CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 09-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2023 |
09-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0663 |
1.0682 |
0.0019 |
0.2% |
1.0714 |
| High |
1.0685 |
1.0700 |
0.0016 |
0.1% |
1.0798 |
| Low |
1.0645 |
1.0673 |
0.0028 |
0.3% |
1.0692 |
| Close |
1.0665 |
1.0690 |
0.0026 |
0.2% |
1.0748 |
| Range |
0.0040 |
0.0027 |
-0.0013 |
-31.6% |
0.0107 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
924 |
5,597 |
4,673 |
505.7% |
1,245 |
|
| Daily Pivots for day following 09-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0769 |
1.0756 |
1.0705 |
|
| R3 |
1.0742 |
1.0729 |
1.0697 |
|
| R2 |
1.0715 |
1.0715 |
1.0695 |
|
| R1 |
1.0702 |
1.0702 |
1.0692 |
1.0709 |
| PP |
1.0688 |
1.0688 |
1.0688 |
1.0691 |
| S1 |
1.0675 |
1.0675 |
1.0688 |
1.0682 |
| S2 |
1.0661 |
1.0661 |
1.0685 |
|
| S3 |
1.0634 |
1.0648 |
1.0683 |
|
| S4 |
1.0607 |
1.0621 |
1.0675 |
|
|
| 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% |
28% |
False |
False |
1,565 |
| 10 |
1.0805 |
1.0645 |
0.0160 |
1.5% |
0.0059 |
0.6% |
28% |
False |
False |
892 |
| 20 |
1.0918 |
1.0645 |
0.0273 |
2.6% |
0.0055 |
0.5% |
16% |
False |
False |
460 |
| 40 |
1.1135 |
1.0645 |
0.0490 |
4.6% |
0.0053 |
0.5% |
9% |
False |
False |
282 |
| 60 |
1.1135 |
1.0645 |
0.0490 |
4.6% |
0.0049 |
0.5% |
9% |
False |
False |
209 |
| 80 |
1.1135 |
1.0395 |
0.0740 |
6.9% |
0.0050 |
0.5% |
40% |
False |
False |
177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0815 |
|
2.618 |
1.0771 |
|
1.618 |
1.0744 |
|
1.000 |
1.0727 |
|
0.618 |
1.0717 |
|
HIGH |
1.0700 |
|
0.618 |
1.0690 |
|
0.500 |
1.0687 |
|
0.382 |
1.0683 |
|
LOW |
1.0673 |
|
0.618 |
1.0656 |
|
1.000 |
1.0646 |
|
1.618 |
1.0629 |
|
2.618 |
1.0602 |
|
4.250 |
1.0558 |
|
|
| Fisher Pivots for day following 09-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0689 |
1.0725 |
| PP |
1.0688 |
1.0713 |
| S1 |
1.0687 |
1.0702 |
|