CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 24-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2023 |
24-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0676 |
1.0669 |
-0.0007 |
-0.1% |
1.0754 |
| High |
1.0696 |
1.0683 |
-0.0013 |
-0.1% |
1.0777 |
| Low |
1.0647 |
1.0605 |
-0.0042 |
-0.4% |
1.0605 |
| Close |
1.0665 |
1.0620 |
-0.0045 |
-0.4% |
1.0620 |
| Range |
0.0049 |
0.0078 |
0.0029 |
59.2% |
0.0172 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
2,766 |
3,629 |
863 |
31.2% |
9,073 |
|
| Daily Pivots for day following 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0870 |
1.0823 |
1.0663 |
|
| R3 |
1.0792 |
1.0745 |
1.0641 |
|
| R2 |
1.0714 |
1.0714 |
1.0634 |
|
| R1 |
1.0667 |
1.0667 |
1.0627 |
1.0652 |
| PP |
1.0636 |
1.0636 |
1.0636 |
1.0628 |
| S1 |
1.0589 |
1.0589 |
1.0613 |
1.0574 |
| S2 |
1.0558 |
1.0558 |
1.0606 |
|
| S3 |
1.0480 |
1.0511 |
1.0599 |
|
| S4 |
1.0402 |
1.0433 |
1.0577 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1182 |
1.1072 |
1.0714 |
|
| R3 |
1.1010 |
1.0901 |
1.0667 |
|
| R2 |
1.0839 |
1.0839 |
1.0651 |
|
| R1 |
1.0729 |
1.0729 |
1.0636 |
1.0698 |
| PP |
1.0667 |
1.0667 |
1.0667 |
1.0652 |
| S1 |
1.0558 |
1.0558 |
1.0604 |
1.0527 |
| S2 |
1.0496 |
1.0496 |
1.0589 |
|
| S3 |
1.0324 |
1.0386 |
1.0573 |
|
| S4 |
1.0153 |
1.0215 |
1.0526 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0777 |
1.0605 |
0.0172 |
1.6% |
0.0068 |
0.6% |
9% |
False |
True |
2,128 |
| 10 |
1.0880 |
1.0605 |
0.0275 |
2.6% |
0.0073 |
0.7% |
5% |
False |
True |
1,844 |
| 20 |
1.1111 |
1.0605 |
0.0506 |
4.8% |
0.0083 |
0.8% |
3% |
False |
True |
1,424 |
| 40 |
1.1111 |
1.0594 |
0.0517 |
4.9% |
0.0082 |
0.8% |
5% |
False |
False |
1,021 |
| 60 |
1.1111 |
1.0478 |
0.0633 |
6.0% |
0.0080 |
0.7% |
23% |
False |
False |
933 |
| 80 |
1.1111 |
0.9920 |
0.1191 |
11.2% |
0.0081 |
0.8% |
59% |
False |
False |
739 |
| 100 |
1.1111 |
0.9826 |
0.1285 |
12.1% |
0.0079 |
0.7% |
62% |
False |
False |
649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1015 |
|
2.618 |
1.0887 |
|
1.618 |
1.0809 |
|
1.000 |
1.0761 |
|
0.618 |
1.0731 |
|
HIGH |
1.0683 |
|
0.618 |
1.0653 |
|
0.500 |
1.0644 |
|
0.382 |
1.0635 |
|
LOW |
1.0605 |
|
0.618 |
1.0557 |
|
1.000 |
1.0527 |
|
1.618 |
1.0479 |
|
2.618 |
1.0401 |
|
4.250 |
1.0274 |
|
|
| Fisher Pivots for day following 24-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0644 |
1.0670 |
| PP |
1.0636 |
1.0653 |
| S1 |
1.0628 |
1.0637 |
|