CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 06-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2023 |
06-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1020 |
1.0917 |
-0.0104 |
-0.9% |
1.1024 |
| High |
1.1069 |
1.0917 |
-0.0153 |
-1.4% |
1.1135 |
| Low |
1.0929 |
1.0855 |
-0.0074 |
-0.7% |
1.0929 |
| Close |
1.0939 |
1.0859 |
-0.0080 |
-0.7% |
1.0939 |
| Range |
0.0141 |
0.0062 |
-0.0079 |
-55.9% |
0.0206 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
1.7% |
0.0000 |
| Volume |
6 |
30 |
24 |
400.0% |
172 |
|
| Daily Pivots for day following 06-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1063 |
1.1023 |
1.0893 |
|
| R3 |
1.1001 |
1.0961 |
1.0876 |
|
| R2 |
1.0939 |
1.0939 |
1.0870 |
|
| R1 |
1.0899 |
1.0899 |
1.0865 |
1.0888 |
| PP |
1.0877 |
1.0877 |
1.0877 |
1.0871 |
| S1 |
1.0837 |
1.0837 |
1.0853 |
1.0826 |
| S2 |
1.0815 |
1.0815 |
1.0848 |
|
| S3 |
1.0753 |
1.0775 |
1.0842 |
|
| S4 |
1.0691 |
1.0713 |
1.0825 |
|
|
| Weekly Pivots for week ending 03-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1619 |
1.1485 |
1.1052 |
|
| R3 |
1.1413 |
1.1279 |
1.0996 |
|
| R2 |
1.1207 |
1.1207 |
1.0977 |
|
| R1 |
1.1073 |
1.1073 |
1.0958 |
1.1037 |
| PP |
1.1001 |
1.1001 |
1.1001 |
1.0983 |
| S1 |
1.0867 |
1.0867 |
1.0920 |
1.0831 |
| S2 |
1.0795 |
1.0795 |
1.0901 |
|
| S3 |
1.0589 |
1.0661 |
1.0882 |
|
| S4 |
1.0383 |
1.0455 |
1.0826 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1135 |
1.0855 |
0.0280 |
2.6% |
0.0061 |
0.6% |
2% |
False |
True |
38 |
| 10 |
1.1135 |
1.0855 |
0.0280 |
2.6% |
0.0053 |
0.5% |
2% |
False |
True |
37 |
| 20 |
1.1135 |
1.0855 |
0.0280 |
2.6% |
0.0047 |
0.4% |
2% |
False |
True |
94 |
| 40 |
1.1135 |
1.0645 |
0.0490 |
4.5% |
0.0044 |
0.4% |
44% |
False |
False |
79 |
| 60 |
1.1135 |
1.0231 |
0.0904 |
8.3% |
0.0050 |
0.5% |
70% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1180 |
|
2.618 |
1.1079 |
|
1.618 |
1.1017 |
|
1.000 |
1.0979 |
|
0.618 |
1.0955 |
|
HIGH |
1.0917 |
|
0.618 |
1.0893 |
|
0.500 |
1.0886 |
|
0.382 |
1.0878 |
|
LOW |
1.0855 |
|
0.618 |
1.0816 |
|
1.000 |
1.0793 |
|
1.618 |
1.0754 |
|
2.618 |
1.0692 |
|
4.250 |
1.0591 |
|
|
| Fisher Pivots for day following 06-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0886 |
1.0962 |
| PP |
1.0877 |
1.0928 |
| S1 |
1.0868 |
1.0893 |
|