CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 01-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2023 |
01-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0676 |
1.0645 |
-0.0031 |
-0.3% |
1.0754 |
| High |
1.0713 |
1.0758 |
0.0045 |
0.4% |
1.0777 |
| Low |
1.0642 |
1.0635 |
-0.0007 |
-0.1% |
1.0605 |
| Close |
1.0652 |
1.0725 |
0.0073 |
0.7% |
1.0620 |
| Range |
0.0072 |
0.0124 |
0.0052 |
72.7% |
0.0172 |
| ATR |
0.0079 |
0.0082 |
0.0003 |
4.1% |
0.0000 |
| Volume |
10,142 |
15,406 |
5,264 |
51.9% |
9,073 |
|
| Daily Pivots for day following 01-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1076 |
1.1024 |
1.0792 |
|
| R3 |
1.0953 |
1.0900 |
1.0758 |
|
| R2 |
1.0829 |
1.0829 |
1.0747 |
|
| R1 |
1.0777 |
1.0777 |
1.0736 |
1.0803 |
| PP |
1.0706 |
1.0706 |
1.0706 |
1.0719 |
| S1 |
1.0653 |
1.0653 |
1.0713 |
1.0680 |
| S2 |
1.0582 |
1.0582 |
1.0702 |
|
| S3 |
1.0459 |
1.0530 |
1.0691 |
|
| S4 |
1.0335 |
1.0406 |
1.0657 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1182 |
1.1072 |
1.0714 |
|
| R3 |
1.1010 |
1.0901 |
1.0667 |
|
| R2 |
1.0839 |
1.0839 |
1.0651 |
|
| R1 |
1.0729 |
1.0729 |
1.0636 |
1.0698 |
| PP |
1.0667 |
1.0667 |
1.0667 |
1.0652 |
| S1 |
1.0558 |
1.0558 |
1.0604 |
1.0527 |
| S2 |
1.0496 |
1.0496 |
1.0589 |
|
| S3 |
1.0324 |
1.0386 |
1.0573 |
|
| S4 |
1.0153 |
1.0215 |
1.0526 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0758 |
1.0601 |
0.0157 |
1.5% |
0.0082 |
0.8% |
79% |
True |
False |
7,344 |
| 10 |
1.0819 |
1.0601 |
0.0218 |
2.0% |
0.0077 |
0.7% |
57% |
False |
False |
4,396 |
| 20 |
1.1111 |
1.0601 |
0.0510 |
4.8% |
0.0087 |
0.8% |
24% |
False |
False |
2,877 |
| 40 |
1.1111 |
1.0594 |
0.0517 |
4.8% |
0.0085 |
0.8% |
25% |
False |
False |
1,761 |
| 60 |
1.1111 |
1.0580 |
0.0531 |
5.0% |
0.0080 |
0.7% |
27% |
False |
False |
1,426 |
| 80 |
1.1111 |
0.9920 |
0.1191 |
11.1% |
0.0084 |
0.8% |
68% |
False |
False |
1,115 |
| 100 |
1.1111 |
0.9826 |
0.1285 |
12.0% |
0.0080 |
0.7% |
70% |
False |
False |
951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1283 |
|
2.618 |
1.1081 |
|
1.618 |
1.0958 |
|
1.000 |
1.0882 |
|
0.618 |
1.0834 |
|
HIGH |
1.0758 |
|
0.618 |
1.0711 |
|
0.500 |
1.0696 |
|
0.382 |
1.0682 |
|
LOW |
1.0635 |
|
0.618 |
1.0558 |
|
1.000 |
1.0511 |
|
1.618 |
1.0435 |
|
2.618 |
1.0311 |
|
4.250 |
1.0110 |
|
|
| Fisher Pivots for day following 01-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0715 |
1.0710 |
| PP |
1.0706 |
1.0695 |
| S1 |
1.0696 |
1.0680 |
|