CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 07-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2023 |
07-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0880 |
1.0816 |
-0.0065 |
-0.6% |
1.0960 |
| High |
1.0880 |
1.0847 |
-0.0034 |
-0.3% |
1.1111 |
| Low |
1.0798 |
1.0755 |
-0.0043 |
-0.4% |
1.0874 |
| Close |
1.0807 |
1.0802 |
-0.0006 |
-0.1% |
1.0888 |
| Range |
0.0082 |
0.0092 |
0.0010 |
11.6% |
0.0237 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
0.1% |
0.0000 |
| Volume |
1,662 |
700 |
-962 |
-57.9% |
4,453 |
|
| Daily Pivots for day following 07-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1076 |
1.1030 |
1.0852 |
|
| R3 |
1.0984 |
1.0939 |
1.0827 |
|
| R2 |
1.0893 |
1.0893 |
1.0818 |
|
| R1 |
1.0847 |
1.0847 |
1.0810 |
1.0824 |
| PP |
1.0801 |
1.0801 |
1.0801 |
1.0790 |
| S1 |
1.0756 |
1.0756 |
1.0793 |
1.0733 |
| S2 |
1.0710 |
1.0710 |
1.0785 |
|
| S3 |
1.0618 |
1.0664 |
1.0776 |
|
| S4 |
1.0527 |
1.0573 |
1.0751 |
|
|
| 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 |
1.0755 |
0.0356 |
3.3% |
0.0122 |
1.1% |
13% |
False |
True |
1,185 |
| 10 |
1.1111 |
1.0755 |
0.0356 |
3.3% |
0.0093 |
0.9% |
13% |
False |
True |
816 |
| 20 |
1.1111 |
1.0755 |
0.0356 |
3.3% |
0.0083 |
0.8% |
13% |
False |
True |
788 |
| 40 |
1.1111 |
1.0594 |
0.0517 |
4.8% |
0.0082 |
0.8% |
40% |
False |
False |
637 |
| 60 |
1.1111 |
1.0150 |
0.0961 |
8.9% |
0.0083 |
0.8% |
68% |
False |
False |
624 |
| 80 |
1.1111 |
0.9826 |
0.1285 |
11.9% |
0.0084 |
0.8% |
76% |
False |
False |
529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1235 |
|
2.618 |
1.1086 |
|
1.618 |
1.0995 |
|
1.000 |
1.0938 |
|
0.618 |
1.0903 |
|
HIGH |
1.0847 |
|
0.618 |
1.0812 |
|
0.500 |
1.0801 |
|
0.382 |
1.0790 |
|
LOW |
1.0755 |
|
0.618 |
1.0698 |
|
1.000 |
1.0664 |
|
1.618 |
1.0607 |
|
2.618 |
1.0515 |
|
4.250 |
1.0366 |
|
|
| Fisher Pivots for day following 07-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0801 |
1.0889 |
| PP |
1.0801 |
1.0860 |
| S1 |
1.0801 |
1.0831 |
|