CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 24-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2023 |
24-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0735 |
1.0683 |
-0.0053 |
-0.5% |
1.0770 |
| High |
1.0745 |
1.0732 |
-0.0013 |
-0.1% |
1.0800 |
| Low |
1.0700 |
1.0659 |
-0.0041 |
-0.4% |
1.0659 |
| Close |
1.0716 |
1.0671 |
-0.0045 |
-0.4% |
1.0671 |
| Range |
0.0045 |
0.0073 |
0.0028 |
62.2% |
0.0141 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.2% |
0.0000 |
| Volume |
13 |
74 |
61 |
469.2% |
166 |
|
| Daily Pivots for day following 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0906 |
1.0862 |
1.0711 |
|
| R3 |
1.0833 |
1.0789 |
1.0691 |
|
| R2 |
1.0760 |
1.0760 |
1.0684 |
|
| R1 |
1.0716 |
1.0716 |
1.0678 |
1.0702 |
| PP |
1.0687 |
1.0687 |
1.0687 |
1.0680 |
| S1 |
1.0643 |
1.0643 |
1.0664 |
1.0629 |
| S2 |
1.0614 |
1.0614 |
1.0658 |
|
| S3 |
1.0541 |
1.0570 |
1.0651 |
|
| S4 |
1.0468 |
1.0497 |
1.0631 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1133 |
1.1043 |
1.0749 |
|
| R3 |
1.0992 |
1.0902 |
1.0710 |
|
| R2 |
1.0851 |
1.0851 |
1.0697 |
|
| R1 |
1.0761 |
1.0761 |
1.0684 |
1.0736 |
| PP |
1.0710 |
1.0710 |
1.0710 |
1.0697 |
| S1 |
1.0620 |
1.0620 |
1.0658 |
1.0595 |
| S2 |
1.0569 |
1.0569 |
1.0645 |
|
| S3 |
1.0428 |
1.0479 |
1.0632 |
|
| S4 |
1.0287 |
1.0338 |
1.0593 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0821 |
1.0659 |
0.0162 |
1.5% |
0.0057 |
0.5% |
7% |
False |
True |
36 |
| 10 |
1.0887 |
1.0659 |
0.0228 |
2.1% |
0.0051 |
0.5% |
5% |
False |
True |
32 |
| 20 |
1.1135 |
1.0659 |
0.0476 |
4.5% |
0.0057 |
0.5% |
3% |
False |
True |
38 |
| 40 |
1.1135 |
1.0645 |
0.0490 |
4.6% |
0.0050 |
0.5% |
5% |
False |
False |
63 |
| 60 |
1.1135 |
1.0540 |
0.0595 |
5.6% |
0.0047 |
0.4% |
22% |
False |
False |
81 |
| 80 |
1.1135 |
0.9982 |
0.1153 |
10.8% |
0.0050 |
0.5% |
60% |
False |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1042 |
|
2.618 |
1.0923 |
|
1.618 |
1.0850 |
|
1.000 |
1.0805 |
|
0.618 |
1.0777 |
|
HIGH |
1.0732 |
|
0.618 |
1.0704 |
|
0.500 |
1.0696 |
|
0.382 |
1.0687 |
|
LOW |
1.0659 |
|
0.618 |
1.0614 |
|
1.000 |
1.0586 |
|
1.618 |
1.0541 |
|
2.618 |
1.0468 |
|
4.250 |
1.0349 |
|
|
| Fisher Pivots for day following 24-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0696 |
1.0718 |
| PP |
1.0687 |
1.0702 |
| S1 |
1.0679 |
1.0687 |
|