CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 15-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2023 |
15-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0864 |
1.0840 |
-0.0024 |
-0.2% |
1.0917 |
| High |
1.0887 |
1.0840 |
-0.0047 |
-0.4% |
1.0918 |
| Low |
1.0861 |
1.0797 |
-0.0064 |
-0.6% |
1.0796 |
| Close |
1.0868 |
1.0808 |
-0.0061 |
-0.6% |
1.0801 |
| Range |
0.0026 |
0.0043 |
0.0017 |
65.4% |
0.0123 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.6% |
0.0000 |
| Volume |
13 |
19 |
6 |
46.2% |
300 |
|
| Daily Pivots for day following 15-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0944 |
1.0919 |
1.0831 |
|
| R3 |
1.0901 |
1.0876 |
1.0819 |
|
| R2 |
1.0858 |
1.0858 |
1.0815 |
|
| R1 |
1.0833 |
1.0833 |
1.0811 |
1.0824 |
| PP |
1.0815 |
1.0815 |
1.0815 |
1.0810 |
| S1 |
1.0790 |
1.0790 |
1.0804 |
1.0781 |
| S2 |
1.0772 |
1.0772 |
1.0800 |
|
| S3 |
1.0729 |
1.0747 |
1.0796 |
|
| S4 |
1.0686 |
1.0704 |
1.0784 |
|
|
| 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% |
0.0049 |
0.5% |
10% |
False |
False |
23 |
| 10 |
1.1069 |
1.0796 |
0.0274 |
2.5% |
0.0058 |
0.5% |
4% |
False |
False |
38 |
| 20 |
1.1135 |
1.0796 |
0.0339 |
3.1% |
0.0051 |
0.5% |
4% |
False |
False |
35 |
| 40 |
1.1135 |
1.0645 |
0.0490 |
4.5% |
0.0043 |
0.4% |
33% |
False |
False |
81 |
| 60 |
1.1135 |
1.0451 |
0.0684 |
6.3% |
0.0048 |
0.4% |
52% |
False |
False |
81 |
| 80 |
1.1135 |
0.9946 |
0.1189 |
11.0% |
0.0050 |
0.5% |
72% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1023 |
|
2.618 |
1.0953 |
|
1.618 |
1.0910 |
|
1.000 |
1.0883 |
|
0.618 |
1.0867 |
|
HIGH |
1.0840 |
|
0.618 |
1.0824 |
|
0.500 |
1.0819 |
|
0.382 |
1.0813 |
|
LOW |
1.0797 |
|
0.618 |
1.0770 |
|
1.000 |
1.0754 |
|
1.618 |
1.0727 |
|
2.618 |
1.0684 |
|
4.250 |
1.0614 |
|
|
| Fisher Pivots for day following 15-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0819 |
1.0842 |
| PP |
1.0815 |
1.0830 |
| S1 |
1.0811 |
1.0819 |
|