CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 09-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2023 |
09-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0750 |
1.0734 |
-0.0017 |
-0.2% |
1.0898 |
| High |
1.0783 |
1.0811 |
0.0029 |
0.3% |
1.1059 |
| Low |
1.0731 |
1.0729 |
-0.0003 |
0.0% |
1.0817 |
| Close |
1.0746 |
1.0758 |
0.0012 |
0.1% |
1.0829 |
| Range |
0.0052 |
0.0083 |
0.0031 |
60.2% |
0.0243 |
| ATR |
0.0096 |
0.0095 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
151,832 |
174,727 |
22,895 |
15.1% |
1,211,362 |
|
| Daily Pivots for day following 09-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1013 |
1.0968 |
1.0803 |
|
| R3 |
1.0931 |
1.0885 |
1.0780 |
|
| R2 |
1.0848 |
1.0848 |
1.0773 |
|
| R1 |
1.0803 |
1.0803 |
1.0765 |
1.0826 |
| PP |
1.0766 |
1.0766 |
1.0766 |
1.0777 |
| S1 |
1.0720 |
1.0720 |
1.0750 |
1.0743 |
| S2 |
1.0683 |
1.0683 |
1.0742 |
|
| S3 |
1.0601 |
1.0638 |
1.0735 |
|
| S4 |
1.0518 |
1.0555 |
1.0712 |
|
|
| 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 |
1.0965 |
1.0692 |
0.0273 |
2.5% |
0.0094 |
0.9% |
24% |
False |
False |
207,606 |
| 10 |
1.1059 |
1.0692 |
0.0368 |
3.4% |
0.0099 |
0.9% |
18% |
False |
False |
212,163 |
| 20 |
1.1059 |
1.0692 |
0.0368 |
3.4% |
0.0093 |
0.9% |
18% |
False |
False |
205,004 |
| 40 |
1.1059 |
1.0529 |
0.0530 |
4.9% |
0.0093 |
0.9% |
43% |
False |
False |
200,163 |
| 60 |
1.1059 |
1.0317 |
0.0743 |
6.9% |
0.0096 |
0.9% |
59% |
False |
False |
139,346 |
| 80 |
1.1059 |
0.9822 |
0.1238 |
11.5% |
0.0104 |
1.0% |
76% |
False |
False |
104,743 |
| 100 |
1.1059 |
0.9658 |
0.1402 |
13.0% |
0.0107 |
1.0% |
78% |
False |
False |
83,965 |
| 120 |
1.1059 |
0.9658 |
0.1402 |
13.0% |
0.0104 |
1.0% |
78% |
False |
False |
70,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1162 |
|
2.618 |
1.1027 |
|
1.618 |
1.0944 |
|
1.000 |
1.0894 |
|
0.618 |
1.0862 |
|
HIGH |
1.0811 |
|
0.618 |
1.0779 |
|
0.500 |
1.0770 |
|
0.382 |
1.0760 |
|
LOW |
1.0729 |
|
0.618 |
1.0678 |
|
1.000 |
1.0646 |
|
1.618 |
1.0595 |
|
2.618 |
1.0513 |
|
4.250 |
1.0378 |
|
|
| Fisher Pivots for day following 09-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0770 |
1.0755 |
| PP |
1.0766 |
1.0753 |
| S1 |
1.0762 |
1.0751 |
|