CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 14-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2023 |
14-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0744 |
1.0800 |
0.0056 |
0.5% |
1.0694 |
| High |
1.0817 |
1.0815 |
-0.0002 |
0.0% |
1.0771 |
| Low |
1.0714 |
1.0741 |
0.0027 |
0.3% |
1.0590 |
| Close |
1.0803 |
1.0803 |
0.0001 |
0.0% |
1.0710 |
| Range |
0.0103 |
0.0075 |
-0.0029 |
-27.7% |
0.0181 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
352,479 |
256,767 |
-95,712 |
-27.2% |
1,457,487 |
|
| Daily Pivots for day following 14-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1010 |
1.0981 |
1.0844 |
|
| R3 |
1.0935 |
1.0906 |
1.0823 |
|
| R2 |
1.0861 |
1.0861 |
1.0817 |
|
| R1 |
1.0832 |
1.0832 |
1.0810 |
1.0846 |
| PP |
1.0786 |
1.0786 |
1.0786 |
1.0793 |
| S1 |
1.0757 |
1.0757 |
1.0796 |
1.0772 |
| S2 |
1.0712 |
1.0712 |
1.0789 |
|
| S3 |
1.0637 |
1.0683 |
1.0783 |
|
| S4 |
1.0563 |
1.0608 |
1.0762 |
|
|
| 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% |
0.0082 |
0.8% |
94% |
False |
False |
367,210 |
| 10 |
1.0817 |
1.0590 |
0.0227 |
2.1% |
0.0090 |
0.8% |
94% |
False |
False |
214,435 |
| 20 |
1.0880 |
1.0590 |
0.0290 |
2.7% |
0.0082 |
0.8% |
73% |
False |
False |
108,742 |
| 40 |
1.1111 |
1.0590 |
0.0521 |
4.8% |
0.0082 |
0.8% |
41% |
False |
False |
54,820 |
| 60 |
1.1111 |
1.0590 |
0.0521 |
4.8% |
0.0081 |
0.7% |
41% |
False |
False |
36,727 |
| 80 |
1.1111 |
1.0400 |
0.0711 |
6.6% |
0.0079 |
0.7% |
57% |
False |
False |
27,705 |
| 100 |
1.1111 |
0.9889 |
0.1222 |
11.3% |
0.0083 |
0.8% |
75% |
False |
False |
22,228 |
| 120 |
1.1111 |
0.9725 |
0.1386 |
12.8% |
0.0083 |
0.8% |
78% |
False |
False |
18,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1132 |
|
2.618 |
1.1010 |
|
1.618 |
1.0936 |
|
1.000 |
1.0890 |
|
0.618 |
1.0861 |
|
HIGH |
1.0815 |
|
0.618 |
1.0787 |
|
0.500 |
1.0778 |
|
0.382 |
1.0769 |
|
LOW |
1.0741 |
|
0.618 |
1.0694 |
|
1.000 |
1.0666 |
|
1.618 |
1.0620 |
|
2.618 |
1.0545 |
|
4.250 |
1.0424 |
|
|
| Fisher Pivots for day following 14-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0795 |
1.0778 |
| PP |
1.0786 |
1.0753 |
| S1 |
1.0778 |
1.0728 |
|