CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 09-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2023 |
09-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0553 |
1.0548 |
-0.0005 |
0.0% |
1.0554 |
| High |
1.0578 |
1.0593 |
0.0015 |
0.1% |
1.0700 |
| Low |
1.0528 |
1.0540 |
0.0012 |
0.1% |
1.0542 |
| Close |
1.0550 |
1.0578 |
0.0028 |
0.3% |
1.0641 |
| Range |
0.0050 |
0.0053 |
0.0003 |
6.0% |
0.0158 |
| ATR |
0.0086 |
0.0083 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
648,642 |
398,301 |
-250,341 |
-38.6% |
985,532 |
|
| Daily Pivots for day following 09-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0729 |
1.0706 |
1.0607 |
|
| R3 |
1.0676 |
1.0653 |
1.0592 |
|
| R2 |
1.0623 |
1.0623 |
1.0587 |
|
| R1 |
1.0600 |
1.0600 |
1.0582 |
1.0612 |
| PP |
1.0570 |
1.0570 |
1.0570 |
1.0576 |
| S1 |
1.0547 |
1.0547 |
1.0573 |
1.0559 |
| S2 |
1.0517 |
1.0517 |
1.0568 |
|
| S3 |
1.0464 |
1.0494 |
1.0563 |
|
| S4 |
1.0411 |
1.0441 |
1.0548 |
|
|
| 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% |
0.0075 |
0.7% |
29% |
False |
False |
359,336 |
| 10 |
1.0700 |
1.0528 |
0.0172 |
1.6% |
0.0084 |
0.8% |
29% |
False |
False |
279,983 |
| 20 |
1.0825 |
1.0528 |
0.0297 |
2.8% |
0.0080 |
0.8% |
17% |
False |
False |
236,284 |
| 40 |
1.1059 |
1.0528 |
0.0532 |
5.0% |
0.0086 |
0.8% |
9% |
False |
False |
220,113 |
| 60 |
1.1059 |
1.0528 |
0.0532 |
5.0% |
0.0089 |
0.8% |
9% |
False |
False |
211,221 |
| 80 |
1.1059 |
1.0260 |
0.0800 |
7.6% |
0.0094 |
0.9% |
40% |
False |
False |
161,419 |
| 100 |
1.1059 |
0.9822 |
0.1238 |
11.7% |
0.0099 |
0.9% |
61% |
False |
False |
129,308 |
| 120 |
1.1059 |
0.9658 |
0.1402 |
13.2% |
0.0102 |
1.0% |
66% |
False |
False |
107,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0818 |
|
2.618 |
1.0731 |
|
1.618 |
1.0678 |
|
1.000 |
1.0646 |
|
0.618 |
1.0625 |
|
HIGH |
1.0593 |
|
0.618 |
1.0572 |
|
0.500 |
1.0566 |
|
0.382 |
1.0560 |
|
LOW |
1.0540 |
|
0.618 |
1.0507 |
|
1.000 |
1.0487 |
|
1.618 |
1.0454 |
|
2.618 |
1.0401 |
|
4.250 |
1.0314 |
|
|
| Fisher Pivots for day following 09-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0574 |
1.0613 |
| PP |
1.0570 |
1.0601 |
| S1 |
1.0566 |
1.0589 |
|