CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 22-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2023 |
22-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0782 |
1.0826 |
0.0044 |
0.4% |
1.0744 |
| High |
1.0845 |
1.0968 |
0.0124 |
1.1% |
1.0823 |
| Low |
1.0762 |
1.0814 |
0.0053 |
0.5% |
1.0581 |
| Close |
1.0821 |
1.0935 |
0.0114 |
1.1% |
1.0741 |
| Range |
0.0083 |
0.0154 |
0.0071 |
85.5% |
0.0242 |
| ATR |
0.0093 |
0.0097 |
0.0004 |
4.7% |
0.0000 |
| Volume |
177,916 |
211,504 |
33,588 |
18.9% |
1,481,268 |
|
| Daily Pivots for day following 22-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1368 |
1.1305 |
1.1020 |
|
| R3 |
1.1214 |
1.1151 |
1.0977 |
|
| R2 |
1.1060 |
1.1060 |
1.0963 |
|
| R1 |
1.0997 |
1.0997 |
1.0949 |
1.1029 |
| PP |
1.0906 |
1.0906 |
1.0906 |
1.0921 |
| S1 |
1.0843 |
1.0843 |
1.0921 |
1.0875 |
| S2 |
1.0752 |
1.0752 |
1.0907 |
|
| S3 |
1.0598 |
1.0689 |
1.0893 |
|
| S4 |
1.0444 |
1.0535 |
1.0850 |
|
|
| 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 |
1.0968 |
1.0613 |
0.0356 |
3.3% |
0.0099 |
0.9% |
91% |
True |
False |
217,737 |
| 10 |
1.0968 |
1.0581 |
0.0388 |
3.5% |
0.0110 |
1.0% |
91% |
True |
False |
282,062 |
| 20 |
1.0968 |
1.0581 |
0.0388 |
3.5% |
0.0096 |
0.9% |
91% |
True |
False |
181,417 |
| 40 |
1.1111 |
1.0581 |
0.0530 |
4.8% |
0.0089 |
0.8% |
67% |
False |
False |
91,285 |
| 60 |
1.1111 |
1.0581 |
0.0530 |
4.8% |
0.0086 |
0.8% |
67% |
False |
False |
61,055 |
| 80 |
1.1111 |
1.0478 |
0.0633 |
5.8% |
0.0085 |
0.8% |
72% |
False |
False |
45,976 |
| 100 |
1.1111 |
0.9920 |
0.1191 |
10.9% |
0.0085 |
0.8% |
85% |
False |
False |
36,812 |
| 120 |
1.1111 |
0.9826 |
0.1285 |
11.7% |
0.0083 |
0.8% |
86% |
False |
False |
30,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1623 |
|
2.618 |
1.1371 |
|
1.618 |
1.1217 |
|
1.000 |
1.1122 |
|
0.618 |
1.1063 |
|
HIGH |
1.0968 |
|
0.618 |
1.0909 |
|
0.500 |
1.0891 |
|
0.382 |
1.0873 |
|
LOW |
1.0814 |
|
0.618 |
1.0719 |
|
1.000 |
1.0660 |
|
1.618 |
1.0565 |
|
2.618 |
1.0411 |
|
4.250 |
1.0160 |
|
|
| Fisher Pivots for day following 22-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0920 |
1.0900 |
| PP |
1.0906 |
1.0865 |
| S1 |
1.0891 |
1.0829 |
|