CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 08-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2023 |
08-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0799 |
1.0663 |
-0.0136 |
-1.3% |
1.0714 |
| High |
1.0805 |
1.0685 |
-0.0121 |
-1.1% |
1.0798 |
| Low |
1.0667 |
1.0645 |
-0.0022 |
-0.2% |
1.0692 |
| Close |
1.0667 |
1.0665 |
-0.0003 |
0.0% |
1.0748 |
| Range |
0.0139 |
0.0040 |
-0.0099 |
-71.5% |
0.0107 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
692 |
924 |
232 |
33.5% |
1,245 |
|
| Daily Pivots for day following 08-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0783 |
1.0763 |
1.0686 |
|
| R3 |
1.0744 |
1.0724 |
1.0675 |
|
| R2 |
1.0704 |
1.0704 |
1.0672 |
|
| R1 |
1.0684 |
1.0684 |
1.0668 |
1.0694 |
| PP |
1.0665 |
1.0665 |
1.0665 |
1.0670 |
| S1 |
1.0645 |
1.0645 |
1.0661 |
1.0655 |
| S2 |
1.0625 |
1.0625 |
1.0657 |
|
| S3 |
1.0586 |
1.0605 |
1.0654 |
|
| S4 |
1.0546 |
1.0566 |
1.0643 |
|
|
| 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 |
1.0645 |
0.0160 |
1.5% |
0.0061 |
0.6% |
12% |
False |
True |
480 |
| 10 |
1.0805 |
1.0645 |
0.0160 |
1.5% |
0.0061 |
0.6% |
12% |
False |
True |
333 |
| 20 |
1.0918 |
1.0645 |
0.0273 |
2.6% |
0.0055 |
0.5% |
7% |
False |
True |
182 |
| 40 |
1.1135 |
1.0645 |
0.0490 |
4.6% |
0.0053 |
0.5% |
4% |
False |
True |
142 |
| 60 |
1.1135 |
1.0645 |
0.0490 |
4.6% |
0.0050 |
0.5% |
4% |
False |
True |
116 |
| 80 |
1.1135 |
1.0251 |
0.0884 |
8.3% |
0.0052 |
0.5% |
47% |
False |
False |
108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0852 |
|
2.618 |
1.0788 |
|
1.618 |
1.0748 |
|
1.000 |
1.0724 |
|
0.618 |
1.0709 |
|
HIGH |
1.0685 |
|
0.618 |
1.0669 |
|
0.500 |
1.0665 |
|
0.382 |
1.0660 |
|
LOW |
1.0645 |
|
0.618 |
1.0621 |
|
1.000 |
1.0606 |
|
1.618 |
1.0581 |
|
2.618 |
1.0542 |
|
4.250 |
1.0477 |
|
|
| Fisher Pivots for day following 08-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0665 |
1.0725 |
| PP |
1.0665 |
1.0705 |
| S1 |
1.0665 |
1.0685 |
|