CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 16-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2023 |
16-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0840 |
1.0826 |
-0.0014 |
-0.1% |
1.0917 |
| High |
1.0840 |
1.0827 |
-0.0014 |
-0.1% |
1.0918 |
| Low |
1.0797 |
1.0781 |
-0.0016 |
-0.1% |
1.0796 |
| Close |
1.0808 |
1.0813 |
0.0006 |
0.1% |
1.0801 |
| Range |
0.0043 |
0.0046 |
0.0003 |
5.8% |
0.0123 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
19 |
71 |
52 |
273.7% |
300 |
|
| Daily Pivots for day following 16-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0943 |
1.0924 |
1.0838 |
|
| R3 |
1.0898 |
1.0878 |
1.0826 |
|
| R2 |
1.0852 |
1.0852 |
1.0821 |
|
| R1 |
1.0833 |
1.0833 |
1.0817 |
1.0820 |
| PP |
1.0807 |
1.0807 |
1.0807 |
1.0800 |
| S1 |
1.0787 |
1.0787 |
1.0809 |
1.0774 |
| S2 |
1.0761 |
1.0761 |
1.0805 |
|
| S3 |
1.0716 |
1.0742 |
1.0800 |
|
| S4 |
1.0670 |
1.0696 |
1.0788 |
|
|
| 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 |
1.0887 |
1.0781 |
0.0106 |
1.0% |
0.0045 |
0.4% |
30% |
False |
True |
29 |
| 10 |
1.1069 |
1.0781 |
0.0288 |
2.7% |
0.0062 |
0.6% |
11% |
False |
True |
42 |
| 20 |
1.1135 |
1.0781 |
0.0354 |
3.3% |
0.0051 |
0.5% |
9% |
False |
True |
38 |
| 40 |
1.1135 |
1.0645 |
0.0490 |
4.5% |
0.0044 |
0.4% |
34% |
False |
False |
83 |
| 60 |
1.1135 |
1.0451 |
0.0684 |
6.3% |
0.0047 |
0.4% |
53% |
False |
False |
82 |
| 80 |
1.1135 |
0.9982 |
0.1153 |
10.7% |
0.0049 |
0.4% |
72% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1020 |
|
2.618 |
1.0946 |
|
1.618 |
1.0900 |
|
1.000 |
1.0872 |
|
0.618 |
1.0855 |
|
HIGH |
1.0827 |
|
0.618 |
1.0809 |
|
0.500 |
1.0804 |
|
0.382 |
1.0798 |
|
LOW |
1.0781 |
|
0.618 |
1.0753 |
|
1.000 |
1.0736 |
|
1.618 |
1.0707 |
|
2.618 |
1.0662 |
|
4.250 |
1.0588 |
|
|
| Fisher Pivots for day following 16-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0810 |
1.0834 |
| PP |
1.0807 |
1.0827 |
| S1 |
1.0804 |
1.0820 |
|