CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 15-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2023 |
15-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0800 |
1.0797 |
-0.0003 |
0.0% |
1.0694 |
| High |
1.0815 |
1.0823 |
0.0008 |
0.1% |
1.0771 |
| Low |
1.0741 |
1.0581 |
-0.0160 |
-1.5% |
1.0590 |
| Close |
1.0803 |
1.0653 |
-0.0151 |
-1.4% |
1.0710 |
| Range |
0.0075 |
0.0242 |
0.0168 |
224.8% |
0.0181 |
| ATR |
0.0084 |
0.0096 |
0.0011 |
13.3% |
0.0000 |
| Volume |
256,767 |
373,996 |
117,229 |
45.7% |
1,457,487 |
|
| Daily Pivots for day following 15-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1411 |
1.1274 |
1.0786 |
|
| R3 |
1.1169 |
1.1032 |
1.0719 |
|
| R2 |
1.0927 |
1.0927 |
1.0697 |
|
| R1 |
1.0790 |
1.0790 |
1.0675 |
1.0738 |
| PP |
1.0685 |
1.0685 |
1.0685 |
1.0659 |
| S1 |
1.0548 |
1.0548 |
1.0630 |
1.0496 |
| S2 |
1.0443 |
1.0443 |
1.0608 |
|
| S3 |
1.0201 |
1.0306 |
1.0586 |
|
| S4 |
0.9959 |
1.0064 |
1.0519 |
|
|
| 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 |
1.0823 |
1.0581 |
0.0242 |
2.3% |
0.0121 |
1.1% |
30% |
True |
True |
346,387 |
| 10 |
1.0823 |
1.0581 |
0.0242 |
2.3% |
0.0101 |
1.0% |
30% |
True |
True |
250,294 |
| 20 |
1.0823 |
1.0581 |
0.0242 |
2.3% |
0.0089 |
0.8% |
30% |
True |
True |
127,345 |
| 40 |
1.1111 |
1.0581 |
0.0530 |
5.0% |
0.0086 |
0.8% |
14% |
False |
True |
64,142 |
| 60 |
1.1111 |
1.0581 |
0.0530 |
5.0% |
0.0083 |
0.8% |
14% |
False |
True |
42,949 |
| 80 |
1.1111 |
1.0400 |
0.0711 |
6.7% |
0.0082 |
0.8% |
36% |
False |
False |
32,374 |
| 100 |
1.1111 |
0.9889 |
0.1222 |
11.5% |
0.0084 |
0.8% |
63% |
False |
False |
25,961 |
| 120 |
1.1111 |
0.9725 |
0.1386 |
13.0% |
0.0084 |
0.8% |
67% |
False |
False |
21,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1851 |
|
2.618 |
1.1456 |
|
1.618 |
1.1214 |
|
1.000 |
1.1065 |
|
0.618 |
1.0972 |
|
HIGH |
1.0823 |
|
0.618 |
1.0730 |
|
0.500 |
1.0702 |
|
0.382 |
1.0673 |
|
LOW |
1.0581 |
|
0.618 |
1.0431 |
|
1.000 |
1.0339 |
|
1.618 |
1.0189 |
|
2.618 |
0.9947 |
|
4.250 |
0.9552 |
|
|
| Fisher Pivots for day following 15-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0702 |
1.0702 |
| PP |
1.0685 |
1.0685 |
| S1 |
1.0669 |
1.0669 |
|