CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 27-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2023 |
27-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0683 |
1.0714 |
0.0032 |
0.3% |
1.0770 |
| High |
1.0732 |
1.0733 |
0.0001 |
0.0% |
1.0800 |
| Low |
1.0659 |
1.0714 |
0.0055 |
0.5% |
1.0659 |
| Close |
1.0671 |
1.0729 |
0.0058 |
0.5% |
1.0671 |
| Range |
0.0073 |
0.0019 |
-0.0055 |
-74.7% |
0.0141 |
| ATR |
0.0064 |
0.0063 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
74 |
234 |
160 |
216.2% |
166 |
|
| Daily Pivots for day following 27-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0781 |
1.0773 |
1.0739 |
|
| R3 |
1.0762 |
1.0755 |
1.0734 |
|
| R2 |
1.0744 |
1.0744 |
1.0732 |
|
| R1 |
1.0736 |
1.0736 |
1.0730 |
1.0740 |
| PP |
1.0725 |
1.0725 |
1.0725 |
1.0727 |
| S1 |
1.0718 |
1.0718 |
1.0727 |
1.0721 |
| S2 |
1.0707 |
1.0707 |
1.0725 |
|
| S3 |
1.0688 |
1.0699 |
1.0723 |
|
| S4 |
1.0670 |
1.0681 |
1.0718 |
|
|
| 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 |
1.0800 |
1.0659 |
0.0141 |
1.3% |
0.0045 |
0.4% |
49% |
False |
False |
80 |
| 10 |
1.0887 |
1.0659 |
0.0228 |
2.1% |
0.0045 |
0.4% |
31% |
False |
False |
53 |
| 20 |
1.1135 |
1.0659 |
0.0476 |
4.4% |
0.0055 |
0.5% |
15% |
False |
False |
50 |
| 40 |
1.1135 |
1.0645 |
0.0490 |
4.6% |
0.0050 |
0.5% |
17% |
False |
False |
69 |
| 60 |
1.1135 |
1.0608 |
0.0527 |
4.9% |
0.0047 |
0.4% |
23% |
False |
False |
85 |
| 80 |
1.1135 |
0.9982 |
0.1153 |
10.7% |
0.0049 |
0.5% |
65% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0811 |
|
2.618 |
1.0781 |
|
1.618 |
1.0762 |
|
1.000 |
1.0751 |
|
0.618 |
1.0744 |
|
HIGH |
1.0733 |
|
0.618 |
1.0725 |
|
0.500 |
1.0723 |
|
0.382 |
1.0721 |
|
LOW |
1.0714 |
|
0.618 |
1.0703 |
|
1.000 |
1.0696 |
|
1.618 |
1.0684 |
|
2.618 |
1.0666 |
|
4.250 |
1.0635 |
|
|
| Fisher Pivots for day following 27-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0727 |
1.0720 |
| PP |
1.0725 |
1.0711 |
| S1 |
1.0723 |
1.0702 |
|