CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 13-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2023 |
13-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0703 |
1.0786 |
0.0083 |
0.8% |
1.0761 |
| High |
1.0819 |
1.0861 |
0.0043 |
0.4% |
1.0819 |
| Low |
1.0693 |
1.0774 |
0.0082 |
0.8% |
1.0645 |
| Close |
1.0762 |
1.0850 |
0.0088 |
0.8% |
1.0762 |
| Range |
0.0126 |
0.0087 |
-0.0039 |
-31.0% |
0.0174 |
| ATR |
0.0070 |
0.0072 |
0.0002 |
2.9% |
0.0000 |
| Volume |
869 |
2,061 |
1,192 |
137.2% |
8,470 |
|
| Daily Pivots for day following 13-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1089 |
1.1056 |
1.0897 |
|
| R3 |
1.1002 |
1.0969 |
1.0873 |
|
| R2 |
1.0915 |
1.0915 |
1.0865 |
|
| R1 |
1.0882 |
1.0882 |
1.0857 |
1.0899 |
| PP |
1.0828 |
1.0828 |
1.0828 |
1.0836 |
| S1 |
1.0795 |
1.0795 |
1.0842 |
1.0812 |
| S2 |
1.0741 |
1.0741 |
1.0834 |
|
| S3 |
1.0654 |
1.0708 |
1.0826 |
|
| S4 |
1.0567 |
1.0621 |
1.0802 |
|
|
| 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 |
1.0861 |
1.0645 |
0.0216 |
2.0% |
0.0084 |
0.8% |
95% |
True |
False |
2,028 |
| 10 |
1.0861 |
1.0645 |
0.0216 |
2.0% |
0.0071 |
0.7% |
95% |
True |
False |
1,154 |
| 20 |
1.0887 |
1.0645 |
0.0242 |
2.2% |
0.0058 |
0.5% |
85% |
False |
False |
603 |
| 40 |
1.1135 |
1.0645 |
0.0490 |
4.5% |
0.0056 |
0.5% |
42% |
False |
False |
348 |
| 60 |
1.1135 |
1.0645 |
0.0490 |
4.5% |
0.0051 |
0.5% |
42% |
False |
False |
256 |
| 80 |
1.1135 |
1.0451 |
0.0684 |
6.3% |
0.0050 |
0.5% |
58% |
False |
False |
213 |
| 100 |
1.1135 |
0.9946 |
0.1189 |
11.0% |
0.0052 |
0.5% |
76% |
False |
False |
177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1231 |
|
2.618 |
1.1089 |
|
1.618 |
1.1002 |
|
1.000 |
1.0948 |
|
0.618 |
1.0915 |
|
HIGH |
1.0861 |
|
0.618 |
1.0828 |
|
0.500 |
1.0818 |
|
0.382 |
1.0807 |
|
LOW |
1.0774 |
|
0.618 |
1.0720 |
|
1.000 |
1.0687 |
|
1.618 |
1.0633 |
|
2.618 |
1.0546 |
|
4.250 |
1.0404 |
|
|
| Fisher Pivots for day following 13-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0839 |
1.0822 |
| PP |
1.0828 |
1.0795 |
| S1 |
1.0818 |
1.0767 |
|