CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 23-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2023 |
23-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0826 |
1.0917 |
0.0091 |
0.8% |
1.0744 |
| High |
1.0968 |
1.0984 |
0.0016 |
0.1% |
1.0823 |
| Low |
1.0814 |
1.0878 |
0.0064 |
0.6% |
1.0581 |
| Close |
1.0935 |
1.0896 |
-0.0040 |
-0.4% |
1.0741 |
| Range |
0.0154 |
0.0106 |
-0.0048 |
-31.2% |
0.0242 |
| ATR |
0.0097 |
0.0098 |
0.0001 |
0.6% |
0.0000 |
| Volume |
211,504 |
247,835 |
36,331 |
17.2% |
1,481,268 |
|
| Daily Pivots for day following 23-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1237 |
1.1172 |
1.0954 |
|
| R3 |
1.1131 |
1.1066 |
1.0925 |
|
| R2 |
1.1025 |
1.1025 |
1.0915 |
|
| R1 |
1.0960 |
1.0960 |
1.0905 |
1.0940 |
| PP |
1.0919 |
1.0919 |
1.0919 |
1.0909 |
| S1 |
1.0854 |
1.0854 |
1.0886 |
1.0834 |
| S2 |
1.0813 |
1.0813 |
1.0876 |
|
| S3 |
1.0707 |
1.0748 |
1.0866 |
|
| S4 |
1.0601 |
1.0642 |
1.0837 |
|
|
| 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 |
1.0984 |
1.0669 |
0.0315 |
2.9% |
0.0104 |
1.0% |
72% |
True |
False |
207,798 |
| 10 |
1.0984 |
1.0581 |
0.0403 |
3.7% |
0.0115 |
1.1% |
78% |
True |
False |
274,601 |
| 20 |
1.0984 |
1.0581 |
0.0403 |
3.7% |
0.0099 |
0.9% |
78% |
True |
False |
193,671 |
| 40 |
1.1111 |
1.0581 |
0.0530 |
4.9% |
0.0091 |
0.8% |
59% |
False |
False |
97,470 |
| 60 |
1.1111 |
1.0581 |
0.0530 |
4.9% |
0.0087 |
0.8% |
59% |
False |
False |
65,183 |
| 80 |
1.1111 |
1.0478 |
0.0633 |
5.8% |
0.0085 |
0.8% |
66% |
False |
False |
49,073 |
| 100 |
1.1111 |
0.9920 |
0.1191 |
10.9% |
0.0084 |
0.8% |
82% |
False |
False |
39,290 |
| 120 |
1.1111 |
0.9826 |
0.1285 |
11.8% |
0.0083 |
0.8% |
83% |
False |
False |
32,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1434 |
|
2.618 |
1.1261 |
|
1.618 |
1.1155 |
|
1.000 |
1.1090 |
|
0.618 |
1.1049 |
|
HIGH |
1.0984 |
|
0.618 |
1.0943 |
|
0.500 |
1.0931 |
|
0.382 |
1.0918 |
|
LOW |
1.0878 |
|
0.618 |
1.0812 |
|
1.000 |
1.0772 |
|
1.618 |
1.0706 |
|
2.618 |
1.0600 |
|
4.250 |
1.0427 |
|
|
| Fisher Pivots for day following 23-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0931 |
1.0888 |
| PP |
1.0919 |
1.0880 |
| S1 |
1.0907 |
1.0873 |
|