CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 09-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2023 |
09-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0809 |
1.0790 |
-0.0019 |
-0.2% |
1.0960 |
| High |
1.0842 |
1.0869 |
0.0028 |
0.3% |
1.1111 |
| Low |
1.0801 |
1.0790 |
-0.0011 |
-0.1% |
1.0874 |
| Close |
1.0805 |
1.0817 |
0.0012 |
0.1% |
1.0888 |
| Range |
0.0041 |
0.0080 |
0.0039 |
93.9% |
0.0237 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
521 |
2,332 |
1,811 |
347.6% |
4,453 |
|
| Daily Pivots for day following 09-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1064 |
1.1020 |
1.0861 |
|
| R3 |
1.0984 |
1.0940 |
1.0839 |
|
| R2 |
1.0905 |
1.0905 |
1.0832 |
|
| R1 |
1.0861 |
1.0861 |
1.0824 |
1.0883 |
| PP |
1.0825 |
1.0825 |
1.0825 |
1.0836 |
| S1 |
1.0781 |
1.0781 |
1.0810 |
1.0803 |
| S2 |
1.0746 |
1.0746 |
1.0802 |
|
| S3 |
1.0666 |
1.0702 |
1.0795 |
|
| S4 |
1.0587 |
1.0622 |
1.0773 |
|
|
| 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 |
1.1023 |
1.0755 |
0.0268 |
2.5% |
0.0089 |
0.8% |
23% |
False |
False |
1,351 |
| 10 |
1.1111 |
1.0755 |
0.0356 |
3.3% |
0.0092 |
0.9% |
17% |
False |
False |
1,003 |
| 20 |
1.1111 |
1.0755 |
0.0356 |
3.3% |
0.0085 |
0.8% |
17% |
False |
False |
885 |
| 40 |
1.1111 |
1.0594 |
0.0517 |
4.8% |
0.0082 |
0.8% |
43% |
False |
False |
700 |
| 60 |
1.1111 |
1.0400 |
0.0711 |
6.6% |
0.0079 |
0.7% |
59% |
False |
False |
652 |
| 80 |
1.1111 |
0.9889 |
0.1222 |
11.3% |
0.0082 |
0.8% |
76% |
False |
False |
564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1207 |
|
2.618 |
1.1077 |
|
1.618 |
1.0998 |
|
1.000 |
1.0949 |
|
0.618 |
1.0918 |
|
HIGH |
1.0869 |
|
0.618 |
1.0839 |
|
0.500 |
1.0829 |
|
0.382 |
1.0820 |
|
LOW |
1.0790 |
|
0.618 |
1.0740 |
|
1.000 |
1.0710 |
|
1.618 |
1.0661 |
|
2.618 |
1.0581 |
|
4.250 |
1.0452 |
|
|
| Fisher Pivots for day following 09-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0829 |
1.0815 |
| PP |
1.0825 |
1.0814 |
| S1 |
1.0821 |
1.0812 |
|