CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 08-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2023 |
08-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0868 |
1.0880 |
0.0013 |
0.1% |
1.1024 |
| High |
1.0902 |
1.0880 |
-0.0022 |
-0.2% |
1.1135 |
| Low |
1.0808 |
1.0846 |
0.0038 |
0.4% |
1.0929 |
| Close |
1.0853 |
1.0857 |
0.0005 |
0.0% |
1.0939 |
| Range |
0.0094 |
0.0034 |
-0.0060 |
-63.8% |
0.0206 |
| ATR |
0.0071 |
0.0068 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
170 |
31 |
-139 |
-81.8% |
172 |
|
| Daily Pivots for day following 08-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0963 |
1.0944 |
1.0876 |
|
| R3 |
1.0929 |
1.0910 |
1.0866 |
|
| R2 |
1.0895 |
1.0895 |
1.0863 |
|
| R1 |
1.0876 |
1.0876 |
1.0860 |
1.0869 |
| PP |
1.0861 |
1.0861 |
1.0861 |
1.0857 |
| S1 |
1.0842 |
1.0842 |
1.0854 |
1.0835 |
| S2 |
1.0827 |
1.0827 |
1.0851 |
|
| S3 |
1.0793 |
1.0808 |
1.0848 |
|
| S4 |
1.0759 |
1.0774 |
1.0838 |
|
|
| 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 |
1.1069 |
1.0808 |
0.0261 |
2.4% |
0.0067 |
0.6% |
19% |
False |
False |
53 |
| 10 |
1.1135 |
1.0808 |
0.0327 |
3.0% |
0.0061 |
0.6% |
15% |
False |
False |
41 |
| 20 |
1.1135 |
1.0808 |
0.0327 |
3.0% |
0.0051 |
0.5% |
15% |
False |
False |
103 |
| 40 |
1.1135 |
1.0645 |
0.0490 |
4.5% |
0.0046 |
0.4% |
43% |
False |
False |
83 |
| 60 |
1.1135 |
1.0395 |
0.0740 |
6.8% |
0.0049 |
0.4% |
62% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1025 |
|
2.618 |
1.0969 |
|
1.618 |
1.0935 |
|
1.000 |
1.0914 |
|
0.618 |
1.0901 |
|
HIGH |
1.0880 |
|
0.618 |
1.0867 |
|
0.500 |
1.0863 |
|
0.382 |
1.0859 |
|
LOW |
1.0846 |
|
0.618 |
1.0825 |
|
1.000 |
1.0812 |
|
1.618 |
1.0791 |
|
2.618 |
1.0757 |
|
4.250 |
1.0702 |
|
|
| Fisher Pivots for day following 08-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0863 |
1.0862 |
| PP |
1.0861 |
1.0861 |
| S1 |
1.0859 |
1.0859 |
|