CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 03-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2023 |
03-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1018 |
1.0935 |
-0.0084 |
-0.8% |
1.0898 |
| High |
1.1059 |
1.0965 |
-0.0095 |
-0.9% |
1.1059 |
| Low |
1.0911 |
1.0817 |
-0.0095 |
-0.9% |
1.0817 |
| Close |
1.0934 |
1.0829 |
-0.0105 |
-1.0% |
1.0829 |
| Range |
0.0148 |
0.0148 |
0.0000 |
0.0% |
0.0243 |
| ATR |
0.0095 |
0.0099 |
0.0004 |
3.9% |
0.0000 |
| Volume |
316,852 |
293,001 |
-23,851 |
-7.5% |
1,211,362 |
|
| Daily Pivots for day following 03-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1314 |
1.1219 |
1.0910 |
|
| R3 |
1.1166 |
1.1071 |
1.0869 |
|
| R2 |
1.1018 |
1.1018 |
1.0856 |
|
| R1 |
1.0923 |
1.0923 |
1.0842 |
1.0897 |
| PP |
1.0870 |
1.0870 |
1.0870 |
1.0857 |
| S1 |
1.0775 |
1.0775 |
1.0815 |
1.0749 |
| S2 |
1.0722 |
1.0722 |
1.0801 |
|
| S3 |
1.0574 |
1.0627 |
1.0788 |
|
| S4 |
1.0426 |
1.0479 |
1.0747 |
|
|
| Weekly Pivots for week ending 03-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1629 |
1.1471 |
1.0962 |
|
| R3 |
1.1386 |
1.1229 |
1.0895 |
|
| R2 |
1.1144 |
1.1144 |
1.0873 |
|
| R1 |
1.0986 |
1.0986 |
1.0851 |
1.0944 |
| PP |
1.0901 |
1.0901 |
1.0901 |
1.0880 |
| S1 |
1.0744 |
1.0744 |
1.0806 |
1.0701 |
| S2 |
1.0659 |
1.0659 |
1.0784 |
|
| S3 |
1.0416 |
1.0501 |
1.0762 |
|
| S4 |
1.0174 |
1.0259 |
1.0695 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1059 |
1.0817 |
0.0243 |
2.2% |
0.0121 |
1.1% |
5% |
False |
True |
242,272 |
| 10 |
1.1059 |
1.0817 |
0.0243 |
2.2% |
0.0096 |
0.9% |
5% |
False |
True |
203,653 |
| 20 |
1.1059 |
1.0529 |
0.0530 |
4.9% |
0.0096 |
0.9% |
57% |
False |
False |
204,503 |
| 40 |
1.1059 |
1.0521 |
0.0538 |
5.0% |
0.0093 |
0.9% |
57% |
False |
False |
187,728 |
| 60 |
1.1059 |
1.0033 |
0.1026 |
9.5% |
0.0102 |
0.9% |
78% |
False |
False |
127,013 |
| 80 |
1.1059 |
0.9762 |
0.1297 |
12.0% |
0.0105 |
1.0% |
82% |
False |
False |
95,453 |
| 100 |
1.1059 |
0.9658 |
0.1402 |
12.9% |
0.0107 |
1.0% |
84% |
False |
False |
76,555 |
| 120 |
1.1059 |
0.9658 |
0.1402 |
12.9% |
0.0104 |
1.0% |
84% |
False |
False |
63,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1594 |
|
2.618 |
1.1352 |
|
1.618 |
1.1204 |
|
1.000 |
1.1113 |
|
0.618 |
1.1056 |
|
HIGH |
1.0965 |
|
0.618 |
1.0908 |
|
0.500 |
1.0891 |
|
0.382 |
1.0873 |
|
LOW |
1.0817 |
|
0.618 |
1.0725 |
|
1.000 |
1.0669 |
|
1.618 |
1.0577 |
|
2.618 |
1.0429 |
|
4.250 |
1.0188 |
|
|
| Fisher Pivots for day following 03-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0891 |
1.0938 |
| PP |
1.0870 |
1.0901 |
| S1 |
1.0849 |
1.0865 |
|