CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 27-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2023 |
27-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0884 |
1.0817 |
-0.0068 |
-0.6% |
1.0734 |
| High |
1.0892 |
1.0853 |
-0.0039 |
-0.4% |
1.0984 |
| Low |
1.0768 |
1.0798 |
0.0030 |
0.3% |
1.0691 |
| Close |
1.0814 |
1.0849 |
0.0035 |
0.3% |
1.0814 |
| Range |
0.0124 |
0.0056 |
-0.0068 |
-55.1% |
0.0293 |
| ATR |
0.0100 |
0.0097 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
246,963 |
125,962 |
-121,001 |
-49.0% |
1,085,459 |
|
| Daily Pivots for day following 27-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1000 |
1.0980 |
1.0879 |
|
| R3 |
1.0944 |
1.0924 |
1.0864 |
|
| R2 |
1.0889 |
1.0889 |
1.0859 |
|
| R1 |
1.0869 |
1.0869 |
1.0854 |
1.0879 |
| PP |
1.0833 |
1.0833 |
1.0833 |
1.0838 |
| S1 |
1.0813 |
1.0813 |
1.0843 |
1.0823 |
| S2 |
1.0778 |
1.0778 |
1.0838 |
|
| S3 |
1.0722 |
1.0758 |
1.0833 |
|
| S4 |
1.0667 |
1.0702 |
1.0818 |
|
|
| Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1708 |
1.1554 |
1.0975 |
|
| R3 |
1.1415 |
1.1261 |
1.0895 |
|
| R2 |
1.1122 |
1.1122 |
1.0868 |
|
| R1 |
1.0968 |
1.0968 |
1.0841 |
1.1045 |
| PP |
1.0829 |
1.0829 |
1.0829 |
1.0868 |
| S1 |
1.0675 |
1.0675 |
1.0787 |
1.0752 |
| S2 |
1.0536 |
1.0536 |
1.0760 |
|
| S3 |
1.0243 |
1.0382 |
1.0733 |
|
| S4 |
0.9950 |
1.0089 |
1.0653 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0984 |
1.0762 |
0.0222 |
2.0% |
0.0104 |
1.0% |
39% |
False |
False |
202,036 |
| 10 |
1.0984 |
1.0581 |
0.0403 |
3.7% |
0.0110 |
1.0% |
67% |
False |
False |
234,021 |
| 20 |
1.0984 |
1.0581 |
0.0403 |
3.7% |
0.0099 |
0.9% |
67% |
False |
False |
211,897 |
| 40 |
1.1111 |
1.0581 |
0.0530 |
4.9% |
0.0092 |
0.8% |
51% |
False |
False |
106,770 |
| 60 |
1.1111 |
1.0581 |
0.0530 |
4.9% |
0.0089 |
0.8% |
51% |
False |
False |
71,388 |
| 80 |
1.1111 |
1.0500 |
0.0611 |
5.6% |
0.0085 |
0.8% |
57% |
False |
False |
53,731 |
| 100 |
1.1111 |
0.9920 |
0.1191 |
11.0% |
0.0086 |
0.8% |
78% |
False |
False |
43,018 |
| 120 |
1.1111 |
0.9826 |
0.1285 |
11.8% |
0.0083 |
0.8% |
80% |
False |
False |
35,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1089 |
|
2.618 |
1.0998 |
|
1.618 |
1.0943 |
|
1.000 |
1.0909 |
|
0.618 |
1.0887 |
|
HIGH |
1.0853 |
|
0.618 |
1.0832 |
|
0.500 |
1.0825 |
|
0.382 |
1.0819 |
|
LOW |
1.0798 |
|
0.618 |
1.0763 |
|
1.000 |
1.0742 |
|
1.618 |
1.0708 |
|
2.618 |
1.0652 |
|
4.250 |
1.0562 |
|
|
| Fisher Pivots for day following 27-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0841 |
1.0876 |
| PP |
1.0833 |
1.0867 |
| S1 |
1.0825 |
1.0858 |
|