CME Euro FX (E) Future June 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 |
1.0816 |
1.0764 |
-0.0052 |
-0.5% |
1.0880 |
| High |
1.0819 |
1.0794 |
-0.0025 |
-0.2% |
1.0880 |
| Low |
1.0737 |
1.0729 |
-0.0008 |
-0.1% |
1.0744 |
| Close |
1.0757 |
1.0763 |
0.0007 |
0.1% |
1.0751 |
| Range |
0.0082 |
0.0065 |
-0.0017 |
-20.9% |
0.0136 |
| ATR |
0.0085 |
0.0083 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
1,397 |
1,594 |
197 |
14.1% |
6,586 |
|
| Daily Pivots for day following 16-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0955 |
1.0924 |
1.0798 |
|
| R3 |
1.0891 |
1.0859 |
1.0781 |
|
| R2 |
1.0826 |
1.0826 |
1.0775 |
|
| R1 |
1.0795 |
1.0795 |
1.0769 |
1.0778 |
| PP |
1.0762 |
1.0762 |
1.0762 |
1.0754 |
| S1 |
1.0730 |
1.0730 |
1.0757 |
1.0714 |
| S2 |
1.0697 |
1.0697 |
1.0751 |
|
| S3 |
1.0633 |
1.0666 |
1.0745 |
|
| S4 |
1.0568 |
1.0601 |
1.0728 |
|
|
| 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 |
1.0729 |
0.0151 |
1.4% |
0.0078 |
0.7% |
23% |
False |
True |
1,560 |
| 10 |
1.1023 |
1.0729 |
0.0294 |
2.7% |
0.0084 |
0.8% |
12% |
False |
True |
1,456 |
| 20 |
1.1111 |
1.0729 |
0.0382 |
3.5% |
0.0081 |
0.8% |
9% |
False |
True |
1,028 |
| 40 |
1.1111 |
1.0594 |
0.0517 |
4.8% |
0.0080 |
0.7% |
33% |
False |
False |
801 |
| 60 |
1.1111 |
1.0400 |
0.0711 |
6.6% |
0.0080 |
0.7% |
51% |
False |
False |
765 |
| 80 |
1.1111 |
0.9920 |
0.1191 |
11.1% |
0.0082 |
0.8% |
71% |
False |
False |
618 |
| 100 |
1.1111 |
0.9725 |
0.1386 |
12.9% |
0.0082 |
0.8% |
75% |
False |
False |
546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1068 |
|
2.618 |
1.0962 |
|
1.618 |
1.0898 |
|
1.000 |
1.0858 |
|
0.618 |
1.0833 |
|
HIGH |
1.0794 |
|
0.618 |
1.0769 |
|
0.500 |
1.0761 |
|
0.382 |
1.0754 |
|
LOW |
1.0729 |
|
0.618 |
1.0689 |
|
1.000 |
1.0665 |
|
1.618 |
1.0625 |
|
2.618 |
1.0560 |
|
4.250 |
1.0455 |
|
|
| Fisher Pivots for day following 16-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0762 |
1.0805 |
| PP |
1.0762 |
1.0791 |
| S1 |
1.0761 |
1.0777 |
|