CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 22-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2023 |
22-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0754 |
1.0721 |
-0.0033 |
-0.3% |
1.0751 |
| High |
1.0777 |
1.0734 |
-0.0043 |
-0.4% |
1.0880 |
| Low |
1.0711 |
1.0671 |
-0.0040 |
-0.4% |
1.0687 |
| Close |
1.0721 |
1.0672 |
-0.0049 |
-0.5% |
1.0770 |
| Range |
0.0066 |
0.0064 |
-0.0003 |
-3.8% |
0.0194 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
1,120 |
1,558 |
438 |
39.1% |
8,003 |
|
| Daily Pivots for day following 22-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0883 |
1.0841 |
1.0706 |
|
| R3 |
1.0819 |
1.0777 |
1.0689 |
|
| R2 |
1.0756 |
1.0756 |
1.0683 |
|
| R1 |
1.0714 |
1.0714 |
1.0677 |
1.0703 |
| PP |
1.0692 |
1.0692 |
1.0692 |
1.0687 |
| S1 |
1.0650 |
1.0650 |
1.0666 |
1.0639 |
| S2 |
1.0629 |
1.0629 |
1.0660 |
|
| S3 |
1.0565 |
1.0587 |
1.0654 |
|
| S4 |
1.0502 |
1.0523 |
1.0637 |
|
|
| 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 |
1.0819 |
1.0671 |
0.0148 |
1.4% |
0.0072 |
0.7% |
1% |
False |
True |
1,448 |
| 10 |
1.0880 |
1.0671 |
0.0210 |
2.0% |
0.0073 |
0.7% |
0% |
False |
True |
1,490 |
| 20 |
1.1111 |
1.0671 |
0.0440 |
4.1% |
0.0083 |
0.8% |
0% |
False |
True |
1,153 |
| 40 |
1.1111 |
1.0594 |
0.0517 |
4.8% |
0.0081 |
0.8% |
15% |
False |
False |
874 |
| 60 |
1.1111 |
1.0478 |
0.0633 |
5.9% |
0.0081 |
0.8% |
31% |
False |
False |
829 |
| 80 |
1.1111 |
0.9920 |
0.1191 |
11.2% |
0.0082 |
0.8% |
63% |
False |
False |
661 |
| 100 |
1.1111 |
0.9826 |
0.1285 |
12.0% |
0.0080 |
0.8% |
66% |
False |
False |
586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1004 |
|
2.618 |
1.0900 |
|
1.618 |
1.0837 |
|
1.000 |
1.0798 |
|
0.618 |
1.0773 |
|
HIGH |
1.0734 |
|
0.618 |
1.0710 |
|
0.500 |
1.0702 |
|
0.382 |
1.0695 |
|
LOW |
1.0671 |
|
0.618 |
1.0631 |
|
1.000 |
1.0607 |
|
1.618 |
1.0568 |
|
2.618 |
1.0504 |
|
4.250 |
1.0401 |
|
|
| Fisher Pivots for day following 22-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0702 |
1.0724 |
| PP |
1.0692 |
1.0706 |
| S1 |
1.0682 |
1.0689 |
|