CME Euro FX (E) Future September 2023
Trading Metrics calculated at close of trading on 02-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2023 |
02-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
1.1042 |
1.1037 |
-0.0006 |
0.0% |
1.1020 |
High |
1.1135 |
1.1041 |
-0.0094 |
-0.8% |
1.1061 |
Low |
1.1042 |
1.1037 |
-0.0006 |
0.0% |
1.0978 |
Close |
1.1112 |
1.1041 |
-0.0072 |
-0.6% |
1.1009 |
Range |
0.0093 |
0.0004 |
-0.0089 |
-95.7% |
0.0083 |
ATR |
0.0061 |
0.0062 |
0.0001 |
1.6% |
0.0000 |
Volume |
122 |
29 |
-93 |
-76.2% |
176 |
|
Daily Pivots for day following 02-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1051 |
1.1050 |
1.1043 |
|
R3 |
1.1047 |
1.1046 |
1.1042 |
|
R2 |
1.1043 |
1.1043 |
1.1041 |
|
R1 |
1.1042 |
1.1042 |
1.1041 |
1.1043 |
PP |
1.1039 |
1.1039 |
1.1039 |
1.1040 |
S1 |
1.1038 |
1.1038 |
1.1040 |
1.1039 |
S2 |
1.1035 |
1.1035 |
1.1040 |
|
S3 |
1.1031 |
1.1034 |
1.1039 |
|
S4 |
1.1027 |
1.1030 |
1.1038 |
|
|
Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1263 |
1.1219 |
1.1054 |
|
R3 |
1.1181 |
1.1136 |
1.1032 |
|
R2 |
1.1098 |
1.1098 |
1.1024 |
|
R1 |
1.1054 |
1.1054 |
1.1017 |
1.1035 |
PP |
1.1016 |
1.1016 |
1.1016 |
1.1006 |
S1 |
1.0971 |
1.0971 |
1.1001 |
1.0952 |
S2 |
1.0933 |
1.0933 |
1.0994 |
|
S3 |
1.0851 |
1.0889 |
1.0986 |
|
S4 |
1.0768 |
1.0806 |
1.0964 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1135 |
1.0978 |
0.0157 |
1.4% |
0.0046 |
0.4% |
40% |
False |
False |
34 |
10 |
1.1135 |
1.0952 |
0.0183 |
1.7% |
0.0040 |
0.4% |
49% |
False |
False |
34 |
20 |
1.1135 |
1.0645 |
0.0490 |
4.4% |
0.0045 |
0.4% |
81% |
False |
False |
93 |
40 |
1.1135 |
1.0645 |
0.0490 |
4.4% |
0.0040 |
0.4% |
81% |
False |
False |
93 |
60 |
1.1135 |
1.0204 |
0.0931 |
8.4% |
0.0047 |
0.4% |
90% |
False |
False |
84 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1058 |
2.618 |
1.1051 |
1.618 |
1.1047 |
1.000 |
1.1045 |
0.618 |
1.1043 |
HIGH |
1.1041 |
0.618 |
1.1039 |
0.500 |
1.1039 |
0.382 |
1.1038 |
LOW |
1.1037 |
0.618 |
1.1034 |
1.000 |
1.1033 |
1.618 |
1.1030 |
2.618 |
1.1026 |
4.250 |
1.1020 |
|
|
Fisher Pivots for day following 02-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1040 |
1.1064 |
PP |
1.1039 |
1.1056 |
S1 |
1.1039 |
1.1048 |
|