CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 13-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2023 |
13-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0585 |
1.0687 |
0.0103 |
1.0% |
1.0635 |
| High |
1.0702 |
1.0737 |
0.0035 |
0.3% |
1.0702 |
| Low |
1.0549 |
1.0651 |
0.0102 |
1.0% |
1.0528 |
| Close |
1.0644 |
1.0720 |
0.0076 |
0.7% |
1.0644 |
| Range |
0.0153 |
0.0087 |
-0.0067 |
-43.5% |
0.0175 |
| ATR |
0.0088 |
0.0089 |
0.0000 |
0.4% |
0.0000 |
| Volume |
162,990 |
11,478 |
-151,512 |
-93.0% |
1,774,871 |
|
| Daily Pivots for day following 13-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0962 |
1.0927 |
1.0767 |
|
| R3 |
1.0875 |
1.0841 |
1.0743 |
|
| R2 |
1.0789 |
1.0789 |
1.0735 |
|
| R1 |
1.0754 |
1.0754 |
1.0727 |
1.0772 |
| PP |
1.0702 |
1.0702 |
1.0702 |
1.0711 |
| S1 |
1.0668 |
1.0668 |
1.0712 |
1.0685 |
| S2 |
1.0616 |
1.0616 |
1.0704 |
|
| S3 |
1.0529 |
1.0581 |
1.0696 |
|
| S4 |
1.0443 |
1.0495 |
1.0672 |
|
|
| Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1148 |
1.1071 |
1.0740 |
|
| R3 |
1.0974 |
1.0896 |
1.0692 |
|
| R2 |
1.0799 |
1.0799 |
1.0676 |
|
| R1 |
1.0722 |
1.0722 |
1.0660 |
1.0760 |
| PP |
1.0625 |
1.0625 |
1.0625 |
1.0644 |
| S1 |
1.0547 |
1.0547 |
1.0628 |
1.0586 |
| S2 |
1.0450 |
1.0450 |
1.0612 |
|
| S3 |
1.0276 |
1.0373 |
1.0596 |
|
| S4 |
1.0101 |
1.0198 |
1.0548 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0737 |
1.0528 |
0.0210 |
2.0% |
0.0098 |
0.9% |
92% |
True |
False |
313,714 |
| 10 |
1.0737 |
1.0528 |
0.0210 |
2.0% |
0.0091 |
0.8% |
92% |
True |
False |
259,467 |
| 20 |
1.0825 |
1.0528 |
0.0297 |
2.8% |
0.0084 |
0.8% |
65% |
False |
False |
227,105 |
| 40 |
1.1059 |
1.0528 |
0.0532 |
5.0% |
0.0087 |
0.8% |
36% |
False |
False |
213,444 |
| 60 |
1.1059 |
1.0528 |
0.0532 |
5.0% |
0.0089 |
0.8% |
36% |
False |
False |
208,062 |
| 80 |
1.1059 |
1.0317 |
0.0743 |
6.9% |
0.0093 |
0.9% |
54% |
False |
False |
163,564 |
| 100 |
1.1059 |
0.9822 |
0.1238 |
11.5% |
0.0099 |
0.9% |
73% |
False |
False |
131,033 |
| 120 |
1.1059 |
0.9658 |
0.1402 |
13.1% |
0.0103 |
1.0% |
76% |
False |
False |
109,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1105 |
|
2.618 |
1.0963 |
|
1.618 |
1.0877 |
|
1.000 |
1.0824 |
|
0.618 |
1.0790 |
|
HIGH |
1.0737 |
|
0.618 |
1.0704 |
|
0.500 |
1.0694 |
|
0.382 |
1.0684 |
|
LOW |
1.0651 |
|
0.618 |
1.0597 |
|
1.000 |
1.0564 |
|
1.618 |
1.0511 |
|
2.618 |
1.0424 |
|
4.250 |
1.0283 |
|
|
| Fisher Pivots for day following 13-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0711 |
1.0692 |
| PP |
1.0702 |
1.0665 |
| S1 |
1.0694 |
1.0638 |
|