CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 07-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2023 |
07-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0917 |
1.0868 |
-0.0049 |
-0.4% |
1.1024 |
| High |
1.0917 |
1.0902 |
-0.0015 |
-0.1% |
1.1135 |
| Low |
1.0855 |
1.0808 |
-0.0047 |
-0.4% |
1.0929 |
| Close |
1.0859 |
1.0853 |
-0.0007 |
-0.1% |
1.0939 |
| Range |
0.0062 |
0.0094 |
0.0032 |
51.6% |
0.0206 |
| ATR |
0.0069 |
0.0071 |
0.0002 |
2.6% |
0.0000 |
| Volume |
30 |
170 |
140 |
466.7% |
172 |
|
| Daily Pivots for day following 07-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1136 |
1.1088 |
1.0904 |
|
| R3 |
1.1042 |
1.0994 |
1.0878 |
|
| R2 |
1.0948 |
1.0948 |
1.0870 |
|
| R1 |
1.0900 |
1.0900 |
1.0861 |
1.0877 |
| PP |
1.0854 |
1.0854 |
1.0854 |
1.0843 |
| S1 |
1.0806 |
1.0806 |
1.0844 |
1.0783 |
| S2 |
1.0760 |
1.0760 |
1.0835 |
|
| S3 |
1.0666 |
1.0712 |
1.0827 |
|
| S4 |
1.0572 |
1.0618 |
1.0801 |
|
|
| 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 |
1.0808 |
0.0327 |
3.0% |
0.0079 |
0.7% |
14% |
False |
True |
71 |
| 10 |
1.1135 |
1.0808 |
0.0327 |
3.0% |
0.0062 |
0.6% |
14% |
False |
True |
52 |
| 20 |
1.1135 |
1.0808 |
0.0327 |
3.0% |
0.0050 |
0.5% |
14% |
False |
True |
102 |
| 40 |
1.1135 |
1.0645 |
0.0490 |
4.5% |
0.0047 |
0.4% |
42% |
False |
False |
83 |
| 60 |
1.1135 |
1.0251 |
0.0884 |
8.1% |
0.0051 |
0.5% |
68% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1302 |
|
2.618 |
1.1148 |
|
1.618 |
1.1054 |
|
1.000 |
1.0996 |
|
0.618 |
1.0960 |
|
HIGH |
1.0902 |
|
0.618 |
1.0866 |
|
0.500 |
1.0855 |
|
0.382 |
1.0844 |
|
LOW |
1.0808 |
|
0.618 |
1.0750 |
|
1.000 |
1.0714 |
|
1.618 |
1.0656 |
|
2.618 |
1.0562 |
|
4.250 |
1.0409 |
|
|
| Fisher Pivots for day following 07-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0855 |
1.0939 |
| PP |
1.0854 |
1.0910 |
| S1 |
1.0853 |
1.0881 |
|