CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 02-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2023 |
02-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0692 |
1.0710 |
0.0019 |
0.2% |
1.0770 |
| High |
1.0798 |
1.0722 |
-0.0076 |
-0.7% |
1.0800 |
| Low |
1.0692 |
1.0695 |
0.0004 |
0.0% |
1.0659 |
| Close |
1.0775 |
1.0704 |
-0.0071 |
-0.7% |
1.0671 |
| Range |
0.0107 |
0.0027 |
-0.0080 |
-74.6% |
0.0141 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.4% |
0.0000 |
| Volume |
292 |
171 |
-121 |
-41.4% |
166 |
|
| Daily Pivots for day following 02-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0788 |
1.0773 |
1.0718 |
|
| R3 |
1.0761 |
1.0746 |
1.0711 |
|
| R2 |
1.0734 |
1.0734 |
1.0708 |
|
| R1 |
1.0719 |
1.0719 |
1.0706 |
1.0713 |
| PP |
1.0707 |
1.0707 |
1.0707 |
1.0704 |
| S1 |
1.0692 |
1.0692 |
1.0701 |
1.0686 |
| S2 |
1.0680 |
1.0680 |
1.0699 |
|
| S3 |
1.0653 |
1.0665 |
1.0696 |
|
| S4 |
1.0626 |
1.0638 |
1.0689 |
|
|
| 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% |
0.0058 |
0.5% |
32% |
False |
False |
218 |
| 10 |
1.0827 |
1.0659 |
0.0168 |
1.6% |
0.0055 |
0.5% |
27% |
False |
False |
126 |
| 20 |
1.1069 |
1.0659 |
0.0410 |
3.8% |
0.0056 |
0.5% |
11% |
False |
False |
82 |
| 40 |
1.1135 |
1.0645 |
0.0490 |
4.6% |
0.0051 |
0.5% |
12% |
False |
False |
88 |
| 60 |
1.1135 |
1.0645 |
0.0490 |
4.6% |
0.0047 |
0.4% |
12% |
False |
False |
96 |
| 80 |
1.1135 |
1.0178 |
0.0957 |
8.9% |
0.0050 |
0.5% |
55% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0837 |
|
2.618 |
1.0793 |
|
1.618 |
1.0766 |
|
1.000 |
1.0749 |
|
0.618 |
1.0739 |
|
HIGH |
1.0722 |
|
0.618 |
1.0712 |
|
0.500 |
1.0709 |
|
0.382 |
1.0705 |
|
LOW |
1.0695 |
|
0.618 |
1.0678 |
|
1.000 |
1.0668 |
|
1.618 |
1.0651 |
|
2.618 |
1.0624 |
|
4.250 |
1.0580 |
|
|
| Fisher Pivots for day following 02-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0709 |
1.0745 |
| PP |
1.0707 |
1.0731 |
| S1 |
1.0705 |
1.0717 |
|