CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 15-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2023 |
15-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0801 |
1.0816 |
0.0015 |
0.1% |
1.0880 |
| High |
1.0880 |
1.0819 |
-0.0062 |
-0.6% |
1.0880 |
| Low |
1.0785 |
1.0737 |
-0.0048 |
-0.4% |
1.0744 |
| Close |
1.0816 |
1.0757 |
-0.0059 |
-0.5% |
1.0751 |
| Range |
0.0096 |
0.0082 |
-0.0014 |
-14.7% |
0.0136 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
1,932 |
1,397 |
-535 |
-27.7% |
6,586 |
|
| Daily Pivots for day following 15-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1015 |
1.0967 |
1.0801 |
|
| R3 |
1.0934 |
1.0886 |
1.0779 |
|
| R2 |
1.0852 |
1.0852 |
1.0771 |
|
| R1 |
1.0804 |
1.0804 |
1.0764 |
1.0788 |
| PP |
1.0771 |
1.0771 |
1.0771 |
1.0762 |
| S1 |
1.0723 |
1.0723 |
1.0749 |
1.0706 |
| S2 |
1.0689 |
1.0689 |
1.0742 |
|
| S3 |
1.0608 |
1.0641 |
1.0734 |
|
| S4 |
1.0526 |
1.0560 |
1.0712 |
|
|
| Weekly Pivots for week ending 10-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1200 |
1.1111 |
1.0825 |
|
| R3 |
1.1064 |
1.0975 |
1.0788 |
|
| R2 |
1.0928 |
1.0928 |
1.0775 |
|
| R1 |
1.0839 |
1.0839 |
1.0763 |
1.0815 |
| PP |
1.0792 |
1.0792 |
1.0792 |
1.0780 |
| S1 |
1.0703 |
1.0703 |
1.0738 |
1.0679 |
| S2 |
1.0656 |
1.0656 |
1.0726 |
|
| S3 |
1.0520 |
1.0567 |
1.0713 |
|
| S4 |
1.0384 |
1.0431 |
1.0676 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0880 |
1.0737 |
0.0143 |
1.3% |
0.0081 |
0.8% |
14% |
False |
True |
1,708 |
| 10 |
1.1111 |
1.0737 |
0.0374 |
3.5% |
0.0091 |
0.8% |
5% |
False |
True |
1,409 |
| 20 |
1.1111 |
1.0737 |
0.0374 |
3.5% |
0.0081 |
0.7% |
5% |
False |
True |
976 |
| 40 |
1.1111 |
1.0594 |
0.0517 |
4.8% |
0.0080 |
0.7% |
31% |
False |
False |
772 |
| 60 |
1.1111 |
1.0400 |
0.0711 |
6.6% |
0.0080 |
0.7% |
50% |
False |
False |
740 |
| 80 |
1.1111 |
0.9889 |
0.1222 |
11.4% |
0.0084 |
0.8% |
71% |
False |
False |
608 |
| 100 |
1.1111 |
0.9725 |
0.1386 |
12.9% |
0.0084 |
0.8% |
74% |
False |
False |
530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1165 |
|
2.618 |
1.1032 |
|
1.618 |
1.0950 |
|
1.000 |
1.0900 |
|
0.618 |
1.0869 |
|
HIGH |
1.0819 |
|
0.618 |
1.0787 |
|
0.500 |
1.0778 |
|
0.382 |
1.0768 |
|
LOW |
1.0737 |
|
0.618 |
1.0687 |
|
1.000 |
1.0656 |
|
1.618 |
1.0605 |
|
2.618 |
1.0524 |
|
4.250 |
1.0391 |
|
|
| Fisher Pivots for day following 15-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0778 |
1.0809 |
| PP |
1.0771 |
1.0791 |
| S1 |
1.0764 |
1.0774 |
|