CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 28-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2023 |
28-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0817 |
1.0851 |
0.0035 |
0.3% |
1.0734 |
| High |
1.0853 |
1.0901 |
0.0048 |
0.4% |
1.0984 |
| Low |
1.0798 |
1.0850 |
0.0052 |
0.5% |
1.0691 |
| Close |
1.0849 |
1.0896 |
0.0047 |
0.4% |
1.0814 |
| Range |
0.0056 |
0.0051 |
-0.0005 |
-8.1% |
0.0293 |
| ATR |
0.0097 |
0.0094 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
125,962 |
141,552 |
15,590 |
12.4% |
1,085,459 |
|
| Daily Pivots for day following 28-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1035 |
1.1016 |
1.0924 |
|
| R3 |
1.0984 |
1.0965 |
1.0910 |
|
| R2 |
1.0933 |
1.0933 |
1.0905 |
|
| R1 |
1.0914 |
1.0914 |
1.0900 |
1.0924 |
| PP |
1.0882 |
1.0882 |
1.0882 |
1.0887 |
| S1 |
1.0863 |
1.0863 |
1.0891 |
1.0873 |
| S2 |
1.0831 |
1.0831 |
1.0886 |
|
| S3 |
1.0780 |
1.0812 |
1.0881 |
|
| S4 |
1.0729 |
1.0761 |
1.0867 |
|
|
| 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 |
1.0768 |
0.0216 |
2.0% |
0.0098 |
0.9% |
59% |
False |
False |
194,763 |
| 10 |
1.0984 |
1.0581 |
0.0403 |
3.7% |
0.0107 |
1.0% |
78% |
False |
False |
222,499 |
| 20 |
1.0984 |
1.0581 |
0.0403 |
3.7% |
0.0098 |
0.9% |
78% |
False |
False |
218,467 |
| 40 |
1.1111 |
1.0581 |
0.0530 |
4.9% |
0.0091 |
0.8% |
59% |
False |
False |
110,298 |
| 60 |
1.1111 |
1.0581 |
0.0530 |
4.9% |
0.0088 |
0.8% |
59% |
False |
False |
73,746 |
| 80 |
1.1111 |
1.0545 |
0.0566 |
5.2% |
0.0085 |
0.8% |
62% |
False |
False |
55,497 |
| 100 |
1.1111 |
0.9920 |
0.1191 |
10.9% |
0.0086 |
0.8% |
82% |
False |
False |
44,431 |
| 120 |
1.1111 |
0.9826 |
0.1285 |
11.8% |
0.0082 |
0.8% |
83% |
False |
False |
37,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1117 |
|
2.618 |
1.1034 |
|
1.618 |
1.0983 |
|
1.000 |
1.0952 |
|
0.618 |
1.0932 |
|
HIGH |
1.0901 |
|
0.618 |
1.0881 |
|
0.500 |
1.0875 |
|
0.382 |
1.0869 |
|
LOW |
1.0850 |
|
0.618 |
1.0818 |
|
1.000 |
1.0799 |
|
1.618 |
1.0767 |
|
2.618 |
1.0716 |
|
4.250 |
1.0633 |
|
|
| Fisher Pivots for day following 28-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0889 |
1.0875 |
| PP |
1.0882 |
1.0855 |
| S1 |
1.0875 |
1.0834 |
|