CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 28-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2023 |
28-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0714 |
1.0710 |
-0.0005 |
0.0% |
1.0770 |
| High |
1.0733 |
1.0761 |
0.0029 |
0.3% |
1.0800 |
| Low |
1.0714 |
1.0699 |
-0.0016 |
-0.1% |
1.0659 |
| Close |
1.0729 |
1.0702 |
-0.0027 |
-0.3% |
1.0671 |
| Range |
0.0019 |
0.0063 |
0.0044 |
237.8% |
0.0141 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
234 |
320 |
86 |
36.8% |
166 |
|
| Daily Pivots for day following 28-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0908 |
1.0867 |
1.0736 |
|
| R3 |
1.0845 |
1.0805 |
1.0719 |
|
| R2 |
1.0783 |
1.0783 |
1.0713 |
|
| R1 |
1.0742 |
1.0742 |
1.0707 |
1.0731 |
| PP |
1.0720 |
1.0720 |
1.0720 |
1.0715 |
| S1 |
1.0680 |
1.0680 |
1.0696 |
1.0669 |
| S2 |
1.0658 |
1.0658 |
1.0690 |
|
| S3 |
1.0595 |
1.0617 |
1.0684 |
|
| S4 |
1.0533 |
1.0555 |
1.0667 |
|
|
| 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 |
1.0777 |
1.0659 |
0.0118 |
1.1% |
0.0051 |
0.5% |
36% |
False |
False |
130 |
| 10 |
1.0887 |
1.0659 |
0.0228 |
2.1% |
0.0048 |
0.5% |
19% |
False |
False |
83 |
| 20 |
1.1135 |
1.0659 |
0.0476 |
4.4% |
0.0055 |
0.5% |
9% |
False |
False |
65 |
| 40 |
1.1135 |
1.0645 |
0.0490 |
4.6% |
0.0050 |
0.5% |
12% |
False |
False |
77 |
| 60 |
1.1135 |
1.0630 |
0.0505 |
4.7% |
0.0048 |
0.4% |
14% |
False |
False |
90 |
| 80 |
1.1135 |
0.9982 |
0.1153 |
10.8% |
0.0049 |
0.5% |
62% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1027 |
|
2.618 |
1.0925 |
|
1.618 |
1.0862 |
|
1.000 |
1.0824 |
|
0.618 |
1.0800 |
|
HIGH |
1.0761 |
|
0.618 |
1.0737 |
|
0.500 |
1.0730 |
|
0.382 |
1.0722 |
|
LOW |
1.0699 |
|
0.618 |
1.0660 |
|
1.000 |
1.0636 |
|
1.618 |
1.0597 |
|
2.618 |
1.0535 |
|
4.250 |
1.0433 |
|
|
| Fisher Pivots for day following 28-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0730 |
1.0710 |
| PP |
1.0720 |
1.0707 |
| S1 |
1.0711 |
1.0704 |
|