CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 10-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2023 |
10-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0682 |
1.0703 |
0.0021 |
0.2% |
1.0761 |
| High |
1.0700 |
1.0819 |
0.0119 |
1.1% |
1.0819 |
| Low |
1.0673 |
1.0693 |
0.0020 |
0.2% |
1.0645 |
| Close |
1.0690 |
1.0762 |
0.0072 |
0.7% |
1.0762 |
| Range |
0.0027 |
0.0126 |
0.0099 |
366.7% |
0.0174 |
| ATR |
0.0066 |
0.0070 |
0.0004 |
6.8% |
0.0000 |
| Volume |
5,597 |
869 |
-4,728 |
-84.5% |
8,470 |
|
| Daily Pivots for day following 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1136 |
1.1075 |
1.0831 |
|
| R3 |
1.1010 |
1.0949 |
1.0797 |
|
| R2 |
1.0884 |
1.0884 |
1.0785 |
|
| R1 |
1.0823 |
1.0823 |
1.0774 |
1.0853 |
| PP |
1.0758 |
1.0758 |
1.0758 |
1.0773 |
| S1 |
1.0697 |
1.0697 |
1.0750 |
1.0727 |
| S2 |
1.0632 |
1.0632 |
1.0739 |
|
| S3 |
1.0506 |
1.0571 |
1.0727 |
|
| S4 |
1.0380 |
1.0445 |
1.0693 |
|
|
| Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1262 |
1.1186 |
1.0857 |
|
| R3 |
1.1089 |
1.1012 |
1.0810 |
|
| R2 |
1.0915 |
1.0915 |
1.0794 |
|
| R1 |
1.0839 |
1.0839 |
1.0778 |
1.0877 |
| PP |
1.0742 |
1.0742 |
1.0742 |
1.0761 |
| S1 |
1.0665 |
1.0665 |
1.0746 |
1.0704 |
| S2 |
1.0568 |
1.0568 |
1.0730 |
|
| S3 |
1.0395 |
1.0492 |
1.0714 |
|
| S4 |
1.0221 |
1.0318 |
1.0667 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0819 |
1.0645 |
0.0174 |
1.6% |
0.0076 |
0.7% |
67% |
True |
False |
1,694 |
| 10 |
1.0819 |
1.0645 |
0.0174 |
1.6% |
0.0064 |
0.6% |
67% |
True |
False |
971 |
| 20 |
1.0887 |
1.0645 |
0.0242 |
2.2% |
0.0058 |
0.5% |
48% |
False |
False |
502 |
| 40 |
1.1135 |
1.0645 |
0.0490 |
4.5% |
0.0056 |
0.5% |
24% |
False |
False |
302 |
| 60 |
1.1135 |
1.0645 |
0.0490 |
4.5% |
0.0051 |
0.5% |
24% |
False |
False |
223 |
| 80 |
1.1135 |
1.0451 |
0.0684 |
6.4% |
0.0050 |
0.5% |
46% |
False |
False |
188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1354 |
|
2.618 |
1.1148 |
|
1.618 |
1.1022 |
|
1.000 |
1.0945 |
|
0.618 |
1.0896 |
|
HIGH |
1.0819 |
|
0.618 |
1.0770 |
|
0.500 |
1.0756 |
|
0.382 |
1.0741 |
|
LOW |
1.0693 |
|
0.618 |
1.0615 |
|
1.000 |
1.0567 |
|
1.618 |
1.0489 |
|
2.618 |
1.0363 |
|
4.250 |
1.0157 |
|
|
| Fisher Pivots for day following 10-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0760 |
1.0752 |
| PP |
1.0758 |
1.0742 |
| S1 |
1.0756 |
1.0732 |
|