CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 07-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2023 |
07-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0635 |
1.0686 |
0.0051 |
0.5% |
1.0554 |
| High |
1.0699 |
1.0699 |
-0.0001 |
0.0% |
1.0700 |
| Low |
1.0627 |
1.0550 |
-0.0077 |
-0.7% |
1.0542 |
| Close |
1.0680 |
1.0555 |
-0.0125 |
-1.2% |
1.0641 |
| Range |
0.0073 |
0.0149 |
0.0077 |
105.5% |
0.0158 |
| ATR |
0.0084 |
0.0088 |
0.0005 |
5.6% |
0.0000 |
| Volume |
217,779 |
347,159 |
129,380 |
59.4% |
985,532 |
|
| Daily Pivots for day following 07-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1048 |
1.0951 |
1.0637 |
|
| R3 |
1.0899 |
1.0802 |
1.0596 |
|
| R2 |
1.0750 |
1.0750 |
1.0582 |
|
| R1 |
1.0653 |
1.0653 |
1.0569 |
1.0627 |
| PP |
1.0601 |
1.0601 |
1.0601 |
1.0588 |
| S1 |
1.0504 |
1.0504 |
1.0541 |
1.0478 |
| S2 |
1.0452 |
1.0452 |
1.0528 |
|
| S3 |
1.0303 |
1.0355 |
1.0514 |
|
| S4 |
1.0154 |
1.0206 |
1.0473 |
|
|
| 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 |
1.0550 |
0.0150 |
1.4% |
0.0099 |
0.9% |
4% |
False |
True |
234,222 |
| 10 |
1.0700 |
1.0542 |
0.0158 |
1.5% |
0.0085 |
0.8% |
8% |
False |
False |
208,306 |
| 20 |
1.0825 |
1.0542 |
0.0283 |
2.7% |
0.0082 |
0.8% |
5% |
False |
False |
203,618 |
| 40 |
1.1059 |
1.0542 |
0.0517 |
4.9% |
0.0087 |
0.8% |
3% |
False |
False |
202,633 |
| 60 |
1.1059 |
1.0529 |
0.0530 |
5.0% |
0.0089 |
0.8% |
5% |
False |
False |
195,057 |
| 80 |
1.1059 |
1.0033 |
0.1026 |
9.7% |
0.0097 |
0.9% |
51% |
False |
False |
148,361 |
| 100 |
1.1059 |
0.9762 |
0.1297 |
12.3% |
0.0100 |
0.9% |
61% |
False |
False |
118,848 |
| 120 |
1.1059 |
0.9658 |
0.1402 |
13.3% |
0.0102 |
1.0% |
64% |
False |
False |
99,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1332 |
|
2.618 |
1.1089 |
|
1.618 |
1.0940 |
|
1.000 |
1.0848 |
|
0.618 |
1.0791 |
|
HIGH |
1.0699 |
|
0.618 |
1.0642 |
|
0.500 |
1.0624 |
|
0.382 |
1.0606 |
|
LOW |
1.0550 |
|
0.618 |
1.0457 |
|
1.000 |
1.0401 |
|
1.618 |
1.0308 |
|
2.618 |
1.0159 |
|
4.250 |
0.9916 |
|
|
| Fisher Pivots for day following 07-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0624 |
1.0624 |
| PP |
1.0601 |
1.0601 |
| S1 |
1.0578 |
1.0578 |
|