CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 21-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2023 |
21-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0740 |
1.0754 |
0.0014 |
0.1% |
1.0751 |
| High |
1.0771 |
1.0777 |
0.0006 |
0.1% |
1.0880 |
| Low |
1.0687 |
1.0711 |
0.0024 |
0.2% |
1.0687 |
| Close |
1.0770 |
1.0721 |
-0.0050 |
-0.5% |
1.0770 |
| Range |
0.0085 |
0.0066 |
-0.0019 |
-21.9% |
0.0194 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
1,571 |
1,120 |
-451 |
-28.7% |
8,003 |
|
| Daily Pivots for day following 21-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0934 |
1.0893 |
1.0757 |
|
| R3 |
1.0868 |
1.0827 |
1.0739 |
|
| R2 |
1.0802 |
1.0802 |
1.0733 |
|
| R1 |
1.0761 |
1.0761 |
1.0727 |
1.0749 |
| PP |
1.0736 |
1.0736 |
1.0736 |
1.0730 |
| S1 |
1.0695 |
1.0695 |
1.0714 |
1.0683 |
| S2 |
1.0670 |
1.0670 |
1.0708 |
|
| S3 |
1.0604 |
1.0629 |
1.0702 |
|
| S4 |
1.0538 |
1.0563 |
1.0684 |
|
|
| Weekly Pivots for week ending 17-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1359 |
1.1258 |
1.0876 |
|
| R3 |
1.1166 |
1.1065 |
1.0823 |
|
| R2 |
1.0972 |
1.0972 |
1.0805 |
|
| R1 |
1.0871 |
1.0871 |
1.0788 |
1.0922 |
| PP |
1.0779 |
1.0779 |
1.0779 |
1.0804 |
| S1 |
1.0678 |
1.0678 |
1.0752 |
1.0728 |
| S2 |
1.0585 |
1.0585 |
1.0735 |
|
| S3 |
1.0392 |
1.0484 |
1.0717 |
|
| S4 |
1.0198 |
1.0291 |
1.0664 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0880 |
1.0687 |
0.0194 |
1.8% |
0.0078 |
0.7% |
18% |
False |
False |
1,522 |
| 10 |
1.0880 |
1.0687 |
0.0194 |
1.8% |
0.0075 |
0.7% |
18% |
False |
False |
1,404 |
| 20 |
1.1111 |
1.0687 |
0.0424 |
4.0% |
0.0082 |
0.8% |
8% |
False |
False |
1,109 |
| 40 |
1.1111 |
1.0594 |
0.0517 |
4.8% |
0.0082 |
0.8% |
24% |
False |
False |
851 |
| 60 |
1.1111 |
1.0478 |
0.0633 |
5.9% |
0.0081 |
0.8% |
38% |
False |
False |
805 |
| 80 |
1.1111 |
0.9920 |
0.1191 |
11.1% |
0.0082 |
0.8% |
67% |
False |
False |
643 |
| 100 |
1.1111 |
0.9725 |
0.1386 |
12.9% |
0.0082 |
0.8% |
72% |
False |
False |
572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1057 |
|
2.618 |
1.0949 |
|
1.618 |
1.0883 |
|
1.000 |
1.0843 |
|
0.618 |
1.0817 |
|
HIGH |
1.0777 |
|
0.618 |
1.0751 |
|
0.500 |
1.0744 |
|
0.382 |
1.0736 |
|
LOW |
1.0711 |
|
0.618 |
1.0670 |
|
1.000 |
1.0645 |
|
1.618 |
1.0604 |
|
2.618 |
1.0538 |
|
4.250 |
1.0430 |
|
|
| Fisher Pivots for day following 21-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0744 |
1.0740 |
| PP |
1.0736 |
1.0734 |
| S1 |
1.0728 |
1.0727 |
|