CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 16-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2023 |
16-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0752 |
1.0703 |
-0.0049 |
-0.5% |
1.0822 |
| High |
1.0762 |
1.0737 |
-0.0026 |
-0.2% |
1.0822 |
| Low |
1.0678 |
1.0668 |
-0.0010 |
-0.1% |
1.0685 |
| Close |
1.0698 |
1.0705 |
0.0007 |
0.1% |
1.0692 |
| Range |
0.0085 |
0.0069 |
-0.0016 |
-18.3% |
0.0137 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
189,147 |
188,628 |
-519 |
-0.3% |
928,346 |
|
| Daily Pivots for day following 16-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0910 |
1.0876 |
1.0742 |
|
| R3 |
1.0841 |
1.0807 |
1.0723 |
|
| R2 |
1.0772 |
1.0772 |
1.0717 |
|
| R1 |
1.0738 |
1.0738 |
1.0711 |
1.0755 |
| PP |
1.0703 |
1.0703 |
1.0703 |
1.0711 |
| S1 |
1.0669 |
1.0669 |
1.0698 |
1.0686 |
| S2 |
1.0634 |
1.0634 |
1.0692 |
|
| S3 |
1.0565 |
1.0600 |
1.0686 |
|
| S4 |
1.0496 |
1.0531 |
1.0667 |
|
|
| 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 |
1.0825 |
1.0668 |
0.0157 |
1.5% |
0.0083 |
0.8% |
24% |
False |
True |
195,750 |
| 10 |
1.0965 |
1.0668 |
0.0297 |
2.8% |
0.0088 |
0.8% |
12% |
False |
True |
201,678 |
| 20 |
1.1059 |
1.0668 |
0.0392 |
3.7% |
0.0088 |
0.8% |
9% |
False |
True |
195,175 |
| 40 |
1.1059 |
1.0529 |
0.0530 |
5.0% |
0.0090 |
0.8% |
33% |
False |
False |
191,734 |
| 60 |
1.1059 |
1.0317 |
0.0743 |
6.9% |
0.0094 |
0.9% |
52% |
False |
False |
155,537 |
| 80 |
1.1059 |
0.9835 |
0.1224 |
11.4% |
0.0102 |
1.0% |
71% |
False |
False |
116,909 |
| 100 |
1.1059 |
0.9658 |
0.1402 |
13.1% |
0.0105 |
1.0% |
75% |
False |
False |
93,684 |
| 120 |
1.1059 |
0.9658 |
0.1402 |
13.1% |
0.0105 |
1.0% |
75% |
False |
False |
78,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1030 |
|
2.618 |
1.0917 |
|
1.618 |
1.0848 |
|
1.000 |
1.0806 |
|
0.618 |
1.0779 |
|
HIGH |
1.0737 |
|
0.618 |
1.0710 |
|
0.500 |
1.0702 |
|
0.382 |
1.0694 |
|
LOW |
1.0668 |
|
0.618 |
1.0625 |
|
1.000 |
1.0599 |
|
1.618 |
1.0556 |
|
2.618 |
1.0487 |
|
4.250 |
1.0374 |
|
|
| Fisher Pivots for day following 16-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0704 |
1.0746 |
| PP |
1.0703 |
1.0732 |
| S1 |
1.0702 |
1.0718 |
|