CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 08-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2023 |
08-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0686 |
1.0553 |
-0.0133 |
-1.2% |
1.0554 |
| High |
1.0699 |
1.0578 |
-0.0121 |
-1.1% |
1.0700 |
| Low |
1.0550 |
1.0528 |
-0.0022 |
-0.2% |
1.0542 |
| Close |
1.0555 |
1.0550 |
-0.0006 |
-0.1% |
1.0641 |
| Range |
0.0149 |
0.0050 |
-0.0099 |
-66.4% |
0.0158 |
| ATR |
0.0088 |
0.0086 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
347,159 |
648,642 |
301,483 |
86.8% |
985,532 |
|
| Daily Pivots for day following 08-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0702 |
1.0676 |
1.0577 |
|
| R3 |
1.0652 |
1.0626 |
1.0563 |
|
| R2 |
1.0602 |
1.0602 |
1.0559 |
|
| R1 |
1.0576 |
1.0576 |
1.0554 |
1.0564 |
| PP |
1.0552 |
1.0552 |
1.0552 |
1.0546 |
| S1 |
1.0526 |
1.0526 |
1.0545 |
1.0514 |
| S2 |
1.0502 |
1.0502 |
1.0540 |
|
| S3 |
1.0452 |
1.0476 |
1.0536 |
|
| S4 |
1.0402 |
1.0426 |
1.0522 |
|
|
| 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 |
1.0699 |
1.0528 |
0.0172 |
1.6% |
0.0084 |
0.8% |
13% |
False |
True |
319,405 |
| 10 |
1.0700 |
1.0528 |
0.0172 |
1.6% |
0.0083 |
0.8% |
13% |
False |
True |
256,764 |
| 20 |
1.0825 |
1.0528 |
0.0297 |
2.8% |
0.0080 |
0.8% |
7% |
False |
True |
223,960 |
| 40 |
1.1059 |
1.0528 |
0.0532 |
5.0% |
0.0086 |
0.8% |
4% |
False |
True |
213,857 |
| 60 |
1.1059 |
1.0528 |
0.0532 |
5.0% |
0.0089 |
0.8% |
4% |
False |
True |
205,449 |
| 80 |
1.1059 |
1.0033 |
0.1026 |
9.7% |
0.0096 |
0.9% |
50% |
False |
False |
156,461 |
| 100 |
1.1059 |
0.9762 |
0.1297 |
12.3% |
0.0100 |
0.9% |
61% |
False |
False |
125,330 |
| 120 |
1.1059 |
0.9658 |
0.1402 |
13.3% |
0.0102 |
1.0% |
64% |
False |
False |
104,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0790 |
|
2.618 |
1.0708 |
|
1.618 |
1.0658 |
|
1.000 |
1.0628 |
|
0.618 |
1.0608 |
|
HIGH |
1.0578 |
|
0.618 |
1.0558 |
|
0.500 |
1.0553 |
|
0.382 |
1.0547 |
|
LOW |
1.0528 |
|
0.618 |
1.0497 |
|
1.000 |
1.0478 |
|
1.618 |
1.0447 |
|
2.618 |
1.0397 |
|
4.250 |
1.0315 |
|
|
| Fisher Pivots for day following 08-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0553 |
1.0613 |
| PP |
1.0552 |
1.0592 |
| S1 |
1.0551 |
1.0571 |
|