CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 17-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2023 |
17-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0826 |
1.0782 |
-0.0044 |
-0.4% |
1.0819 |
| High |
1.0827 |
1.0821 |
-0.0006 |
-0.1% |
1.0887 |
| Low |
1.0781 |
1.0738 |
-0.0044 |
-0.4% |
1.0738 |
| Close |
1.0813 |
1.0822 |
0.0009 |
0.1% |
1.0822 |
| Range |
0.0046 |
0.0083 |
0.0038 |
82.4% |
0.0149 |
| ATR |
0.0065 |
0.0066 |
0.0001 |
2.0% |
0.0000 |
| Volume |
71 |
14 |
-57 |
-80.3% |
135 |
|
| Daily Pivots for day following 17-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1042 |
1.1015 |
1.0867 |
|
| R3 |
1.0959 |
1.0932 |
1.0844 |
|
| R2 |
1.0876 |
1.0876 |
1.0837 |
|
| R1 |
1.0849 |
1.0849 |
1.0829 |
1.0863 |
| PP |
1.0793 |
1.0793 |
1.0793 |
1.0800 |
| S1 |
1.0766 |
1.0766 |
1.0814 |
1.0780 |
| S2 |
1.0710 |
1.0710 |
1.0806 |
|
| S3 |
1.0627 |
1.0683 |
1.0799 |
|
| S4 |
1.0544 |
1.0600 |
1.0776 |
|
|
| Weekly Pivots for week ending 17-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1262 |
1.1191 |
1.0903 |
|
| R3 |
1.1113 |
1.1042 |
1.0862 |
|
| R2 |
1.0964 |
1.0964 |
1.0849 |
|
| R1 |
1.0893 |
1.0893 |
1.0835 |
1.0929 |
| PP |
1.0815 |
1.0815 |
1.0815 |
1.0833 |
| S1 |
1.0744 |
1.0744 |
1.0808 |
1.0780 |
| S2 |
1.0666 |
1.0666 |
1.0794 |
|
| S3 |
1.0517 |
1.0595 |
1.0781 |
|
| S4 |
1.0368 |
1.0446 |
1.0740 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0887 |
1.0738 |
0.0149 |
1.4% |
0.0045 |
0.4% |
56% |
False |
True |
27 |
| 10 |
1.0918 |
1.0738 |
0.0181 |
1.7% |
0.0057 |
0.5% |
47% |
False |
True |
43 |
| 20 |
1.1135 |
1.0738 |
0.0397 |
3.7% |
0.0053 |
0.5% |
21% |
False |
True |
39 |
| 40 |
1.1135 |
1.0645 |
0.0490 |
4.5% |
0.0046 |
0.4% |
36% |
False |
False |
83 |
| 60 |
1.1135 |
1.0519 |
0.0616 |
5.7% |
0.0048 |
0.4% |
49% |
False |
False |
81 |
| 80 |
1.1135 |
0.9982 |
0.1153 |
10.7% |
0.0050 |
0.5% |
73% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1173 |
|
2.618 |
1.1038 |
|
1.618 |
1.0955 |
|
1.000 |
1.0904 |
|
0.618 |
1.0872 |
|
HIGH |
1.0821 |
|
0.618 |
1.0789 |
|
0.500 |
1.0779 |
|
0.382 |
1.0769 |
|
LOW |
1.0738 |
|
0.618 |
1.0686 |
|
1.000 |
1.0655 |
|
1.618 |
1.0603 |
|
2.618 |
1.0520 |
|
4.250 |
1.0385 |
|
|
| Fisher Pivots for day following 17-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0807 |
1.0811 |
| PP |
1.0793 |
1.0800 |
| S1 |
1.0779 |
1.0789 |
|