CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 13-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2023 |
13-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0816 |
1.0751 |
-0.0065 |
-0.6% |
1.0880 |
| High |
1.0831 |
1.0803 |
-0.0029 |
-0.3% |
1.0880 |
| Low |
1.0744 |
1.0739 |
-0.0005 |
0.0% |
1.0744 |
| Close |
1.0751 |
1.0794 |
0.0044 |
0.4% |
1.0751 |
| Range |
0.0087 |
0.0064 |
-0.0024 |
-27.0% |
0.0136 |
| ATR |
0.0086 |
0.0084 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
1,371 |
1,509 |
138 |
10.1% |
6,586 |
|
| Daily Pivots for day following 13-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0969 |
1.0945 |
1.0829 |
|
| R3 |
1.0906 |
1.0882 |
1.0811 |
|
| R2 |
1.0842 |
1.0842 |
1.0806 |
|
| R1 |
1.0818 |
1.0818 |
1.0800 |
1.0830 |
| PP |
1.0779 |
1.0779 |
1.0779 |
1.0785 |
| S1 |
1.0755 |
1.0755 |
1.0788 |
1.0767 |
| S2 |
1.0715 |
1.0715 |
1.0782 |
|
| S3 |
1.0652 |
1.0691 |
1.0777 |
|
| S4 |
1.0588 |
1.0628 |
1.0759 |
|
|
| 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 |
1.0869 |
1.0739 |
0.0130 |
1.2% |
0.0073 |
0.7% |
42% |
False |
True |
1,286 |
| 10 |
1.1111 |
1.0739 |
0.0372 |
3.4% |
0.0095 |
0.9% |
15% |
False |
True |
1,210 |
| 20 |
1.1111 |
1.0739 |
0.0372 |
3.4% |
0.0082 |
0.8% |
15% |
False |
True |
898 |
| 40 |
1.1111 |
1.0594 |
0.0517 |
4.8% |
0.0081 |
0.7% |
39% |
False |
False |
719 |
| 60 |
1.1111 |
1.0400 |
0.0711 |
6.6% |
0.0079 |
0.7% |
55% |
False |
False |
692 |
| 80 |
1.1111 |
0.9889 |
0.1222 |
11.3% |
0.0083 |
0.8% |
74% |
False |
False |
599 |
| 100 |
1.1111 |
0.9725 |
0.1386 |
12.8% |
0.0083 |
0.8% |
77% |
False |
False |
499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1072 |
|
2.618 |
1.0969 |
|
1.618 |
1.0905 |
|
1.000 |
1.0866 |
|
0.618 |
1.0842 |
|
HIGH |
1.0803 |
|
0.618 |
1.0778 |
|
0.500 |
1.0771 |
|
0.382 |
1.0763 |
|
LOW |
1.0739 |
|
0.618 |
1.0700 |
|
1.000 |
1.0676 |
|
1.618 |
1.0636 |
|
2.618 |
1.0573 |
|
4.250 |
1.0469 |
|
|
| Fisher Pivots for day following 13-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0786 |
1.0804 |
| PP |
1.0779 |
1.0801 |
| S1 |
1.0771 |
1.0797 |
|