CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 23-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2023 |
23-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0721 |
1.0676 |
-0.0045 |
-0.4% |
1.0751 |
| High |
1.0734 |
1.0696 |
-0.0038 |
-0.4% |
1.0880 |
| Low |
1.0671 |
1.0647 |
-0.0024 |
-0.2% |
1.0687 |
| Close |
1.0672 |
1.0665 |
-0.0007 |
-0.1% |
1.0770 |
| Range |
0.0064 |
0.0049 |
-0.0015 |
-22.8% |
0.0194 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
1,558 |
2,766 |
1,208 |
77.5% |
8,003 |
|
| Daily Pivots for day following 23-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0816 |
1.0790 |
1.0692 |
|
| R3 |
1.0767 |
1.0741 |
1.0678 |
|
| R2 |
1.0718 |
1.0718 |
1.0674 |
|
| R1 |
1.0692 |
1.0692 |
1.0669 |
1.0681 |
| PP |
1.0669 |
1.0669 |
1.0669 |
1.0664 |
| S1 |
1.0643 |
1.0643 |
1.0661 |
1.0632 |
| S2 |
1.0620 |
1.0620 |
1.0656 |
|
| S3 |
1.0571 |
1.0594 |
1.0652 |
|
| S4 |
1.0522 |
1.0545 |
1.0638 |
|
|
| 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 |
1.0794 |
1.0647 |
0.0147 |
1.4% |
0.0066 |
0.6% |
12% |
False |
True |
1,721 |
| 10 |
1.0880 |
1.0647 |
0.0233 |
2.2% |
0.0073 |
0.7% |
8% |
False |
True |
1,715 |
| 20 |
1.1111 |
1.0647 |
0.0464 |
4.3% |
0.0083 |
0.8% |
4% |
False |
True |
1,269 |
| 40 |
1.1111 |
1.0594 |
0.0517 |
4.8% |
0.0082 |
0.8% |
14% |
False |
False |
939 |
| 60 |
1.1111 |
1.0478 |
0.0633 |
5.9% |
0.0080 |
0.8% |
30% |
False |
False |
873 |
| 80 |
1.1111 |
0.9920 |
0.1191 |
11.2% |
0.0081 |
0.8% |
63% |
False |
False |
695 |
| 100 |
1.1111 |
0.9826 |
0.1285 |
12.0% |
0.0080 |
0.7% |
65% |
False |
False |
613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0904 |
|
2.618 |
1.0824 |
|
1.618 |
1.0775 |
|
1.000 |
1.0745 |
|
0.618 |
1.0726 |
|
HIGH |
1.0696 |
|
0.618 |
1.0677 |
|
0.500 |
1.0672 |
|
0.382 |
1.0666 |
|
LOW |
1.0647 |
|
0.618 |
1.0617 |
|
1.000 |
1.0598 |
|
1.618 |
1.0568 |
|
2.618 |
1.0519 |
|
4.250 |
1.0439 |
|
|
| Fisher Pivots for day following 23-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0672 |
1.0712 |
| PP |
1.0669 |
1.0696 |
| S1 |
1.0667 |
1.0681 |
|