CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 03-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2023 |
03-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0710 |
1.0716 |
0.0006 |
0.1% |
1.0714 |
| High |
1.0722 |
1.0751 |
0.0029 |
0.3% |
1.0798 |
| Low |
1.0695 |
1.0701 |
0.0006 |
0.1% |
1.0692 |
| Close |
1.0704 |
1.0748 |
0.0044 |
0.4% |
1.0748 |
| Range |
0.0027 |
0.0050 |
0.0023 |
83.3% |
0.0107 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
171 |
228 |
57 |
33.3% |
1,245 |
|
| Daily Pivots for day following 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0882 |
1.0864 |
1.0775 |
|
| R3 |
1.0832 |
1.0815 |
1.0761 |
|
| R2 |
1.0783 |
1.0783 |
1.0757 |
|
| R1 |
1.0765 |
1.0765 |
1.0752 |
1.0774 |
| PP |
1.0733 |
1.0733 |
1.0733 |
1.0737 |
| S1 |
1.0716 |
1.0716 |
1.0743 |
1.0724 |
| S2 |
1.0684 |
1.0684 |
1.0738 |
|
| S3 |
1.0634 |
1.0666 |
1.0734 |
|
| S4 |
1.0585 |
1.0617 |
1.0720 |
|
|
| Weekly Pivots for week ending 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1065 |
1.1013 |
1.0806 |
|
| R3 |
1.0959 |
1.0906 |
1.0777 |
|
| R2 |
1.0852 |
1.0852 |
1.0767 |
|
| R1 |
1.0800 |
1.0800 |
1.0757 |
1.0826 |
| PP |
1.0746 |
1.0746 |
1.0746 |
1.0759 |
| S1 |
1.0693 |
1.0693 |
1.0738 |
1.0720 |
| S2 |
1.0639 |
1.0639 |
1.0728 |
|
| S3 |
1.0533 |
1.0587 |
1.0718 |
|
| S4 |
1.0426 |
1.0480 |
1.0689 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0798 |
1.0692 |
0.0107 |
1.0% |
0.0053 |
0.5% |
53% |
False |
False |
249 |
| 10 |
1.0821 |
1.0659 |
0.0162 |
1.5% |
0.0055 |
0.5% |
55% |
False |
False |
142 |
| 20 |
1.1069 |
1.0659 |
0.0410 |
3.8% |
0.0059 |
0.5% |
22% |
False |
False |
92 |
| 40 |
1.1135 |
1.0645 |
0.0490 |
4.6% |
0.0052 |
0.5% |
21% |
False |
False |
92 |
| 60 |
1.1135 |
1.0645 |
0.0490 |
4.6% |
0.0046 |
0.4% |
21% |
False |
False |
93 |
| 80 |
1.1135 |
1.0204 |
0.0931 |
8.7% |
0.0050 |
0.5% |
58% |
False |
False |
86 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0961 |
|
2.618 |
1.0880 |
|
1.618 |
1.0831 |
|
1.000 |
1.0800 |
|
0.618 |
1.0781 |
|
HIGH |
1.0751 |
|
0.618 |
1.0732 |
|
0.500 |
1.0726 |
|
0.382 |
1.0720 |
|
LOW |
1.0701 |
|
0.618 |
1.0670 |
|
1.000 |
1.0652 |
|
1.618 |
1.0621 |
|
2.618 |
1.0571 |
|
4.250 |
1.0491 |
|
|
| Fisher Pivots for day following 03-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0740 |
1.0747 |
| PP |
1.0733 |
1.0746 |
| S1 |
1.0726 |
1.0745 |
|