CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 08-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2023 |
08-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0816 |
1.0809 |
-0.0007 |
-0.1% |
1.0960 |
| High |
1.0847 |
1.0842 |
-0.0005 |
0.0% |
1.1111 |
| Low |
1.0755 |
1.0801 |
0.0046 |
0.4% |
1.0874 |
| Close |
1.0802 |
1.0805 |
0.0004 |
0.0% |
1.0888 |
| Range |
0.0092 |
0.0041 |
-0.0051 |
-55.2% |
0.0237 |
| ATR |
0.0090 |
0.0086 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
700 |
521 |
-179 |
-25.6% |
4,453 |
|
| Daily Pivots for day following 08-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0939 |
1.0913 |
1.0828 |
|
| R3 |
1.0898 |
1.0872 |
1.0816 |
|
| R2 |
1.0857 |
1.0857 |
1.0813 |
|
| R1 |
1.0831 |
1.0831 |
1.0809 |
1.0823 |
| PP |
1.0816 |
1.0816 |
1.0816 |
1.0812 |
| S1 |
1.0790 |
1.0790 |
1.0801 |
1.0782 |
| S2 |
1.0775 |
1.0775 |
1.0797 |
|
| S3 |
1.0734 |
1.0749 |
1.0794 |
|
| S4 |
1.0693 |
1.0708 |
1.0782 |
|
|
| 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% |
0.0100 |
0.9% |
14% |
False |
False |
1,111 |
| 10 |
1.1111 |
1.0755 |
0.0356 |
3.3% |
0.0092 |
0.8% |
14% |
False |
False |
824 |
| 20 |
1.1111 |
1.0755 |
0.0356 |
3.3% |
0.0083 |
0.8% |
14% |
False |
False |
806 |
| 40 |
1.1111 |
1.0594 |
0.0517 |
4.8% |
0.0082 |
0.8% |
41% |
False |
False |
647 |
| 60 |
1.1111 |
1.0334 |
0.0777 |
7.2% |
0.0081 |
0.7% |
61% |
False |
False |
618 |
| 80 |
1.1111 |
0.9889 |
0.1222 |
11.3% |
0.0082 |
0.8% |
75% |
False |
False |
535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1016 |
|
2.618 |
1.0949 |
|
1.618 |
1.0908 |
|
1.000 |
1.0883 |
|
0.618 |
1.0867 |
|
HIGH |
1.0842 |
|
0.618 |
1.0826 |
|
0.500 |
1.0821 |
|
0.382 |
1.0816 |
|
LOW |
1.0801 |
|
0.618 |
1.0775 |
|
1.000 |
1.0760 |
|
1.618 |
1.0734 |
|
2.618 |
1.0693 |
|
4.250 |
1.0626 |
|
|
| Fisher Pivots for day following 08-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0821 |
1.0818 |
| PP |
1.0816 |
1.0813 |
| S1 |
1.0810 |
1.0809 |
|