CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 03-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2023 |
03-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0678 |
1.0603 |
-0.0075 |
-0.7% |
1.0554 |
| High |
1.0679 |
1.0644 |
-0.0035 |
-0.3% |
1.0700 |
| Low |
1.0582 |
1.0594 |
0.0012 |
0.1% |
1.0542 |
| Close |
1.0597 |
1.0641 |
0.0044 |
0.4% |
1.0641 |
| Range |
0.0097 |
0.0051 |
-0.0047 |
-47.9% |
0.0158 |
| ATR |
0.0087 |
0.0085 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
198,643 |
184,802 |
-13,841 |
-7.0% |
985,532 |
|
| Daily Pivots for day following 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0778 |
1.0760 |
1.0668 |
|
| R3 |
1.0727 |
1.0709 |
1.0654 |
|
| R2 |
1.0677 |
1.0677 |
1.0650 |
|
| R1 |
1.0659 |
1.0659 |
1.0645 |
1.0668 |
| PP |
1.0626 |
1.0626 |
1.0626 |
1.0631 |
| S1 |
1.0608 |
1.0608 |
1.0636 |
1.0617 |
| S2 |
1.0576 |
1.0576 |
1.0631 |
|
| S3 |
1.0525 |
1.0558 |
1.0627 |
|
| S4 |
1.0475 |
1.0507 |
1.0613 |
|
|
| Weekly Pivots for week ending 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1100 |
1.1028 |
1.0727 |
|
| R3 |
1.0942 |
1.0870 |
1.0684 |
|
| R2 |
1.0785 |
1.0785 |
1.0669 |
|
| R1 |
1.0713 |
1.0713 |
1.0655 |
1.0749 |
| PP |
1.0627 |
1.0627 |
1.0627 |
1.0645 |
| S1 |
1.0555 |
1.0555 |
1.0626 |
1.0591 |
| S2 |
1.0470 |
1.0470 |
1.0612 |
|
| S3 |
1.0312 |
1.0398 |
1.0597 |
|
| S4 |
1.0155 |
1.0240 |
1.0554 |
|
|
| 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% |
0.0086 |
0.8% |
63% |
False |
False |
197,106 |
| 10 |
1.0719 |
1.0542 |
0.0177 |
1.7% |
0.0078 |
0.7% |
56% |
False |
False |
196,031 |
| 20 |
1.0965 |
1.0542 |
0.0423 |
4.0% |
0.0083 |
0.8% |
23% |
False |
False |
198,855 |
| 40 |
1.1059 |
1.0529 |
0.0530 |
5.0% |
0.0089 |
0.8% |
21% |
False |
False |
199,509 |
| 60 |
1.1059 |
1.0521 |
0.0538 |
5.1% |
0.0089 |
0.8% |
22% |
False |
False |
186,860 |
| 80 |
1.1059 |
1.0025 |
0.1034 |
9.7% |
0.0097 |
0.9% |
60% |
False |
False |
141,317 |
| 100 |
1.1059 |
0.9762 |
0.1297 |
12.2% |
0.0099 |
0.9% |
68% |
False |
False |
113,209 |
| 120 |
1.1059 |
0.9658 |
0.1402 |
13.2% |
0.0103 |
1.0% |
70% |
False |
False |
94,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0859 |
|
2.618 |
1.0776 |
|
1.618 |
1.0726 |
|
1.000 |
1.0695 |
|
0.618 |
1.0675 |
|
HIGH |
1.0644 |
|
0.618 |
1.0625 |
|
0.500 |
1.0619 |
|
0.382 |
1.0613 |
|
LOW |
1.0594 |
|
0.618 |
1.0562 |
|
1.000 |
1.0543 |
|
1.618 |
1.0512 |
|
2.618 |
1.0461 |
|
4.250 |
1.0379 |
|
|
| Fisher Pivots for day following 03-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0633 |
1.0639 |
| PP |
1.0626 |
1.0638 |
| S1 |
1.0619 |
1.0637 |
|