CME Euro FX (E) Future June 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 |
1.0617 |
1.0605 |
-0.0013 |
-0.1% |
1.0617 |
| High |
1.0640 |
1.0655 |
0.0015 |
0.1% |
1.0758 |
| Low |
1.0590 |
1.0603 |
0.0013 |
0.1% |
1.0601 |
| Close |
1.0613 |
1.0641 |
0.0028 |
0.3% |
1.0700 |
| Range |
0.0050 |
0.0053 |
0.0003 |
5.0% |
0.0157 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
478,110 |
322,442 |
-155,668 |
-32.6% |
92,545 |
|
| Daily Pivots for day following 09-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0790 |
1.0768 |
1.0669 |
|
| R3 |
1.0738 |
1.0715 |
1.0655 |
|
| R2 |
1.0685 |
1.0685 |
1.0650 |
|
| R1 |
1.0663 |
1.0663 |
1.0645 |
1.0674 |
| PP |
1.0633 |
1.0633 |
1.0633 |
1.0638 |
| S1 |
1.0610 |
1.0610 |
1.0636 |
1.0622 |
| S2 |
1.0580 |
1.0580 |
1.0631 |
|
| S3 |
1.0528 |
1.0558 |
1.0626 |
|
| S4 |
1.0475 |
1.0505 |
1.0612 |
|
|
| 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 |
1.0590 |
0.0169 |
1.6% |
0.0074 |
0.7% |
30% |
False |
False |
213,805 |
| 10 |
1.0759 |
1.0590 |
0.0169 |
1.6% |
0.0082 |
0.8% |
30% |
False |
False |
112,740 |
| 20 |
1.0880 |
1.0590 |
0.0290 |
2.7% |
0.0078 |
0.7% |
17% |
False |
False |
57,227 |
| 40 |
1.1111 |
1.0590 |
0.0521 |
4.9% |
0.0081 |
0.8% |
10% |
False |
False |
29,017 |
| 60 |
1.1111 |
1.0590 |
0.0521 |
4.9% |
0.0080 |
0.8% |
10% |
False |
False |
19,507 |
| 80 |
1.1111 |
1.0334 |
0.0777 |
7.3% |
0.0080 |
0.8% |
40% |
False |
False |
14,770 |
| 100 |
1.1111 |
0.9889 |
0.1222 |
11.5% |
0.0082 |
0.8% |
62% |
False |
False |
11,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0878 |
|
2.618 |
1.0792 |
|
1.618 |
1.0740 |
|
1.000 |
1.0708 |
|
0.618 |
1.0687 |
|
HIGH |
1.0655 |
|
0.618 |
1.0635 |
|
0.500 |
1.0629 |
|
0.382 |
1.0623 |
|
LOW |
1.0603 |
|
0.618 |
1.0570 |
|
1.000 |
1.0550 |
|
1.618 |
1.0518 |
|
2.618 |
1.0465 |
|
4.250 |
1.0379 |
|
|
| Fisher Pivots for day following 09-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0637 |
1.0674 |
| PP |
1.0633 |
1.0663 |
| S1 |
1.0629 |
1.0652 |
|