CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 28-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2023 |
28-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0554 |
1.0617 |
0.0064 |
0.6% |
1.0706 |
| High |
1.0630 |
1.0654 |
0.0025 |
0.2% |
1.0719 |
| Low |
1.0542 |
1.0583 |
0.0041 |
0.4% |
1.0546 |
| Close |
1.0618 |
1.0592 |
-0.0026 |
-0.2% |
1.0561 |
| Range |
0.0088 |
0.0071 |
-0.0017 |
-18.9% |
0.0173 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
177,211 |
202,147 |
24,936 |
14.1% |
785,046 |
|
| Daily Pivots for day following 28-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0823 |
1.0778 |
1.0631 |
|
| R3 |
1.0752 |
1.0707 |
1.0612 |
|
| R2 |
1.0681 |
1.0681 |
1.0605 |
|
| R1 |
1.0636 |
1.0636 |
1.0599 |
1.0623 |
| PP |
1.0610 |
1.0610 |
1.0610 |
1.0603 |
| S1 |
1.0565 |
1.0565 |
1.0585 |
1.0552 |
| S2 |
1.0539 |
1.0539 |
1.0579 |
|
| S3 |
1.0468 |
1.0494 |
1.0572 |
|
| S4 |
1.0397 |
1.0423 |
1.0553 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1127 |
1.1017 |
1.0656 |
|
| R3 |
1.0954 |
1.0844 |
1.0608 |
|
| R2 |
1.0781 |
1.0781 |
1.0592 |
|
| R1 |
1.0671 |
1.0671 |
1.0576 |
1.0640 |
| PP |
1.0608 |
1.0608 |
1.0608 |
1.0593 |
| S1 |
1.0498 |
1.0498 |
1.0545 |
1.0467 |
| S2 |
1.0435 |
1.0435 |
1.0529 |
|
| S3 |
1.0262 |
1.0325 |
1.0513 |
|
| S4 |
1.0089 |
1.0152 |
1.0465 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0676 |
1.0542 |
0.0134 |
1.3% |
0.0071 |
0.7% |
37% |
False |
False |
182,391 |
| 10 |
1.0825 |
1.0542 |
0.0283 |
2.7% |
0.0076 |
0.7% |
18% |
False |
False |
200,628 |
| 20 |
1.1059 |
1.0542 |
0.0517 |
4.9% |
0.0089 |
0.8% |
10% |
False |
False |
206,205 |
| 40 |
1.1059 |
1.0529 |
0.0530 |
5.0% |
0.0091 |
0.9% |
12% |
False |
False |
200,043 |
| 60 |
1.1059 |
1.0473 |
0.0586 |
5.5% |
0.0090 |
0.9% |
20% |
False |
False |
177,404 |
| 80 |
1.1059 |
0.9835 |
0.1224 |
11.6% |
0.0100 |
0.9% |
62% |
False |
False |
133,777 |
| 100 |
1.1059 |
0.9762 |
0.1297 |
12.2% |
0.0101 |
0.9% |
64% |
False |
False |
107,161 |
| 120 |
1.1059 |
0.9658 |
0.1402 |
13.2% |
0.0103 |
1.0% |
67% |
False |
False |
89,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0956 |
|
2.618 |
1.0840 |
|
1.618 |
1.0769 |
|
1.000 |
1.0725 |
|
0.618 |
1.0698 |
|
HIGH |
1.0654 |
|
0.618 |
1.0627 |
|
0.500 |
1.0619 |
|
0.382 |
1.0610 |
|
LOW |
1.0583 |
|
0.618 |
1.0539 |
|
1.000 |
1.0512 |
|
1.618 |
1.0468 |
|
2.618 |
1.0397 |
|
4.250 |
1.0281 |
|
|
| Fisher Pivots for day following 28-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0619 |
1.0598 |
| PP |
1.0610 |
1.0596 |
| S1 |
1.0601 |
1.0594 |
|