CME Euro FX (E) Future September 2023
Trading Metrics calculated at close of trading on 07-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2023 |
07-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
1.0917 |
1.0868 |
-0.0049 |
-0.4% |
1.1024 |
High |
1.0917 |
1.0902 |
-0.0015 |
-0.1% |
1.1135 |
Low |
1.0855 |
1.0808 |
-0.0047 |
-0.4% |
1.0929 |
Close |
1.0859 |
1.0853 |
-0.0007 |
-0.1% |
1.0939 |
Range |
0.0062 |
0.0094 |
0.0032 |
51.6% |
0.0206 |
ATR |
0.0069 |
0.0071 |
0.0002 |
2.6% |
0.0000 |
Volume |
30 |
170 |
140 |
466.7% |
172 |
|
Daily Pivots for day following 07-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1136 |
1.1088 |
1.0904 |
|
R3 |
1.1042 |
1.0994 |
1.0878 |
|
R2 |
1.0948 |
1.0948 |
1.0870 |
|
R1 |
1.0900 |
1.0900 |
1.0861 |
1.0877 |
PP |
1.0854 |
1.0854 |
1.0854 |
1.0843 |
S1 |
1.0806 |
1.0806 |
1.0844 |
1.0783 |
S2 |
1.0760 |
1.0760 |
1.0835 |
|
S3 |
1.0666 |
1.0712 |
1.0827 |
|
S4 |
1.0572 |
1.0618 |
1.0801 |
|
|
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 |
1.0808 |
0.0327 |
3.0% |
0.0079 |
0.7% |
14% |
False |
True |
71 |
10 |
1.1135 |
1.0808 |
0.0327 |
3.0% |
0.0062 |
0.6% |
14% |
False |
True |
52 |
20 |
1.1135 |
1.0808 |
0.0327 |
3.0% |
0.0050 |
0.5% |
14% |
False |
True |
102 |
40 |
1.1135 |
1.0645 |
0.0490 |
4.5% |
0.0047 |
0.4% |
42% |
False |
False |
83 |
60 |
1.1135 |
1.0251 |
0.0884 |
8.1% |
0.0051 |
0.5% |
68% |
False |
False |
83 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1302 |
2.618 |
1.1148 |
1.618 |
1.1054 |
1.000 |
1.0996 |
0.618 |
1.0960 |
HIGH |
1.0902 |
0.618 |
1.0866 |
0.500 |
1.0855 |
0.382 |
1.0844 |
LOW |
1.0808 |
0.618 |
1.0750 |
1.000 |
1.0714 |
1.618 |
1.0656 |
2.618 |
1.0562 |
4.250 |
1.0409 |
|
|
Fisher Pivots for day following 07-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
1.0855 |
1.0939 |
PP |
1.0854 |
1.0910 |
S1 |
1.0853 |
1.0881 |
|