CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 20-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2023 |
20-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0669 |
1.0734 |
0.0065 |
0.6% |
1.0744 |
| High |
1.0744 |
1.0791 |
0.0047 |
0.4% |
1.0823 |
| Low |
1.0669 |
1.0691 |
0.0022 |
0.2% |
1.0581 |
| Close |
1.0741 |
1.0782 |
0.0041 |
0.4% |
1.0741 |
| Range |
0.0076 |
0.0100 |
0.0025 |
32.5% |
0.0242 |
| ATR |
0.0093 |
0.0094 |
0.0000 |
0.5% |
0.0000 |
| Volume |
200,494 |
201,241 |
747 |
0.4% |
1,481,268 |
|
| Daily Pivots for day following 20-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1054 |
1.1018 |
1.0837 |
|
| R3 |
1.0954 |
1.0918 |
1.0809 |
|
| R2 |
1.0854 |
1.0854 |
1.0800 |
|
| R1 |
1.0818 |
1.0818 |
1.0791 |
1.0836 |
| PP |
1.0754 |
1.0754 |
1.0754 |
1.0763 |
| S1 |
1.0718 |
1.0718 |
1.0772 |
1.0736 |
| S2 |
1.0654 |
1.0654 |
1.0763 |
|
| S3 |
1.0554 |
1.0618 |
1.0754 |
|
| S4 |
1.0454 |
1.0518 |
1.0727 |
|
|
| Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1441 |
1.1333 |
1.0874 |
|
| R3 |
1.1199 |
1.1091 |
1.0807 |
|
| R2 |
1.0957 |
1.0957 |
1.0785 |
|
| R1 |
1.0849 |
1.0849 |
1.0763 |
1.0782 |
| PP |
1.0715 |
1.0715 |
1.0715 |
1.0681 |
| S1 |
1.0607 |
1.0607 |
1.0718 |
1.0540 |
| S2 |
1.0473 |
1.0473 |
1.0696 |
|
| S3 |
1.0231 |
1.0365 |
1.0674 |
|
| S4 |
0.9989 |
1.0123 |
1.0607 |
|
|
| 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 |
2.2% |
0.0115 |
1.1% |
83% |
False |
False |
266,006 |
| 10 |
1.0823 |
1.0581 |
0.0242 |
2.2% |
0.0106 |
1.0% |
83% |
False |
False |
306,718 |
| 20 |
1.0823 |
1.0581 |
0.0242 |
2.2% |
0.0091 |
0.8% |
83% |
False |
False |
162,080 |
| 40 |
1.1111 |
1.0581 |
0.0530 |
4.9% |
0.0087 |
0.8% |
38% |
False |
False |
81,576 |
| 60 |
1.1111 |
1.0581 |
0.0530 |
4.9% |
0.0084 |
0.8% |
38% |
False |
False |
54,583 |
| 80 |
1.1111 |
1.0414 |
0.0697 |
6.5% |
0.0083 |
0.8% |
53% |
False |
False |
41,113 |
| 100 |
1.1111 |
0.9920 |
0.1191 |
11.0% |
0.0084 |
0.8% |
72% |
False |
False |
32,926 |
| 120 |
1.1111 |
0.9725 |
0.1386 |
12.9% |
0.0083 |
0.8% |
76% |
False |
False |
27,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1216 |
|
2.618 |
1.1052 |
|
1.618 |
1.0952 |
|
1.000 |
1.0891 |
|
0.618 |
1.0852 |
|
HIGH |
1.0791 |
|
0.618 |
1.0752 |
|
0.500 |
1.0741 |
|
0.382 |
1.0729 |
|
LOW |
1.0691 |
|
0.618 |
1.0629 |
|
1.000 |
1.0591 |
|
1.618 |
1.0529 |
|
2.618 |
1.0429 |
|
4.250 |
1.0266 |
|
|
| Fisher Pivots for day following 20-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0768 |
1.0755 |
| PP |
1.0754 |
1.0728 |
| S1 |
1.0741 |
1.0702 |
|