CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 06-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2023 |
06-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0716 |
1.0761 |
0.0045 |
0.4% |
1.0714 |
| High |
1.0751 |
1.0792 |
0.0042 |
0.4% |
1.0798 |
| Low |
1.0701 |
1.0743 |
0.0042 |
0.4% |
1.0692 |
| Close |
1.0748 |
1.0787 |
0.0039 |
0.4% |
1.0748 |
| Range |
0.0050 |
0.0050 |
0.0000 |
0.0% |
0.0107 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
228 |
388 |
160 |
70.2% |
1,245 |
|
| Daily Pivots for day following 06-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0922 |
1.0904 |
1.0814 |
|
| R3 |
1.0873 |
1.0854 |
1.0800 |
|
| R2 |
1.0823 |
1.0823 |
1.0796 |
|
| R1 |
1.0805 |
1.0805 |
1.0791 |
1.0814 |
| PP |
1.0774 |
1.0774 |
1.0774 |
1.0778 |
| S1 |
1.0755 |
1.0755 |
1.0782 |
1.0765 |
| S2 |
1.0724 |
1.0724 |
1.0777 |
|
| S3 |
1.0675 |
1.0706 |
1.0773 |
|
| S4 |
1.0625 |
1.0656 |
1.0759 |
|
|
| 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% |
0.0059 |
0.5% |
89% |
False |
False |
279 |
| 10 |
1.0800 |
1.0659 |
0.0141 |
1.3% |
0.0052 |
0.5% |
90% |
False |
False |
179 |
| 20 |
1.0918 |
1.0659 |
0.0259 |
2.4% |
0.0054 |
0.5% |
49% |
False |
False |
111 |
| 40 |
1.1135 |
1.0645 |
0.0490 |
4.5% |
0.0053 |
0.5% |
29% |
False |
False |
102 |
| 60 |
1.1135 |
1.0645 |
0.0490 |
4.5% |
0.0047 |
0.4% |
29% |
False |
False |
95 |
| 80 |
1.1135 |
1.0231 |
0.0904 |
8.4% |
0.0050 |
0.5% |
61% |
False |
False |
91 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1002 |
|
2.618 |
1.0922 |
|
1.618 |
1.0872 |
|
1.000 |
1.0842 |
|
0.618 |
1.0823 |
|
HIGH |
1.0792 |
|
0.618 |
1.0773 |
|
0.500 |
1.0767 |
|
0.382 |
1.0761 |
|
LOW |
1.0743 |
|
0.618 |
1.0712 |
|
1.000 |
1.0693 |
|
1.618 |
1.0662 |
|
2.618 |
1.0613 |
|
4.250 |
1.0532 |
|
|
| Fisher Pivots for day following 06-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0780 |
1.0772 |
| PP |
1.0774 |
1.0758 |
| S1 |
1.0767 |
1.0744 |
|