CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 21-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2023 |
21-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0782 |
1.0770 |
-0.0012 |
-0.1% |
1.0819 |
| High |
1.0821 |
1.0800 |
-0.0021 |
-0.2% |
1.0887 |
| Low |
1.0738 |
1.0769 |
0.0031 |
0.3% |
1.0738 |
| Close |
1.0822 |
1.0772 |
-0.0050 |
-0.5% |
1.0822 |
| Range |
0.0083 |
0.0032 |
-0.0052 |
-62.0% |
0.0149 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
14 |
66 |
52 |
371.4% |
135 |
|
| Daily Pivots for day following 21-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0875 |
1.0855 |
1.0789 |
|
| R3 |
1.0843 |
1.0823 |
1.0781 |
|
| R2 |
1.0812 |
1.0812 |
1.0778 |
|
| R1 |
1.0792 |
1.0792 |
1.0775 |
1.0802 |
| PP |
1.0780 |
1.0780 |
1.0780 |
1.0785 |
| S1 |
1.0760 |
1.0760 |
1.0769 |
1.0770 |
| S2 |
1.0749 |
1.0749 |
1.0766 |
|
| S3 |
1.0717 |
1.0729 |
1.0763 |
|
| S4 |
1.0686 |
1.0697 |
1.0755 |
|
|
| Weekly Pivots for week ending 17-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1262 |
1.1191 |
1.0903 |
|
| R3 |
1.1113 |
1.1042 |
1.0862 |
|
| R2 |
1.0964 |
1.0964 |
1.0849 |
|
| R1 |
1.0893 |
1.0893 |
1.0835 |
1.0929 |
| PP |
1.0815 |
1.0815 |
1.0815 |
1.0833 |
| S1 |
1.0744 |
1.0744 |
1.0808 |
1.0780 |
| S2 |
1.0666 |
1.0666 |
1.0794 |
|
| S3 |
1.0517 |
1.0595 |
1.0781 |
|
| S4 |
1.0368 |
1.0446 |
1.0740 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0887 |
1.0738 |
0.0149 |
1.4% |
0.0046 |
0.4% |
23% |
False |
False |
36 |
| 10 |
1.0918 |
1.0738 |
0.0181 |
1.7% |
0.0053 |
0.5% |
19% |
False |
False |
47 |
| 20 |
1.1135 |
1.0738 |
0.0397 |
3.7% |
0.0053 |
0.5% |
9% |
False |
False |
42 |
| 40 |
1.1135 |
1.0645 |
0.0490 |
4.5% |
0.0046 |
0.4% |
26% |
False |
False |
85 |
| 60 |
1.1135 |
1.0540 |
0.0595 |
5.5% |
0.0048 |
0.4% |
39% |
False |
False |
82 |
| 80 |
1.1135 |
0.9982 |
0.1153 |
10.7% |
0.0049 |
0.5% |
69% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0934 |
|
2.618 |
1.0882 |
|
1.618 |
1.0851 |
|
1.000 |
1.0832 |
|
0.618 |
1.0819 |
|
HIGH |
1.0800 |
|
0.618 |
1.0788 |
|
0.500 |
1.0784 |
|
0.382 |
1.0781 |
|
LOW |
1.0769 |
|
0.618 |
1.0749 |
|
1.000 |
1.0737 |
|
1.618 |
1.0718 |
|
2.618 |
1.0686 |
|
4.250 |
1.0635 |
|
|
| Fisher Pivots for day following 21-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0784 |
1.0782 |
| PP |
1.0780 |
1.0779 |
| S1 |
1.0776 |
1.0775 |
|