CME Euro FX (E) Future September 2023
Trading Metrics calculated at close of trading on 07-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2023 |
07-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
1.0761 |
1.0799 |
0.0038 |
0.3% |
1.0714 |
High |
1.0792 |
1.0805 |
0.0013 |
0.1% |
1.0798 |
Low |
1.0743 |
1.0667 |
-0.0076 |
-0.7% |
1.0692 |
Close |
1.0787 |
1.0667 |
-0.0120 |
-1.1% |
1.0748 |
Range |
0.0050 |
0.0139 |
0.0089 |
179.8% |
0.0107 |
ATR |
0.0065 |
0.0070 |
0.0005 |
8.1% |
0.0000 |
Volume |
388 |
692 |
304 |
78.4% |
1,245 |
|
Daily Pivots for day following 07-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1128 |
1.1036 |
1.0743 |
|
R3 |
1.0990 |
1.0898 |
1.0705 |
|
R2 |
1.0851 |
1.0851 |
1.0692 |
|
R1 |
1.0759 |
1.0759 |
1.0680 |
1.0736 |
PP |
1.0713 |
1.0713 |
1.0713 |
1.0701 |
S1 |
1.0621 |
1.0621 |
1.0654 |
1.0598 |
S2 |
1.0574 |
1.0574 |
1.0642 |
|
S3 |
1.0436 |
1.0482 |
1.0629 |
|
S4 |
1.0297 |
1.0344 |
1.0591 |
|
|
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 |
1.0805 |
1.0667 |
0.0139 |
1.3% |
0.0074 |
0.7% |
0% |
True |
True |
354 |
10 |
1.0805 |
1.0659 |
0.0146 |
1.4% |
0.0062 |
0.6% |
5% |
True |
False |
242 |
20 |
1.0918 |
1.0659 |
0.0259 |
2.4% |
0.0058 |
0.5% |
3% |
False |
False |
144 |
40 |
1.1135 |
1.0659 |
0.0476 |
4.5% |
0.0052 |
0.5% |
2% |
False |
False |
119 |
60 |
1.1135 |
1.0645 |
0.0490 |
4.6% |
0.0049 |
0.5% |
4% |
False |
False |
101 |
80 |
1.1135 |
1.0231 |
0.0904 |
8.5% |
0.0052 |
0.5% |
48% |
False |
False |
99 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1394 |
2.618 |
1.1168 |
1.618 |
1.1029 |
1.000 |
1.0944 |
0.618 |
1.0891 |
HIGH |
1.0805 |
0.618 |
1.0752 |
0.500 |
1.0736 |
0.382 |
1.0719 |
LOW |
1.0667 |
0.618 |
1.0581 |
1.000 |
1.0528 |
1.618 |
1.0442 |
2.618 |
1.0304 |
4.250 |
1.0078 |
|
|
Fisher Pivots for day following 07-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
1.0736 |
1.0736 |
PP |
1.0713 |
1.0713 |
S1 |
1.0690 |
1.0690 |
|