CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 07-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2023 |
07-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0694 |
1.0745 |
0.0051 |
0.5% |
1.0617 |
| High |
1.0759 |
1.0758 |
-0.0001 |
0.0% |
1.0758 |
| Low |
1.0686 |
1.0612 |
-0.0074 |
-0.7% |
1.0601 |
| Close |
1.0740 |
1.0617 |
-0.0123 |
-1.1% |
1.0700 |
| Range |
0.0073 |
0.0146 |
0.0073 |
100.0% |
0.0157 |
| ATR |
0.0080 |
0.0084 |
0.0005 |
5.9% |
0.0000 |
| Volume |
72,808 |
157,874 |
85,066 |
116.8% |
92,545 |
|
| Daily Pivots for day following 07-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1100 |
1.1005 |
1.0697 |
|
| R3 |
1.0954 |
1.0859 |
1.0657 |
|
| R2 |
1.0808 |
1.0808 |
1.0644 |
|
| R1 |
1.0713 |
1.0713 |
1.0630 |
1.0688 |
| PP |
1.0662 |
1.0662 |
1.0662 |
1.0650 |
| S1 |
1.0567 |
1.0567 |
1.0604 |
1.0542 |
| S2 |
1.0516 |
1.0516 |
1.0590 |
|
| S3 |
1.0370 |
1.0421 |
1.0577 |
|
| S4 |
1.0224 |
1.0275 |
1.0537 |
|
|
| 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 |
1.0759 |
1.0612 |
0.0147 |
1.4% |
0.0097 |
0.9% |
3% |
False |
True |
61,661 |
| 10 |
1.0759 |
1.0601 |
0.0158 |
1.5% |
0.0083 |
0.8% |
10% |
False |
False |
33,118 |
| 20 |
1.0880 |
1.0601 |
0.0279 |
2.6% |
0.0079 |
0.7% |
6% |
False |
False |
17,261 |
| 40 |
1.1111 |
1.0601 |
0.0510 |
4.8% |
0.0082 |
0.8% |
3% |
False |
False |
9,021 |
| 60 |
1.1111 |
1.0594 |
0.0517 |
4.9% |
0.0081 |
0.8% |
4% |
False |
False |
6,186 |
| 80 |
1.1111 |
1.0150 |
0.0961 |
9.0% |
0.0082 |
0.8% |
49% |
False |
False |
4,775 |
| 100 |
1.1111 |
0.9826 |
0.1285 |
12.1% |
0.0082 |
0.8% |
62% |
False |
False |
3,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1379 |
|
2.618 |
1.1140 |
|
1.618 |
1.0994 |
|
1.000 |
1.0904 |
|
0.618 |
1.0848 |
|
HIGH |
1.0758 |
|
0.618 |
1.0702 |
|
0.500 |
1.0685 |
|
0.382 |
1.0668 |
|
LOW |
1.0612 |
|
0.618 |
1.0522 |
|
1.000 |
1.0466 |
|
1.618 |
1.0376 |
|
2.618 |
1.0230 |
|
4.250 |
0.9992 |
|
|
| Fisher Pivots for day following 07-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0685 |
1.0685 |
| PP |
1.0662 |
1.0663 |
| S1 |
1.0640 |
1.0640 |
|