CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 17-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2023 |
17-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0687 |
1.0722 |
0.0035 |
0.3% |
1.0786 |
| High |
1.0738 |
1.0787 |
0.0049 |
0.5% |
1.0861 |
| Low |
1.0678 |
1.0719 |
0.0041 |
0.4% |
1.0624 |
| Close |
1.0720 |
1.0785 |
0.0065 |
0.6% |
1.0785 |
| Range |
0.0061 |
0.0069 |
0.0008 |
13.2% |
0.0238 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
2,959 |
2,204 |
-755 |
-25.5% |
12,044 |
|
| Daily Pivots for day following 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0969 |
1.0946 |
1.0823 |
|
| R3 |
1.0901 |
1.0877 |
1.0804 |
|
| R2 |
1.0832 |
1.0832 |
1.0798 |
|
| R1 |
1.0809 |
1.0809 |
1.0791 |
1.0820 |
| PP |
1.0764 |
1.0764 |
1.0764 |
1.0769 |
| S1 |
1.0740 |
1.0740 |
1.0779 |
1.0752 |
| S2 |
1.0695 |
1.0695 |
1.0772 |
|
| S3 |
1.0627 |
1.0672 |
1.0766 |
|
| S4 |
1.0558 |
1.0603 |
1.0747 |
|
|
| Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1469 |
1.1365 |
1.0916 |
|
| R3 |
1.1232 |
1.1127 |
1.0850 |
|
| R2 |
1.0994 |
1.0994 |
1.0829 |
|
| R1 |
1.0890 |
1.0890 |
1.0807 |
1.0823 |
| PP |
1.0757 |
1.0757 |
1.0757 |
1.0723 |
| S1 |
1.0652 |
1.0652 |
1.0763 |
1.0586 |
| S2 |
1.0519 |
1.0519 |
1.0741 |
|
| S3 |
1.0282 |
1.0415 |
1.0720 |
|
| S4 |
1.0044 |
1.0177 |
1.0654 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0861 |
1.0624 |
0.0238 |
2.2% |
0.0101 |
0.9% |
68% |
False |
False |
2,408 |
| 10 |
1.0861 |
1.0624 |
0.0238 |
2.2% |
0.0089 |
0.8% |
68% |
False |
False |
2,051 |
| 20 |
1.0861 |
1.0624 |
0.0238 |
2.2% |
0.0072 |
0.7% |
68% |
False |
False |
1,096 |
| 40 |
1.1135 |
1.0624 |
0.0511 |
4.7% |
0.0061 |
0.6% |
32% |
False |
False |
567 |
| 60 |
1.1135 |
1.0624 |
0.0511 |
4.7% |
0.0053 |
0.5% |
32% |
False |
False |
421 |
| 80 |
1.1135 |
1.0451 |
0.0684 |
6.3% |
0.0053 |
0.5% |
49% |
False |
False |
336 |
| 100 |
1.1135 |
0.9982 |
0.1153 |
10.7% |
0.0053 |
0.5% |
70% |
False |
False |
275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1078 |
|
2.618 |
1.0966 |
|
1.618 |
1.0898 |
|
1.000 |
1.0856 |
|
0.618 |
1.0829 |
|
HIGH |
1.0787 |
|
0.618 |
1.0761 |
|
0.500 |
1.0753 |
|
0.382 |
1.0745 |
|
LOW |
1.0719 |
|
0.618 |
1.0676 |
|
1.000 |
1.0650 |
|
1.618 |
1.0608 |
|
2.618 |
1.0539 |
|
4.250 |
1.0427 |
|
|
| Fisher Pivots for day following 17-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0774 |
1.0770 |
| PP |
1.0764 |
1.0754 |
| S1 |
1.0753 |
1.0739 |
|