CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 16-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2023 |
16-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0797 |
1.0641 |
-0.0156 |
-1.4% |
1.0694 |
| High |
1.0823 |
1.0696 |
-0.0127 |
-1.2% |
1.0771 |
| Low |
1.0581 |
1.0613 |
0.0032 |
0.3% |
1.0590 |
| Close |
1.0653 |
1.0672 |
0.0020 |
0.2% |
1.0710 |
| Range |
0.0242 |
0.0083 |
-0.0159 |
-65.7% |
0.0181 |
| ATR |
0.0096 |
0.0095 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
373,996 |
297,532 |
-76,464 |
-20.4% |
1,457,487 |
|
| Daily Pivots for day following 16-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0909 |
1.0874 |
1.0718 |
|
| R3 |
1.0826 |
1.0791 |
1.0695 |
|
| R2 |
1.0743 |
1.0743 |
1.0687 |
|
| R1 |
1.0708 |
1.0708 |
1.0680 |
1.0725 |
| PP |
1.0660 |
1.0660 |
1.0660 |
1.0669 |
| S1 |
1.0625 |
1.0625 |
1.0664 |
1.0642 |
| S2 |
1.0577 |
1.0577 |
1.0657 |
|
| S3 |
1.0494 |
1.0542 |
1.0649 |
|
| S4 |
1.0411 |
1.0459 |
1.0626 |
|
|
| 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% |
0.0127 |
1.2% |
38% |
False |
False |
341,405 |
| 10 |
1.0823 |
1.0581 |
0.0242 |
2.3% |
0.0100 |
0.9% |
38% |
False |
False |
277,605 |
| 20 |
1.0823 |
1.0581 |
0.0242 |
2.3% |
0.0089 |
0.8% |
38% |
False |
False |
142,152 |
| 40 |
1.1111 |
1.0581 |
0.0530 |
5.0% |
0.0085 |
0.8% |
17% |
False |
False |
71,564 |
| 60 |
1.1111 |
1.0581 |
0.0530 |
5.0% |
0.0083 |
0.8% |
17% |
False |
False |
47,899 |
| 80 |
1.1111 |
1.0400 |
0.0711 |
6.7% |
0.0082 |
0.8% |
38% |
False |
False |
36,093 |
| 100 |
1.1111 |
0.9889 |
0.1222 |
11.4% |
0.0085 |
0.8% |
64% |
False |
False |
28,917 |
| 120 |
1.1111 |
0.9725 |
0.1386 |
13.0% |
0.0084 |
0.8% |
68% |
False |
False |
24,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1048 |
|
2.618 |
1.0913 |
|
1.618 |
1.0830 |
|
1.000 |
1.0779 |
|
0.618 |
1.0747 |
|
HIGH |
1.0696 |
|
0.618 |
1.0664 |
|
0.500 |
1.0654 |
|
0.382 |
1.0644 |
|
LOW |
1.0613 |
|
0.618 |
1.0561 |
|
1.000 |
1.0530 |
|
1.618 |
1.0478 |
|
2.618 |
1.0395 |
|
4.250 |
1.0260 |
|
|
| Fisher Pivots for day following 16-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0666 |
1.0702 |
| PP |
1.0660 |
1.0692 |
| S1 |
1.0654 |
1.0682 |
|