CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 10-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2023 |
10-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0734 |
1.0760 |
0.0026 |
0.2% |
1.0822 |
| High |
1.0811 |
1.0772 |
-0.0039 |
-0.4% |
1.0822 |
| Low |
1.0729 |
1.0685 |
-0.0044 |
-0.4% |
1.0685 |
| Close |
1.0758 |
1.0692 |
-0.0066 |
-0.6% |
1.0692 |
| Range |
0.0083 |
0.0087 |
0.0005 |
5.5% |
0.0137 |
| ATR |
0.0095 |
0.0094 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
174,727 |
183,315 |
8,588 |
4.9% |
928,346 |
|
| Daily Pivots for day following 10-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0977 |
1.0922 |
1.0740 |
|
| R3 |
1.0890 |
1.0835 |
1.0716 |
|
| R2 |
1.0803 |
1.0803 |
1.0708 |
|
| R1 |
1.0748 |
1.0748 |
1.0700 |
1.0732 |
| PP |
1.0716 |
1.0716 |
1.0716 |
1.0709 |
| S1 |
1.0661 |
1.0661 |
1.0684 |
1.0645 |
| S2 |
1.0629 |
1.0629 |
1.0676 |
|
| S3 |
1.0542 |
1.0574 |
1.0668 |
|
| S4 |
1.0455 |
1.0487 |
1.0644 |
|
|
| Weekly Pivots for week ending 10-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1144 |
1.1055 |
1.0767 |
|
| R3 |
1.1007 |
1.0918 |
1.0730 |
|
| R2 |
1.0870 |
1.0870 |
1.0717 |
|
| R1 |
1.0781 |
1.0781 |
1.0705 |
1.0757 |
| PP |
1.0733 |
1.0733 |
1.0733 |
1.0721 |
| S1 |
1.0644 |
1.0644 |
1.0679 |
1.0620 |
| S2 |
1.0596 |
1.0596 |
1.0667 |
|
| S3 |
1.0459 |
1.0507 |
1.0654 |
|
| S4 |
1.0322 |
1.0370 |
1.0617 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0822 |
1.0685 |
0.0137 |
1.3% |
0.0082 |
0.8% |
5% |
False |
True |
185,669 |
| 10 |
1.1059 |
1.0685 |
0.0374 |
3.5% |
0.0101 |
0.9% |
2% |
False |
True |
213,970 |
| 20 |
1.1059 |
1.0685 |
0.0374 |
3.5% |
0.0090 |
0.8% |
2% |
False |
True |
199,783 |
| 40 |
1.1059 |
1.0529 |
0.0530 |
5.0% |
0.0091 |
0.9% |
31% |
False |
False |
198,540 |
| 60 |
1.1059 |
1.0317 |
0.0743 |
6.9% |
0.0096 |
0.9% |
51% |
False |
False |
142,384 |
| 80 |
1.1059 |
0.9822 |
0.1238 |
11.6% |
0.0103 |
1.0% |
70% |
False |
False |
107,015 |
| 100 |
1.1059 |
0.9658 |
0.1402 |
13.1% |
0.0107 |
1.0% |
74% |
False |
False |
85,798 |
| 120 |
1.1059 |
0.9658 |
0.1402 |
13.1% |
0.0105 |
1.0% |
74% |
False |
False |
71,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1142 |
|
2.618 |
1.1000 |
|
1.618 |
1.0913 |
|
1.000 |
1.0859 |
|
0.618 |
1.0826 |
|
HIGH |
1.0772 |
|
0.618 |
1.0739 |
|
0.500 |
1.0729 |
|
0.382 |
1.0718 |
|
LOW |
1.0685 |
|
0.618 |
1.0631 |
|
1.000 |
1.0598 |
|
1.618 |
1.0544 |
|
2.618 |
1.0457 |
|
4.250 |
1.0315 |
|
|
| Fisher Pivots for day following 10-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0729 |
1.0748 |
| PP |
1.0716 |
1.0729 |
| S1 |
1.0704 |
1.0711 |
|