CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 14-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2023 |
14-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0751 |
1.0801 |
0.0050 |
0.5% |
1.0880 |
| High |
1.0803 |
1.0880 |
0.0078 |
0.7% |
1.0880 |
| Low |
1.0739 |
1.0785 |
0.0046 |
0.4% |
1.0744 |
| Close |
1.0794 |
1.0816 |
0.0022 |
0.2% |
1.0751 |
| Range |
0.0064 |
0.0096 |
0.0032 |
50.4% |
0.0136 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
0.9% |
0.0000 |
| Volume |
1,509 |
1,932 |
423 |
28.0% |
6,586 |
|
| Daily Pivots for day following 14-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1113 |
1.1060 |
1.0868 |
|
| R3 |
1.1018 |
1.0964 |
1.0842 |
|
| R2 |
1.0922 |
1.0922 |
1.0833 |
|
| R1 |
1.0869 |
1.0869 |
1.0824 |
1.0896 |
| PP |
1.0827 |
1.0827 |
1.0827 |
1.0840 |
| S1 |
1.0773 |
1.0773 |
1.0807 |
1.0800 |
| S2 |
1.0731 |
1.0731 |
1.0798 |
|
| S3 |
1.0636 |
1.0678 |
1.0789 |
|
| S4 |
1.0540 |
1.0582 |
1.0763 |
|
|
| 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 |
1.0739 |
0.0141 |
1.3% |
0.0073 |
0.7% |
54% |
True |
False |
1,533 |
| 10 |
1.1111 |
1.0739 |
0.0372 |
3.4% |
0.0098 |
0.9% |
21% |
False |
False |
1,359 |
| 20 |
1.1111 |
1.0739 |
0.0372 |
3.4% |
0.0082 |
0.8% |
21% |
False |
False |
939 |
| 40 |
1.1111 |
1.0594 |
0.0517 |
4.8% |
0.0080 |
0.7% |
43% |
False |
False |
750 |
| 60 |
1.1111 |
1.0400 |
0.0711 |
6.6% |
0.0079 |
0.7% |
58% |
False |
False |
717 |
| 80 |
1.1111 |
0.9889 |
0.1222 |
11.3% |
0.0083 |
0.8% |
76% |
False |
False |
615 |
| 100 |
1.1111 |
0.9725 |
0.1386 |
12.8% |
0.0083 |
0.8% |
79% |
False |
False |
518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1286 |
|
2.618 |
1.1130 |
|
1.618 |
1.1035 |
|
1.000 |
1.0976 |
|
0.618 |
1.0939 |
|
HIGH |
1.0880 |
|
0.618 |
1.0844 |
|
0.500 |
1.0832 |
|
0.382 |
1.0821 |
|
LOW |
1.0785 |
|
0.618 |
1.0725 |
|
1.000 |
1.0689 |
|
1.618 |
1.0630 |
|
2.618 |
1.0534 |
|
4.250 |
1.0379 |
|
|
| Fisher Pivots for day following 14-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0832 |
1.0814 |
| PP |
1.0827 |
1.0812 |
| S1 |
1.0821 |
1.0810 |
|