CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 20-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2023 |
20-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0722 |
1.0785 |
0.0063 |
0.6% |
1.0786 |
| High |
1.0787 |
1.0833 |
0.0046 |
0.4% |
1.0861 |
| Low |
1.0719 |
1.0735 |
0.0017 |
0.2% |
1.0624 |
| Close |
1.0785 |
1.0828 |
0.0043 |
0.4% |
1.0785 |
| Range |
0.0069 |
0.0098 |
0.0029 |
42.3% |
0.0238 |
| ATR |
0.0080 |
0.0081 |
0.0001 |
1.5% |
0.0000 |
| Volume |
2,204 |
2,281 |
77 |
3.5% |
12,044 |
|
| Daily Pivots for day following 20-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1091 |
1.1057 |
1.0881 |
|
| R3 |
1.0993 |
1.0959 |
1.0854 |
|
| R2 |
1.0896 |
1.0896 |
1.0845 |
|
| R1 |
1.0862 |
1.0862 |
1.0836 |
1.0879 |
| PP |
1.0798 |
1.0798 |
1.0798 |
1.0807 |
| S1 |
1.0764 |
1.0764 |
1.0819 |
1.0781 |
| S2 |
1.0701 |
1.0701 |
1.0810 |
|
| S3 |
1.0603 |
1.0667 |
1.0801 |
|
| S4 |
1.0506 |
1.0569 |
1.0774 |
|
|
| 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 |
1.0854 |
1.0624 |
0.0230 |
2.1% |
0.0103 |
1.0% |
89% |
False |
False |
2,452 |
| 10 |
1.0861 |
1.0624 |
0.0238 |
2.2% |
0.0093 |
0.9% |
86% |
False |
False |
2,240 |
| 20 |
1.0861 |
1.0624 |
0.0238 |
2.2% |
0.0073 |
0.7% |
86% |
False |
False |
1,210 |
| 40 |
1.1135 |
1.0624 |
0.0511 |
4.7% |
0.0063 |
0.6% |
40% |
False |
False |
624 |
| 60 |
1.1135 |
1.0624 |
0.0511 |
4.7% |
0.0055 |
0.5% |
40% |
False |
False |
459 |
| 80 |
1.1135 |
1.0519 |
0.0616 |
5.7% |
0.0054 |
0.5% |
50% |
False |
False |
363 |
| 100 |
1.1135 |
0.9982 |
0.1153 |
10.6% |
0.0054 |
0.5% |
73% |
False |
False |
298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1247 |
|
2.618 |
1.1088 |
|
1.618 |
1.0990 |
|
1.000 |
1.0930 |
|
0.618 |
1.0893 |
|
HIGH |
1.0833 |
|
0.618 |
1.0795 |
|
0.500 |
1.0784 |
|
0.382 |
1.0772 |
|
LOW |
1.0735 |
|
0.618 |
1.0675 |
|
1.000 |
1.0638 |
|
1.618 |
1.0577 |
|
2.618 |
1.0480 |
|
4.250 |
1.0321 |
|
|
| Fisher Pivots for day following 20-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0813 |
1.0803 |
| PP |
1.0798 |
1.0779 |
| S1 |
1.0784 |
1.0755 |
|