CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 17-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2023 |
17-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0764 |
1.0740 |
-0.0024 |
-0.2% |
1.0751 |
| High |
1.0794 |
1.0771 |
-0.0023 |
-0.2% |
1.0880 |
| Low |
1.0729 |
1.0687 |
-0.0043 |
-0.4% |
1.0687 |
| Close |
1.0763 |
1.0770 |
0.0007 |
0.1% |
1.0770 |
| Range |
0.0065 |
0.0085 |
0.0020 |
31.0% |
0.0194 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
0.1% |
0.0000 |
| Volume |
1,594 |
1,571 |
-23 |
-1.4% |
8,003 |
|
| Daily Pivots for day following 17-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0996 |
1.0968 |
1.0816 |
|
| R3 |
1.0912 |
1.0883 |
1.0793 |
|
| R2 |
1.0827 |
1.0827 |
1.0785 |
|
| R1 |
1.0799 |
1.0799 |
1.0778 |
1.0813 |
| PP |
1.0743 |
1.0743 |
1.0743 |
1.0750 |
| S1 |
1.0714 |
1.0714 |
1.0762 |
1.0728 |
| S2 |
1.0658 |
1.0658 |
1.0755 |
|
| S3 |
1.0574 |
1.0630 |
1.0747 |
|
| S4 |
1.0489 |
1.0545 |
1.0724 |
|
|
| Weekly Pivots for week ending 17-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1359 |
1.1258 |
1.0876 |
|
| R3 |
1.1166 |
1.1065 |
1.0823 |
|
| R2 |
1.0972 |
1.0972 |
1.0805 |
|
| R1 |
1.0871 |
1.0871 |
1.0788 |
1.0922 |
| PP |
1.0779 |
1.0779 |
1.0779 |
1.0804 |
| S1 |
1.0678 |
1.0678 |
1.0752 |
1.0728 |
| S2 |
1.0585 |
1.0585 |
1.0735 |
|
| S3 |
1.0392 |
1.0484 |
1.0717 |
|
| S4 |
1.0198 |
1.0291 |
1.0664 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0880 |
1.0687 |
0.0194 |
1.8% |
0.0078 |
0.7% |
43% |
False |
True |
1,600 |
| 10 |
1.0880 |
1.0687 |
0.0194 |
1.8% |
0.0077 |
0.7% |
43% |
False |
True |
1,458 |
| 20 |
1.1111 |
1.0687 |
0.0424 |
3.9% |
0.0083 |
0.8% |
20% |
False |
True |
1,072 |
| 40 |
1.1111 |
1.0594 |
0.0517 |
4.8% |
0.0081 |
0.8% |
34% |
False |
False |
835 |
| 60 |
1.1111 |
1.0414 |
0.0697 |
6.5% |
0.0081 |
0.7% |
51% |
False |
False |
791 |
| 80 |
1.1111 |
0.9920 |
0.1191 |
11.1% |
0.0083 |
0.8% |
71% |
False |
False |
637 |
| 100 |
1.1111 |
0.9725 |
0.1386 |
12.9% |
0.0082 |
0.8% |
75% |
False |
False |
561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1130 |
|
2.618 |
1.0992 |
|
1.618 |
1.0908 |
|
1.000 |
1.0856 |
|
0.618 |
1.0823 |
|
HIGH |
1.0771 |
|
0.618 |
1.0739 |
|
0.500 |
1.0729 |
|
0.382 |
1.0719 |
|
LOW |
1.0687 |
|
0.618 |
1.0634 |
|
1.000 |
1.0602 |
|
1.618 |
1.0550 |
|
2.618 |
1.0465 |
|
4.250 |
1.0327 |
|
|
| Fisher Pivots for day following 17-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0756 |
1.0764 |
| PP |
1.0743 |
1.0758 |
| S1 |
1.0729 |
1.0753 |
|