CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 21-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2023 |
21-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0734 |
1.0782 |
0.0048 |
0.4% |
1.0744 |
| High |
1.0791 |
1.0845 |
0.0054 |
0.5% |
1.0823 |
| Low |
1.0691 |
1.0762 |
0.0071 |
0.7% |
1.0581 |
| Close |
1.0782 |
1.0821 |
0.0040 |
0.4% |
1.0741 |
| Range |
0.0100 |
0.0083 |
-0.0017 |
-17.0% |
0.0242 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
201,241 |
177,916 |
-23,325 |
-11.6% |
1,481,268 |
|
| Daily Pivots for day following 21-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1058 |
1.1023 |
1.0867 |
|
| R3 |
1.0975 |
1.0940 |
1.0844 |
|
| R2 |
1.0892 |
1.0892 |
1.0836 |
|
| R1 |
1.0857 |
1.0857 |
1.0829 |
1.0874 |
| PP |
1.0809 |
1.0809 |
1.0809 |
1.0818 |
| S1 |
1.0774 |
1.0774 |
1.0813 |
1.0791 |
| S2 |
1.0726 |
1.0726 |
1.0806 |
|
| S3 |
1.0643 |
1.0691 |
1.0798 |
|
| S4 |
1.0560 |
1.0608 |
1.0775 |
|
|
| 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 |
1.0845 |
1.0581 |
0.0264 |
2.4% |
0.0117 |
1.1% |
91% |
True |
False |
250,235 |
| 10 |
1.0845 |
1.0581 |
0.0264 |
2.4% |
0.0099 |
0.9% |
91% |
True |
False |
308,723 |
| 20 |
1.0845 |
1.0581 |
0.0264 |
2.4% |
0.0091 |
0.8% |
91% |
True |
False |
170,920 |
| 40 |
1.1111 |
1.0581 |
0.0530 |
4.9% |
0.0087 |
0.8% |
45% |
False |
False |
86,014 |
| 60 |
1.1111 |
1.0581 |
0.0530 |
4.9% |
0.0085 |
0.8% |
45% |
False |
False |
57,541 |
| 80 |
1.1111 |
1.0478 |
0.0633 |
5.8% |
0.0084 |
0.8% |
54% |
False |
False |
43,334 |
| 100 |
1.1111 |
0.9920 |
0.1191 |
11.0% |
0.0084 |
0.8% |
76% |
False |
False |
34,699 |
| 120 |
1.1111 |
0.9725 |
0.1386 |
12.8% |
0.0083 |
0.8% |
79% |
False |
False |
28,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1197 |
|
2.618 |
1.1062 |
|
1.618 |
1.0979 |
|
1.000 |
1.0928 |
|
0.618 |
1.0896 |
|
HIGH |
1.0845 |
|
0.618 |
1.0813 |
|
0.500 |
1.0803 |
|
0.382 |
1.0793 |
|
LOW |
1.0762 |
|
0.618 |
1.0710 |
|
1.000 |
1.0679 |
|
1.618 |
1.0627 |
|
2.618 |
1.0544 |
|
4.250 |
1.0409 |
|
|
| Fisher Pivots for day following 21-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0815 |
1.0800 |
| PP |
1.0809 |
1.0778 |
| S1 |
1.0803 |
1.0757 |
|