CME Euro FX (E) Future June 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 |
1.0648 |
1.0744 |
0.0097 |
0.9% |
1.0694 |
| High |
1.0771 |
1.0817 |
0.0046 |
0.4% |
1.0771 |
| Low |
1.0640 |
1.0714 |
0.0074 |
0.7% |
1.0590 |
| Close |
1.0710 |
1.0803 |
0.0093 |
0.9% |
1.0710 |
| Range |
0.0131 |
0.0103 |
-0.0028 |
-21.1% |
0.0181 |
| ATR |
0.0084 |
0.0085 |
0.0002 |
2.0% |
0.0000 |
| Volume |
426,253 |
352,479 |
-73,774 |
-17.3% |
1,457,487 |
|
| Daily Pivots for day following 13-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1087 |
1.1048 |
1.0859 |
|
| R3 |
1.0984 |
1.0945 |
1.0831 |
|
| R2 |
1.0881 |
1.0881 |
1.0821 |
|
| R1 |
1.0842 |
1.0842 |
1.0812 |
1.0861 |
| PP |
1.0778 |
1.0778 |
1.0778 |
1.0787 |
| S1 |
1.0739 |
1.0739 |
1.0793 |
1.0758 |
| S2 |
1.0675 |
1.0675 |
1.0784 |
|
| S3 |
1.0572 |
1.0636 |
1.0774 |
|
| S4 |
1.0469 |
1.0533 |
1.0746 |
|
|
| Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1232 |
1.1151 |
1.0809 |
|
| R3 |
1.1051 |
1.0971 |
1.0760 |
|
| R2 |
1.0871 |
1.0871 |
1.0743 |
|
| R1 |
1.0790 |
1.0790 |
1.0727 |
1.0831 |
| PP |
1.0690 |
1.0690 |
1.0690 |
1.0710 |
| S1 |
1.0610 |
1.0610 |
1.0693 |
1.0650 |
| S2 |
1.0510 |
1.0510 |
1.0677 |
|
| S3 |
1.0329 |
1.0429 |
1.0660 |
|
| S4 |
1.0149 |
1.0249 |
1.0611 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0817 |
1.0590 |
0.0227 |
2.1% |
0.0096 |
0.9% |
94% |
True |
False |
347,431 |
| 10 |
1.0817 |
1.0590 |
0.0227 |
2.1% |
0.0089 |
0.8% |
94% |
True |
False |
189,773 |
| 20 |
1.0880 |
1.0590 |
0.0290 |
2.7% |
0.0081 |
0.8% |
73% |
False |
False |
95,979 |
| 40 |
1.1111 |
1.0590 |
0.0521 |
4.8% |
0.0082 |
0.8% |
41% |
False |
False |
48,418 |
| 60 |
1.1111 |
1.0590 |
0.0521 |
4.8% |
0.0081 |
0.7% |
41% |
False |
False |
32,451 |
| 80 |
1.1111 |
1.0400 |
0.0711 |
6.6% |
0.0080 |
0.7% |
57% |
False |
False |
24,500 |
| 100 |
1.1111 |
0.9889 |
0.1222 |
11.3% |
0.0082 |
0.8% |
75% |
False |
False |
19,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1254 |
|
2.618 |
1.1086 |
|
1.618 |
1.0983 |
|
1.000 |
1.0920 |
|
0.618 |
1.0880 |
|
HIGH |
1.0817 |
|
0.618 |
1.0777 |
|
0.500 |
1.0765 |
|
0.382 |
1.0753 |
|
LOW |
1.0714 |
|
0.618 |
1.0650 |
|
1.000 |
1.0611 |
|
1.618 |
1.0547 |
|
2.618 |
1.0444 |
|
4.250 |
1.0276 |
|
|
| Fisher Pivots for day following 13-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0790 |
1.0772 |
| PP |
1.0778 |
1.0741 |
| S1 |
1.0765 |
1.0710 |
|