CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 01-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2023 |
01-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0617 |
1.0589 |
-0.0028 |
-0.3% |
1.0706 |
| High |
1.0654 |
1.0700 |
0.0046 |
0.4% |
1.0719 |
| Low |
1.0583 |
1.0574 |
-0.0010 |
-0.1% |
1.0546 |
| Close |
1.0592 |
1.0666 |
0.0074 |
0.7% |
1.0561 |
| Range |
0.0071 |
0.0126 |
0.0055 |
77.5% |
0.0173 |
| ATR |
0.0083 |
0.0087 |
0.0003 |
3.6% |
0.0000 |
| Volume |
202,147 |
222,729 |
20,582 |
10.2% |
785,046 |
|
| Daily Pivots for day following 01-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1024 |
1.0971 |
1.0735 |
|
| R3 |
1.0898 |
1.0845 |
1.0700 |
|
| R2 |
1.0772 |
1.0772 |
1.0689 |
|
| R1 |
1.0719 |
1.0719 |
1.0677 |
1.0746 |
| PP |
1.0646 |
1.0646 |
1.0646 |
1.0660 |
| S1 |
1.0593 |
1.0593 |
1.0654 |
1.0620 |
| S2 |
1.0520 |
1.0520 |
1.0642 |
|
| S3 |
1.0394 |
1.0467 |
1.0631 |
|
| S4 |
1.0268 |
1.0341 |
1.0596 |
|
|
| 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 |
1.0700 |
1.0542 |
0.0158 |
1.5% |
0.0083 |
0.8% |
78% |
True |
False |
194,123 |
| 10 |
1.0762 |
1.0542 |
0.0220 |
2.1% |
0.0079 |
0.7% |
56% |
False |
False |
195,464 |
| 20 |
1.1059 |
1.0542 |
0.0517 |
4.8% |
0.0091 |
0.9% |
24% |
False |
False |
208,019 |
| 40 |
1.1059 |
1.0529 |
0.0530 |
5.0% |
0.0092 |
0.9% |
26% |
False |
False |
201,683 |
| 60 |
1.1059 |
1.0509 |
0.0551 |
5.2% |
0.0090 |
0.8% |
29% |
False |
False |
180,866 |
| 80 |
1.1059 |
0.9835 |
0.1224 |
11.5% |
0.0099 |
0.9% |
68% |
False |
False |
136,549 |
| 100 |
1.1059 |
0.9762 |
0.1297 |
12.2% |
0.0100 |
0.9% |
70% |
False |
False |
109,380 |
| 120 |
1.1059 |
0.9658 |
0.1402 |
13.1% |
0.0104 |
1.0% |
72% |
False |
False |
91,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1235 |
|
2.618 |
1.1029 |
|
1.618 |
1.0903 |
|
1.000 |
1.0826 |
|
0.618 |
1.0777 |
|
HIGH |
1.0700 |
|
0.618 |
1.0651 |
|
0.500 |
1.0637 |
|
0.382 |
1.0622 |
|
LOW |
1.0574 |
|
0.618 |
1.0496 |
|
1.000 |
1.0448 |
|
1.618 |
1.0370 |
|
2.618 |
1.0244 |
|
4.250 |
1.0038 |
|
|
| Fisher Pivots for day following 01-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0656 |
1.0651 |
| PP |
1.0646 |
1.0636 |
| S1 |
1.0637 |
1.0621 |
|