CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 01-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2023 |
01-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0710 |
1.0692 |
-0.0018 |
-0.2% |
1.0770 |
| High |
1.0761 |
1.0798 |
0.0037 |
0.3% |
1.0800 |
| Low |
1.0699 |
1.0692 |
-0.0007 |
-0.1% |
1.0659 |
| Close |
1.0702 |
1.0775 |
0.0073 |
0.7% |
1.0671 |
| Range |
0.0063 |
0.0107 |
0.0044 |
70.4% |
0.0141 |
| ATR |
0.0063 |
0.0066 |
0.0003 |
4.9% |
0.0000 |
| Volume |
320 |
292 |
-28 |
-8.8% |
166 |
|
| Daily Pivots for day following 01-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1074 |
1.1031 |
1.0833 |
|
| R3 |
1.0968 |
1.0924 |
1.0804 |
|
| R2 |
1.0861 |
1.0861 |
1.0794 |
|
| R1 |
1.0818 |
1.0818 |
1.0784 |
1.0840 |
| PP |
1.0755 |
1.0755 |
1.0755 |
1.0766 |
| S1 |
1.0711 |
1.0711 |
1.0765 |
1.0733 |
| S2 |
1.0648 |
1.0648 |
1.0755 |
|
| S3 |
1.0542 |
1.0605 |
1.0745 |
|
| S4 |
1.0435 |
1.0498 |
1.0716 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1133 |
1.1043 |
1.0749 |
|
| R3 |
1.0992 |
1.0902 |
1.0710 |
|
| R2 |
1.0851 |
1.0851 |
1.0697 |
|
| R1 |
1.0761 |
1.0761 |
1.0684 |
1.0736 |
| PP |
1.0710 |
1.0710 |
1.0710 |
1.0697 |
| S1 |
1.0620 |
1.0620 |
1.0658 |
1.0595 |
| S2 |
1.0569 |
1.0569 |
1.0645 |
|
| S3 |
1.0428 |
1.0479 |
1.0632 |
|
| S4 |
1.0287 |
1.0338 |
1.0593 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0798 |
1.0659 |
0.0139 |
1.3% |
0.0061 |
0.6% |
83% |
True |
False |
186 |
| 10 |
1.0840 |
1.0659 |
0.0181 |
1.7% |
0.0056 |
0.5% |
64% |
False |
False |
111 |
| 20 |
1.1135 |
1.0659 |
0.0476 |
4.4% |
0.0060 |
0.6% |
24% |
False |
False |
80 |
| 40 |
1.1135 |
1.0645 |
0.0490 |
4.5% |
0.0052 |
0.5% |
26% |
False |
False |
84 |
| 60 |
1.1135 |
1.0645 |
0.0490 |
4.5% |
0.0048 |
0.4% |
26% |
False |
False |
94 |
| 80 |
1.1135 |
0.9982 |
0.1153 |
10.7% |
0.0049 |
0.5% |
69% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1251 |
|
2.618 |
1.1077 |
|
1.618 |
1.0970 |
|
1.000 |
1.0905 |
|
0.618 |
1.0864 |
|
HIGH |
1.0798 |
|
0.618 |
1.0757 |
|
0.500 |
1.0745 |
|
0.382 |
1.0732 |
|
LOW |
1.0692 |
|
0.618 |
1.0626 |
|
1.000 |
1.0585 |
|
1.618 |
1.0519 |
|
2.618 |
1.0413 |
|
4.250 |
1.0239 |
|
|
| Fisher Pivots for day following 01-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0765 |
1.0765 |
| PP |
1.0755 |
1.0755 |
| S1 |
1.0745 |
1.0745 |
|