CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 27-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2023 |
27-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0669 |
1.0617 |
-0.0052 |
-0.5% |
1.0754 |
| High |
1.0683 |
1.0689 |
0.0006 |
0.1% |
1.0777 |
| Low |
1.0605 |
1.0601 |
-0.0004 |
0.0% |
1.0605 |
| Close |
1.0620 |
1.0678 |
0.0058 |
0.5% |
1.0620 |
| Range |
0.0078 |
0.0088 |
0.0010 |
12.2% |
0.0172 |
| ATR |
0.0079 |
0.0079 |
0.0001 |
0.8% |
0.0000 |
| Volume |
3,629 |
4,779 |
1,150 |
31.7% |
9,073 |
|
| Daily Pivots for day following 27-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0918 |
1.0886 |
1.0726 |
|
| R3 |
1.0831 |
1.0798 |
1.0702 |
|
| R2 |
1.0743 |
1.0743 |
1.0694 |
|
| R1 |
1.0711 |
1.0711 |
1.0686 |
1.0727 |
| PP |
1.0656 |
1.0656 |
1.0656 |
1.0664 |
| S1 |
1.0623 |
1.0623 |
1.0670 |
1.0640 |
| S2 |
1.0568 |
1.0568 |
1.0662 |
|
| S3 |
1.0481 |
1.0536 |
1.0654 |
|
| S4 |
1.0393 |
1.0448 |
1.0630 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1182 |
1.1072 |
1.0714 |
|
| R3 |
1.1010 |
1.0901 |
1.0667 |
|
| R2 |
1.0839 |
1.0839 |
1.0651 |
|
| R1 |
1.0729 |
1.0729 |
1.0636 |
1.0698 |
| PP |
1.0667 |
1.0667 |
1.0667 |
1.0652 |
| S1 |
1.0558 |
1.0558 |
1.0604 |
1.0527 |
| S2 |
1.0496 |
1.0496 |
1.0589 |
|
| S3 |
1.0324 |
1.0386 |
1.0573 |
|
| S4 |
1.0153 |
1.0215 |
1.0526 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0777 |
1.0601 |
0.0176 |
1.6% |
0.0069 |
0.6% |
44% |
False |
True |
2,770 |
| 10 |
1.0880 |
1.0601 |
0.0279 |
2.6% |
0.0073 |
0.7% |
28% |
False |
True |
2,185 |
| 20 |
1.1111 |
1.0601 |
0.0510 |
4.8% |
0.0084 |
0.8% |
15% |
False |
True |
1,644 |
| 40 |
1.1111 |
1.0594 |
0.0517 |
4.8% |
0.0084 |
0.8% |
16% |
False |
False |
1,134 |
| 60 |
1.1111 |
1.0500 |
0.0611 |
5.7% |
0.0081 |
0.8% |
29% |
False |
False |
1,010 |
| 80 |
1.1111 |
0.9920 |
0.1191 |
11.2% |
0.0082 |
0.8% |
64% |
False |
False |
798 |
| 100 |
1.1111 |
0.9826 |
0.1285 |
12.0% |
0.0080 |
0.7% |
66% |
False |
False |
696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1060 |
|
2.618 |
1.0918 |
|
1.618 |
1.0830 |
|
1.000 |
1.0776 |
|
0.618 |
1.0743 |
|
HIGH |
1.0689 |
|
0.618 |
1.0655 |
|
0.500 |
1.0645 |
|
0.382 |
1.0634 |
|
LOW |
1.0601 |
|
0.618 |
1.0547 |
|
1.000 |
1.0514 |
|
1.618 |
1.0459 |
|
2.618 |
1.0372 |
|
4.250 |
1.0229 |
|
|
| Fisher Pivots for day following 27-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0667 |
1.0668 |
| PP |
1.0656 |
1.0658 |
| S1 |
1.0645 |
1.0649 |
|