CME Euro FX (E) Future September 2023
Trading Metrics calculated at close of trading on 09-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2023 |
09-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
1.0880 |
1.0851 |
-0.0029 |
-0.3% |
1.1024 |
High |
1.0880 |
1.0918 |
0.0038 |
0.3% |
1.1135 |
Low |
1.0846 |
1.0851 |
0.0005 |
0.0% |
1.0929 |
Close |
1.0857 |
1.0869 |
0.0012 |
0.1% |
1.0939 |
Range |
0.0034 |
0.0067 |
0.0033 |
97.1% |
0.0206 |
ATR |
0.0068 |
0.0068 |
0.0000 |
-0.1% |
0.0000 |
Volume |
31 |
44 |
13 |
41.9% |
172 |
|
Daily Pivots for day following 09-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1080 |
1.1041 |
1.0905 |
|
R3 |
1.1013 |
1.0974 |
1.0887 |
|
R2 |
1.0946 |
1.0946 |
1.0881 |
|
R1 |
1.0907 |
1.0907 |
1.0875 |
1.0927 |
PP |
1.0879 |
1.0879 |
1.0879 |
1.0889 |
S1 |
1.0840 |
1.0840 |
1.0862 |
1.0860 |
S2 |
1.0812 |
1.0812 |
1.0856 |
|
S3 |
1.0745 |
1.0773 |
1.0850 |
|
S4 |
1.0678 |
1.0706 |
1.0832 |
|
|
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 |
1.1069 |
1.0808 |
0.0261 |
2.4% |
0.0080 |
0.7% |
23% |
False |
False |
56 |
10 |
1.1135 |
1.0808 |
0.0327 |
3.0% |
0.0063 |
0.6% |
19% |
False |
False |
45 |
20 |
1.1135 |
1.0808 |
0.0327 |
3.0% |
0.0054 |
0.5% |
19% |
False |
False |
103 |
40 |
1.1135 |
1.0645 |
0.0490 |
4.5% |
0.0047 |
0.4% |
46% |
False |
False |
84 |
60 |
1.1135 |
1.0451 |
0.0684 |
6.3% |
0.0047 |
0.4% |
61% |
False |
False |
83 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1203 |
2.618 |
1.1093 |
1.618 |
1.1026 |
1.000 |
1.0985 |
0.618 |
1.0959 |
HIGH |
1.0918 |
0.618 |
1.0892 |
0.500 |
1.0885 |
0.382 |
1.0877 |
LOW |
1.0851 |
0.618 |
1.0810 |
1.000 |
1.0784 |
1.618 |
1.0743 |
2.618 |
1.0676 |
4.250 |
1.0566 |
|
|
Fisher Pivots for day following 09-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
1.0885 |
1.0867 |
PP |
1.0879 |
1.0865 |
S1 |
1.0874 |
1.0863 |
|