CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 06-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2023 |
06-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0991 |
1.0880 |
-0.0111 |
-1.0% |
1.0960 |
| High |
1.1023 |
1.0880 |
-0.0143 |
-1.3% |
1.1111 |
| Low |
1.0874 |
1.0798 |
-0.0076 |
-0.7% |
1.0874 |
| Close |
1.0888 |
1.0807 |
-0.0081 |
-0.7% |
1.0888 |
| Range |
0.0149 |
0.0082 |
-0.0067 |
-45.0% |
0.0237 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
0.0% |
0.0000 |
| Volume |
1,544 |
1,662 |
118 |
7.6% |
4,453 |
|
| Daily Pivots for day following 06-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1074 |
1.1023 |
1.0852 |
|
| R3 |
1.0992 |
1.0941 |
1.0830 |
|
| R2 |
1.0910 |
1.0910 |
1.0822 |
|
| R1 |
1.0859 |
1.0859 |
1.0815 |
1.0844 |
| PP |
1.0828 |
1.0828 |
1.0828 |
1.0821 |
| S1 |
1.0777 |
1.0777 |
1.0799 |
1.0762 |
| S2 |
1.0746 |
1.0746 |
1.0792 |
|
| S3 |
1.0664 |
1.0695 |
1.0784 |
|
| S4 |
1.0582 |
1.0613 |
1.0762 |
|
|
| 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 |
1.0798 |
0.0313 |
2.9% |
0.0117 |
1.1% |
3% |
False |
True |
1,134 |
| 10 |
1.1111 |
1.0798 |
0.0313 |
2.9% |
0.0089 |
0.8% |
3% |
False |
True |
813 |
| 20 |
1.1111 |
1.0764 |
0.0347 |
3.2% |
0.0084 |
0.8% |
12% |
False |
False |
782 |
| 40 |
1.1111 |
1.0594 |
0.0517 |
4.8% |
0.0082 |
0.8% |
41% |
False |
False |
648 |
| 60 |
1.1111 |
1.0150 |
0.0961 |
8.9% |
0.0083 |
0.8% |
68% |
False |
False |
613 |
| 80 |
1.1111 |
0.9826 |
0.1285 |
11.9% |
0.0083 |
0.8% |
76% |
False |
False |
529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1229 |
|
2.618 |
1.1095 |
|
1.618 |
1.1013 |
|
1.000 |
1.0962 |
|
0.618 |
1.0931 |
|
HIGH |
1.0880 |
|
0.618 |
1.0849 |
|
0.500 |
1.0839 |
|
0.382 |
1.0829 |
|
LOW |
1.0798 |
|
0.618 |
1.0747 |
|
1.000 |
1.0716 |
|
1.618 |
1.0665 |
|
2.618 |
1.0583 |
|
4.250 |
1.0450 |
|
|
| Fisher Pivots for day following 06-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0839 |
1.0954 |
| PP |
1.0828 |
1.0905 |
| S1 |
1.0818 |
1.0856 |
|