CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 14-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2023 |
14-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0819 |
1.0864 |
0.0046 |
0.4% |
1.0917 |
| High |
1.0846 |
1.0887 |
0.0041 |
0.4% |
1.0918 |
| Low |
1.0819 |
1.0861 |
0.0042 |
0.4% |
1.0796 |
| Close |
1.0846 |
1.0868 |
0.0023 |
0.2% |
1.0801 |
| Range |
0.0028 |
0.0026 |
-0.0002 |
-5.5% |
0.0123 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
18 |
13 |
-5 |
-27.8% |
300 |
|
| Daily Pivots for day following 14-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0950 |
1.0935 |
1.0882 |
|
| R3 |
1.0924 |
1.0909 |
1.0875 |
|
| R2 |
1.0898 |
1.0898 |
1.0873 |
|
| R1 |
1.0883 |
1.0883 |
1.0870 |
1.0890 |
| PP |
1.0872 |
1.0872 |
1.0872 |
1.0875 |
| S1 |
1.0857 |
1.0857 |
1.0866 |
1.0864 |
| S2 |
1.0846 |
1.0846 |
1.0863 |
|
| S3 |
1.0820 |
1.0831 |
1.0861 |
|
| S4 |
1.0794 |
1.0805 |
1.0854 |
|
|
| Weekly Pivots for week ending 10-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1206 |
1.1126 |
1.0868 |
|
| R3 |
1.1083 |
1.1003 |
1.0835 |
|
| R2 |
1.0961 |
1.0961 |
1.0823 |
|
| R1 |
1.0881 |
1.0881 |
1.0812 |
1.0860 |
| PP |
1.0838 |
1.0838 |
1.0838 |
1.0828 |
| S1 |
1.0758 |
1.0758 |
1.0790 |
1.0737 |
| S2 |
1.0716 |
1.0716 |
1.0779 |
|
| S3 |
1.0593 |
1.0636 |
1.0767 |
|
| S4 |
1.0471 |
1.0513 |
1.0734 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0918 |
1.0796 |
0.0123 |
1.1% |
0.0048 |
0.4% |
59% |
False |
False |
26 |
| 10 |
1.1135 |
1.0796 |
0.0339 |
3.1% |
0.0063 |
0.6% |
21% |
False |
False |
48 |
| 20 |
1.1135 |
1.0796 |
0.0339 |
3.1% |
0.0052 |
0.5% |
21% |
False |
False |
34 |
| 40 |
1.1135 |
1.0645 |
0.0490 |
4.5% |
0.0044 |
0.4% |
46% |
False |
False |
81 |
| 60 |
1.1135 |
1.0451 |
0.0684 |
6.3% |
0.0047 |
0.4% |
61% |
False |
False |
83 |
| 80 |
1.1135 |
0.9946 |
0.1189 |
10.9% |
0.0050 |
0.5% |
78% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0997 |
|
2.618 |
1.0955 |
|
1.618 |
1.0929 |
|
1.000 |
1.0913 |
|
0.618 |
1.0903 |
|
HIGH |
1.0887 |
|
0.618 |
1.0877 |
|
0.500 |
1.0874 |
|
0.382 |
1.0870 |
|
LOW |
1.0861 |
|
0.618 |
1.0844 |
|
1.000 |
1.0835 |
|
1.618 |
1.0818 |
|
2.618 |
1.0792 |
|
4.250 |
1.0750 |
|
|
| Fisher Pivots for day following 14-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0874 |
1.0859 |
| PP |
1.0872 |
1.0850 |
| S1 |
1.0870 |
1.0841 |
|