CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 01-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2023 |
01-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0947 |
1.0945 |
-0.0002 |
0.0% |
1.0963 |
| High |
1.0959 |
1.1094 |
0.0135 |
1.2% |
1.1021 |
| Low |
1.0894 |
1.0945 |
0.0051 |
0.5% |
1.0930 |
| Close |
1.0952 |
1.1064 |
0.0112 |
1.0% |
1.0960 |
| Range |
0.0065 |
0.0149 |
0.0084 |
129.2% |
0.0092 |
| ATR |
0.0076 |
0.0081 |
0.0005 |
6.9% |
0.0000 |
| Volume |
448 |
892 |
444 |
99.1% |
2,416 |
|
| Daily Pivots for day following 01-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1481 |
1.1422 |
1.1146 |
|
| R3 |
1.1332 |
1.1273 |
1.1105 |
|
| R2 |
1.1183 |
1.1183 |
1.1091 |
|
| R1 |
1.1124 |
1.1124 |
1.1078 |
1.1154 |
| PP |
1.1034 |
1.1034 |
1.1034 |
1.1049 |
| S1 |
1.0975 |
1.0975 |
1.1050 |
1.1005 |
| S2 |
1.0885 |
1.0885 |
1.1037 |
|
| S3 |
1.0736 |
1.0826 |
1.1023 |
|
| S4 |
1.0587 |
1.0677 |
1.0982 |
|
|
| Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1245 |
1.1194 |
1.1010 |
|
| R3 |
1.1153 |
1.1102 |
1.0985 |
|
| R2 |
1.1062 |
1.1062 |
1.0977 |
|
| R1 |
1.1011 |
1.1011 |
1.0968 |
1.0991 |
| PP |
1.0970 |
1.0970 |
1.0970 |
1.0960 |
| S1 |
1.0919 |
1.0919 |
1.0952 |
1.0899 |
| S2 |
1.0879 |
1.0879 |
1.0943 |
|
| S3 |
1.0787 |
1.0828 |
1.0935 |
|
| S4 |
1.0696 |
1.0736 |
1.0910 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1094 |
1.0894 |
0.0200 |
1.8% |
0.0083 |
0.8% |
85% |
True |
False |
537 |
| 10 |
1.1094 |
1.0885 |
0.0209 |
1.9% |
0.0070 |
0.6% |
86% |
True |
False |
544 |
| 20 |
1.1094 |
1.0594 |
0.0500 |
4.5% |
0.0082 |
0.7% |
94% |
True |
False |
669 |
| 40 |
1.1094 |
1.0594 |
0.0500 |
4.5% |
0.0078 |
0.7% |
94% |
True |
False |
718 |
| 60 |
1.1094 |
0.9920 |
0.1175 |
10.6% |
0.0083 |
0.8% |
97% |
True |
False |
542 |
| 80 |
1.1094 |
0.9826 |
0.1268 |
11.5% |
0.0079 |
0.7% |
98% |
True |
False |
475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1727 |
|
2.618 |
1.1484 |
|
1.618 |
1.1335 |
|
1.000 |
1.1243 |
|
0.618 |
1.1186 |
|
HIGH |
1.1094 |
|
0.618 |
1.1037 |
|
0.500 |
1.1020 |
|
0.382 |
1.1002 |
|
LOW |
1.0945 |
|
0.618 |
1.0853 |
|
1.000 |
1.0796 |
|
1.618 |
1.0704 |
|
2.618 |
1.0555 |
|
4.250 |
1.0312 |
|
|
| Fisher Pivots for day following 01-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1049 |
1.1041 |
| PP |
1.1034 |
1.1017 |
| S1 |
1.1020 |
1.0994 |
|