0113 |
1.0% |
6% |
False |
True |
890 |
| 10 |
1.1111 |
1.0874 |
0.0237 |
2.2% |
0.0089 |
0.8% |
6% |
False |
True |
686 |
| 20 |
1.1111 |
1.0594 |
0.0517 |
4.7% |
0.0088 |
0.8% |
57% |
False |
False |
751 |
| 40 |
1.1111 |
1.0594 |
0.0517 |
4.7% |
0.0081 |
0.7% |
57% |
False |
False |
688 |
| 60 |
1.1111 |
1.0150 |
0.0961 |
8.8% |
0.0083 |
0.8% |
77% |
False |
False |
586 |
| 80 |
1.1111 |
0.9826 |
0.1285 |
11.8% |
0.0082 |
0.8% |
83% |
False |
False |
508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1656 |
|
2.618 |
1.1413 |
|
1.618 |
1.1264 |
|
1.000 |
1.1172 |
|
0.618 |
1.1115 |
|
HIGH |
1.1023 |
|
0.618 |
1.0966 |
|
0.500 |
1.0948 |
|
0.382 |
1.0930 |
|
LOW |
1.0874 |
|
0.618 |
1.0781 |
|
1.000 |
1.0725 |
|
1.618 |
1.0632 |
|
2.618 |
1.0483 |
|
4.250 |
1.0240 |
|
|
| Fisher Pivots for day following 03-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0948 |
1.0992 |
| PP |
1.0928 |
1.0957 |
| S1 |
1.0908 |
1.0922 |
|