CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 01-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2023 |
01-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1018 |
1.1101 |
0.0084 |
0.8% |
1.1050 |
| High |
1.1044 |
1.1158 |
0.0114 |
1.0% |
1.1104 |
| Low |
1.1018 |
1.1101 |
0.0084 |
0.8% |
1.1024 |
| Close |
1.1044 |
1.1158 |
0.0114 |
1.0% |
1.1053 |
| Range |
0.0027 |
0.0057 |
0.0030 |
113.2% |
0.0081 |
| ATR |
|
|
|
|
|
| Volume |
4 |
8 |
4 |
100.0% |
151 |
|
| Daily Pivots for day following 01-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1308 |
1.1289 |
1.1189 |
|
| R3 |
1.1252 |
1.1233 |
1.1173 |
|
| R2 |
1.1195 |
1.1195 |
1.1168 |
|
| R1 |
1.1176 |
1.1176 |
1.1163 |
1.1186 |
| PP |
1.1139 |
1.1139 |
1.1139 |
1.1143 |
| S1 |
1.1120 |
1.1120 |
1.1152 |
1.1129 |
| S2 |
1.1082 |
1.1082 |
1.1147 |
|
| S3 |
1.1026 |
1.1063 |
1.1142 |
|
| S4 |
1.0969 |
1.1007 |
1.1126 |
|
|
| Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1302 |
1.1258 |
1.1097 |
|
| R3 |
1.1221 |
1.1177 |
1.1075 |
|
| R2 |
1.1141 |
1.1141 |
1.1068 |
|
| R1 |
1.1097 |
1.1097 |
1.1060 |
1.1119 |
| PP |
1.1060 |
1.1060 |
1.1060 |
1.1071 |
| S1 |
1.1016 |
1.1016 |
1.1046 |
1.1038 |
| S2 |
1.0980 |
1.0980 |
1.1038 |
|
| S3 |
1.0899 |
1.0936 |
1.1031 |
|
| S4 |
1.0819 |
1.0855 |
1.1009 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1398 |
|
2.618 |
1.1305 |
|
1.618 |
1.1249 |
|
1.000 |
1.1214 |
|
0.618 |
1.1192 |
|
HIGH |
1.1158 |
|
0.618 |
1.1136 |
|
0.500 |
1.1129 |
|
0.382 |
1.1123 |
|
LOW |
1.1101 |
|
0.618 |
1.1066 |
|
1.000 |
1.1045 |
|
1.618 |
1.1010 |
|
2.618 |
1.0953 |
|
4.250 |
1.0861 |
|
|
| Fisher Pivots for day following 01-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1148 |
1.1134 |
| PP |
1.1139 |
1.1111 |
| S1 |
1.1129 |
1.1088 |
|