CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 10-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2023 |
10-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0851 |
1.0831 |
-0.0020 |
-0.2% |
1.0917 |
| High |
1.0918 |
1.0879 |
-0.0040 |
-0.4% |
1.0918 |
| Low |
1.0851 |
1.0796 |
-0.0056 |
-0.5% |
1.0796 |
| Close |
1.0869 |
1.0801 |
-0.0068 |
-0.6% |
1.0801 |
| Range |
0.0067 |
0.0083 |
0.0016 |
23.9% |
0.0123 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
1.5% |
0.0000 |
| Volume |
44 |
25 |
-19 |
-43.2% |
300 |
|
| Daily Pivots for day following 10-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1074 |
1.1021 |
1.0847 |
|
| R3 |
1.0991 |
1.0938 |
1.0824 |
|
| R2 |
1.0908 |
1.0908 |
1.0816 |
|
| R1 |
1.0855 |
1.0855 |
1.0809 |
1.0840 |
| PP |
1.0825 |
1.0825 |
1.0825 |
1.0818 |
| S1 |
1.0772 |
1.0772 |
1.0793 |
1.0757 |
| S2 |
1.0742 |
1.0742 |
1.0786 |
|
| S3 |
1.0659 |
1.0689 |
1.0778 |
|
| S4 |
1.0576 |
1.0606 |
1.0755 |
|
|
| Weekly Pivots for week ending 10-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1206 |
1.1126 |
1.0868 |
|
| R3 |
1.1083 |
1.1003 |
1.0835 |
|
| R2 |
1.0961 |
1.0961 |
1.0823 |
|
| R1 |
1.0881 |
1.0881 |
1.0812 |
1.0860 |
| PP |
1.0838 |
1.0838 |
1.0838 |
1.0828 |
| S1 |
1.0758 |
1.0758 |
1.0790 |
1.0737 |
| S2 |
1.0716 |
1.0716 |
1.0779 |
|
| S3 |
1.0593 |
1.0636 |
1.0767 |
|
| S4 |
1.0471 |
1.0513 |
1.0734 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0918 |
1.0796 |
0.0123 |
1.1% |
0.0068 |
0.6% |
4% |
False |
True |
60 |
| 10 |
1.1135 |
1.0796 |
0.0339 |
3.1% |
0.0065 |
0.6% |
2% |
False |
True |
47 |
| 20 |
1.1135 |
1.0796 |
0.0339 |
3.1% |
0.0054 |
0.5% |
2% |
False |
True |
93 |
| 40 |
1.1135 |
1.0645 |
0.0490 |
4.5% |
0.0047 |
0.4% |
32% |
False |
False |
82 |
| 60 |
1.1135 |
1.0451 |
0.0684 |
6.3% |
0.0048 |
0.4% |
51% |
False |
False |
83 |
| 80 |
1.1135 |
0.9946 |
0.1189 |
11.0% |
0.0050 |
0.5% |
72% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1231 |
|
2.618 |
1.1096 |
|
1.618 |
1.1013 |
|
1.000 |
1.0962 |
|
0.618 |
1.0930 |
|
HIGH |
1.0879 |
|
0.618 |
1.0847 |
|
0.500 |
1.0837 |
|
0.382 |
1.0827 |
|
LOW |
1.0796 |
|
0.618 |
1.0744 |
|
1.000 |
1.0713 |
|
1.618 |
1.0661 |
|
2.618 |
1.0578 |
|
4.250 |
1.0443 |
|
|
| Fisher Pivots for day following 10-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0837 |
1.0857 |
| PP |
1.0825 |
1.0838 |
| S1 |
1.0813 |
1.0820 |
|