CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 03-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2023 |
03-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1037 |
1.1020 |
-0.0017 |
-0.1% |
1.1024 |
| High |
1.1041 |
1.1069 |
0.0029 |
0.3% |
1.1135 |
| Low |
1.1037 |
1.0929 |
-0.0108 |
-1.0% |
1.0929 |
| Close |
1.1041 |
1.0939 |
-0.0102 |
-0.9% |
1.0939 |
| Range |
0.0004 |
0.0141 |
0.0137 |
3,412.5% |
0.0206 |
| ATR |
0.0062 |
0.0068 |
0.0006 |
8.9% |
0.0000 |
| Volume |
29 |
6 |
-23 |
-79.3% |
172 |
|
| Daily Pivots for day following 03-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1400 |
1.1310 |
1.1016 |
|
| R3 |
1.1260 |
1.1170 |
1.0978 |
|
| R2 |
1.1119 |
1.1119 |
1.0965 |
|
| R1 |
1.1029 |
1.1029 |
1.0952 |
1.1004 |
| PP |
1.0979 |
1.0979 |
1.0979 |
1.0966 |
| S1 |
1.0889 |
1.0889 |
1.0926 |
1.0864 |
| S2 |
1.0838 |
1.0838 |
1.0913 |
|
| S3 |
1.0698 |
1.0748 |
1.0900 |
|
| S4 |
1.0557 |
1.0608 |
1.0862 |
|
|
| Weekly Pivots for week ending 03-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1619 |
1.1485 |
1.1052 |
|
| R3 |
1.1413 |
1.1279 |
1.0996 |
|
| R2 |
1.1207 |
1.1207 |
1.0977 |
|
| R1 |
1.1073 |
1.1073 |
1.0958 |
1.1037 |
| PP |
1.1001 |
1.1001 |
1.1001 |
1.0983 |
| S1 |
1.0867 |
1.0867 |
1.0920 |
1.0831 |
| S2 |
1.0795 |
1.0795 |
1.0901 |
|
| S3 |
1.0589 |
1.0661 |
1.0882 |
|
| S4 |
1.0383 |
1.0455 |
1.0826 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1135 |
1.0929 |
0.0206 |
1.9% |
0.0062 |
0.6% |
5% |
False |
True |
34 |
| 10 |
1.1135 |
1.0929 |
0.0206 |
1.9% |
0.0049 |
0.4% |
5% |
False |
True |
34 |
| 20 |
1.1135 |
1.0645 |
0.0490 |
4.5% |
0.0052 |
0.5% |
60% |
False |
False |
93 |
| 40 |
1.1135 |
1.0645 |
0.0490 |
4.5% |
0.0044 |
0.4% |
60% |
False |
False |
86 |
| 60 |
1.1135 |
1.0231 |
0.0904 |
8.3% |
0.0049 |
0.4% |
78% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1666 |
|
2.618 |
1.1437 |
|
1.618 |
1.1296 |
|
1.000 |
1.1210 |
|
0.618 |
1.1156 |
|
HIGH |
1.1069 |
|
0.618 |
1.1015 |
|
0.500 |
1.0999 |
|
0.382 |
1.0982 |
|
LOW |
1.0929 |
|
0.618 |
1.0842 |
|
1.000 |
1.0788 |
|
1.618 |
1.0701 |
|
2.618 |
1.0561 |
|
4.250 |
1.0331 |
|
|
| Fisher Pivots for day following 03-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0999 |
1.1032 |
| PP |
1.0979 |
1.1001 |
| S1 |
1.0959 |
1.0970 |
|