CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 10-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2023 |
10-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0790 |
1.0816 |
0.0026 |
0.2% |
1.0880 |
| High |
1.0869 |
1.0831 |
-0.0038 |
-0.3% |
1.0880 |
| Low |
1.0790 |
1.0744 |
-0.0046 |
-0.4% |
1.0744 |
| Close |
1.0817 |
1.0751 |
-0.0067 |
-0.6% |
1.0751 |
| Range |
0.0080 |
0.0087 |
0.0008 |
9.4% |
0.0136 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
0.1% |
0.0000 |
| Volume |
2,332 |
1,371 |
-961 |
-41.2% |
6,586 |
|
| Daily Pivots for day following 10-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1036 |
1.0980 |
1.0798 |
|
| R3 |
1.0949 |
1.0893 |
1.0774 |
|
| R2 |
1.0862 |
1.0862 |
1.0766 |
|
| R1 |
1.0806 |
1.0806 |
1.0758 |
1.0791 |
| PP |
1.0775 |
1.0775 |
1.0775 |
1.0767 |
| S1 |
1.0719 |
1.0719 |
1.0743 |
1.0704 |
| S2 |
1.0688 |
1.0688 |
1.0735 |
|
| S3 |
1.0601 |
1.0632 |
1.0727 |
|
| S4 |
1.0514 |
1.0545 |
1.0703 |
|
|
| Weekly Pivots for week ending 10-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1200 |
1.1111 |
1.0825 |
|
| R3 |
1.1064 |
1.0975 |
1.0788 |
|
| R2 |
1.0928 |
1.0928 |
1.0775 |
|
| R1 |
1.0839 |
1.0839 |
1.0763 |
1.0815 |
| PP |
1.0792 |
1.0792 |
1.0792 |
1.0780 |
| S1 |
1.0703 |
1.0703 |
1.0738 |
1.0679 |
| S2 |
1.0656 |
1.0656 |
1.0726 |
|
| S3 |
1.0520 |
1.0567 |
1.0713 |
|
| S4 |
1.0384 |
1.0431 |
1.0676 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0880 |
1.0744 |
0.0136 |
1.3% |
0.0076 |
0.7% |
5% |
False |
True |
1,317 |
| 10 |
1.1111 |
1.0744 |
0.0367 |
3.4% |
0.0095 |
0.9% |
2% |
False |
True |
1,103 |
| 20 |
1.1111 |
1.0744 |
0.0367 |
3.4% |
0.0083 |
0.8% |
2% |
False |
True |
858 |
| 40 |
1.1111 |
1.0594 |
0.0517 |
4.8% |
0.0081 |
0.7% |
30% |
False |
False |
687 |
| 60 |
1.1111 |
1.0400 |
0.0711 |
6.6% |
0.0079 |
0.7% |
49% |
False |
False |
673 |
| 80 |
1.1111 |
0.9889 |
0.1222 |
11.4% |
0.0082 |
0.8% |
71% |
False |
False |
580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1201 |
|
2.618 |
1.1059 |
|
1.618 |
1.0972 |
|
1.000 |
1.0918 |
|
0.618 |
1.0885 |
|
HIGH |
1.0831 |
|
0.618 |
1.0798 |
|
0.500 |
1.0788 |
|
0.382 |
1.0777 |
|
LOW |
1.0744 |
|
0.618 |
1.0690 |
|
1.000 |
1.0657 |
|
1.618 |
1.0603 |
|
2.618 |
1.0516 |
|
4.250 |
1.0374 |
|
|
| Fisher Pivots for day following 10-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0788 |
1.0807 |
| PP |
1.0775 |
1.0788 |
| S1 |
1.0763 |
1.0769 |
|