CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 22-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2023 |
22-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0770 |
1.0776 |
0.0006 |
0.1% |
1.0819 |
| High |
1.0800 |
1.0777 |
-0.0023 |
-0.2% |
1.0887 |
| Low |
1.0769 |
1.0723 |
-0.0046 |
-0.4% |
1.0738 |
| Close |
1.0772 |
1.0723 |
-0.0050 |
-0.5% |
1.0822 |
| Range |
0.0032 |
0.0055 |
0.0023 |
73.0% |
0.0149 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
66 |
13 |
-53 |
-80.3% |
135 |
|
| Daily Pivots for day following 22-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0904 |
1.0868 |
1.0752 |
|
| R3 |
1.0850 |
1.0813 |
1.0737 |
|
| R2 |
1.0795 |
1.0795 |
1.0732 |
|
| R1 |
1.0759 |
1.0759 |
1.0727 |
1.0750 |
| PP |
1.0741 |
1.0741 |
1.0741 |
1.0736 |
| S1 |
1.0704 |
1.0704 |
1.0718 |
1.0695 |
| S2 |
1.0686 |
1.0686 |
1.0713 |
|
| S3 |
1.0632 |
1.0650 |
1.0708 |
|
| S4 |
1.0577 |
1.0595 |
1.0693 |
|
|
| 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 |
1.0840 |
1.0723 |
0.0118 |
1.1% |
0.0052 |
0.5% |
0% |
False |
True |
36 |
| 10 |
1.0918 |
1.0723 |
0.0196 |
1.8% |
0.0050 |
0.5% |
0% |
False |
True |
31 |
| 20 |
1.1135 |
1.0723 |
0.0412 |
3.8% |
0.0056 |
0.5% |
0% |
False |
True |
42 |
| 40 |
1.1135 |
1.0645 |
0.0490 |
4.6% |
0.0048 |
0.4% |
16% |
False |
False |
61 |
| 60 |
1.1135 |
1.0540 |
0.0595 |
5.5% |
0.0048 |
0.4% |
31% |
False |
False |
81 |
| 80 |
1.1135 |
0.9982 |
0.1153 |
10.8% |
0.0049 |
0.5% |
64% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1009 |
|
2.618 |
1.0920 |
|
1.618 |
1.0865 |
|
1.000 |
1.0832 |
|
0.618 |
1.0811 |
|
HIGH |
1.0777 |
|
0.618 |
1.0756 |
|
0.500 |
1.0750 |
|
0.382 |
1.0743 |
|
LOW |
1.0723 |
|
0.618 |
1.0689 |
|
1.000 |
1.0668 |
|
1.618 |
1.0634 |
|
2.618 |
1.0580 |
|
4.250 |
1.0491 |
|
|
| Fisher Pivots for day following 22-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0750 |
1.0772 |
| PP |
1.0741 |
1.0755 |
| S1 |
1.0732 |
1.0739 |
|