CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 03-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2023 |
03-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0734 |
1.0663 |
-0.0071 |
-0.7% |
1.0617 |
| High |
1.0734 |
1.0703 |
-0.0031 |
-0.3% |
1.0758 |
| Low |
1.0642 |
1.0653 |
0.0011 |
0.1% |
1.0601 |
| Close |
1.0655 |
1.0700 |
0.0045 |
0.4% |
1.0700 |
| Range |
0.0092 |
0.0050 |
-0.0042 |
-45.7% |
0.0157 |
| ATR |
0.0083 |
0.0080 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
24,424 |
37,794 |
13,370 |
54.7% |
92,545 |
|
| Daily Pivots for day following 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0835 |
1.0817 |
1.0727 |
|
| R3 |
1.0785 |
1.0767 |
1.0713 |
|
| R2 |
1.0735 |
1.0735 |
1.0709 |
|
| R1 |
1.0717 |
1.0717 |
1.0704 |
1.0726 |
| PP |
1.0685 |
1.0685 |
1.0685 |
1.0690 |
| S1 |
1.0667 |
1.0667 |
1.0695 |
1.0676 |
| S2 |
1.0635 |
1.0635 |
1.0690 |
|
| S3 |
1.0585 |
1.0617 |
1.0686 |
|
| S4 |
1.0535 |
1.0567 |
1.0672 |
|
|
| Weekly Pivots for week ending 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1157 |
1.1085 |
1.0786 |
|
| R3 |
1.1000 |
1.0928 |
1.0743 |
|
| R2 |
1.0843 |
1.0843 |
1.0728 |
|
| R1 |
1.0771 |
1.0771 |
1.0714 |
1.0807 |
| PP |
1.0686 |
1.0686 |
1.0686 |
1.0704 |
| S1 |
1.0614 |
1.0614 |
1.0685 |
1.0650 |
| S2 |
1.0529 |
1.0529 |
1.0671 |
|
| S3 |
1.0372 |
1.0457 |
1.0656 |
|
| S4 |
1.0215 |
1.0300 |
1.0613 |
|
|
| 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% |
0.0085 |
0.8% |
63% |
False |
False |
18,509 |
| 10 |
1.0777 |
1.0601 |
0.0176 |
1.6% |
0.0077 |
0.7% |
56% |
False |
False |
10,318 |
| 20 |
1.1023 |
1.0601 |
0.0422 |
3.9% |
0.0080 |
0.7% |
23% |
False |
False |
5,887 |
| 40 |
1.1111 |
1.0594 |
0.0517 |
4.8% |
0.0083 |
0.8% |
20% |
False |
False |
3,297 |
| 60 |
1.1111 |
1.0594 |
0.0517 |
4.8% |
0.0079 |
0.7% |
20% |
False |
False |
2,426 |
| 80 |
1.1111 |
1.0119 |
0.0992 |
9.3% |
0.0082 |
0.8% |
59% |
False |
False |
1,892 |
| 100 |
1.1111 |
0.9826 |
0.1285 |
12.0% |
0.0080 |
0.7% |
68% |
False |
False |
1,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0916 |
|
2.618 |
1.0834 |
|
1.618 |
1.0784 |
|
1.000 |
1.0753 |
|
0.618 |
1.0734 |
|
HIGH |
1.0703 |
|
0.618 |
1.0684 |
|
0.500 |
1.0678 |
|
0.382 |
1.0672 |
|
LOW |
1.0653 |
|
0.618 |
1.0622 |
|
1.000 |
1.0603 |
|
1.618 |
1.0572 |
|
2.618 |
1.0522 |
|
4.250 |
1.0441 |
|
|
| Fisher Pivots for day following 03-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0692 |
1.0698 |
| PP |
1.0685 |
1.0697 |
| S1 |
1.0678 |
1.0696 |
|