CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 01-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2023 |
01-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0994 |
1.1042 |
0.0048 |
0.4% |
1.1020 |
| High |
1.0999 |
1.1135 |
0.0136 |
1.2% |
1.1061 |
| Low |
1.0994 |
1.1042 |
0.0048 |
0.4% |
1.0978 |
| Close |
1.0999 |
1.1112 |
0.0113 |
1.0% |
1.1009 |
| Range |
0.0005 |
0.0093 |
0.0088 |
1,750.0% |
0.0083 |
| ATR |
0.0056 |
0.0061 |
0.0006 |
10.2% |
0.0000 |
| Volume |
3 |
122 |
119 |
3,966.7% |
176 |
|
| Daily Pivots for day following 01-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1374 |
1.1335 |
1.1163 |
|
| R3 |
1.1281 |
1.1243 |
1.1137 |
|
| R2 |
1.1189 |
1.1189 |
1.1129 |
|
| R1 |
1.1150 |
1.1150 |
1.1120 |
1.1170 |
| PP |
1.1096 |
1.1096 |
1.1096 |
1.1106 |
| S1 |
1.1058 |
1.1058 |
1.1104 |
1.1077 |
| S2 |
1.1004 |
1.1004 |
1.1095 |
|
| S3 |
1.0911 |
1.0965 |
1.1087 |
|
| S4 |
1.0819 |
1.0873 |
1.1061 |
|
|
| Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1263 |
1.1219 |
1.1054 |
|
| R3 |
1.1181 |
1.1136 |
1.1032 |
|
| R2 |
1.1098 |
1.1098 |
1.1024 |
|
| R1 |
1.1054 |
1.1054 |
1.1017 |
1.1035 |
| PP |
1.1016 |
1.1016 |
1.1016 |
1.1006 |
| S1 |
1.0971 |
1.0971 |
1.1001 |
1.0952 |
| S2 |
1.0933 |
1.0933 |
1.0994 |
|
| S3 |
1.0851 |
1.0889 |
1.0986 |
|
| S4 |
1.0768 |
1.0806 |
1.0964 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1135 |
1.0978 |
0.0157 |
1.4% |
0.0055 |
0.5% |
86% |
True |
False |
30 |
| 10 |
1.1135 |
1.0939 |
0.0196 |
1.8% |
0.0044 |
0.4% |
88% |
True |
False |
32 |
| 20 |
1.1135 |
1.0645 |
0.0490 |
4.4% |
0.0046 |
0.4% |
95% |
True |
False |
94 |
| 40 |
1.1135 |
1.0645 |
0.0490 |
4.4% |
0.0042 |
0.4% |
95% |
True |
False |
103 |
| 60 |
1.1135 |
1.0178 |
0.0957 |
8.6% |
0.0048 |
0.4% |
98% |
True |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1528 |
|
2.618 |
1.1377 |
|
1.618 |
1.1284 |
|
1.000 |
1.1227 |
|
0.618 |
1.1192 |
|
HIGH |
1.1135 |
|
0.618 |
1.1099 |
|
0.500 |
1.1088 |
|
0.382 |
1.1077 |
|
LOW |
1.1042 |
|
0.618 |
1.0985 |
|
1.000 |
1.0950 |
|
1.618 |
1.0892 |
|
2.618 |
1.0800 |
|
4.250 |
1.0649 |
|
|
| Fisher Pivots for day following 01-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1104 |
1.1093 |
| PP |
1.1096 |
1.1075 |
| S1 |
1.1088 |
1.1056 |
|