CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 21-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2023 |
21-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0785 |
1.0815 |
0.0030 |
0.3% |
1.0786 |
| High |
1.0833 |
1.0885 |
0.0053 |
0.5% |
1.0861 |
| Low |
1.0735 |
1.0812 |
0.0077 |
0.7% |
1.0624 |
| Close |
1.0828 |
1.0868 |
0.0040 |
0.4% |
1.0785 |
| Range |
0.0098 |
0.0073 |
-0.0025 |
-25.1% |
0.0238 |
| ATR |
0.0081 |
0.0081 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
2,281 |
696 |
-1,585 |
-69.5% |
12,044 |
|
| Daily Pivots for day following 21-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1074 |
1.1044 |
1.0908 |
|
| R3 |
1.1001 |
1.0971 |
1.0888 |
|
| R2 |
1.0928 |
1.0928 |
1.0881 |
|
| R1 |
1.0898 |
1.0898 |
1.0874 |
1.0913 |
| PP |
1.0855 |
1.0855 |
1.0855 |
1.0862 |
| S1 |
1.0825 |
1.0825 |
1.0861 |
1.0840 |
| S2 |
1.0782 |
1.0782 |
1.0854 |
|
| S3 |
1.0709 |
1.0752 |
1.0847 |
|
| S4 |
1.0636 |
1.0679 |
1.0827 |
|
|
| 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 |
1.0885 |
1.0624 |
0.0262 |
2.4% |
0.0106 |
1.0% |
93% |
True |
False |
2,197 |
| 10 |
1.0885 |
1.0624 |
0.0262 |
2.4% |
0.0087 |
0.8% |
93% |
True |
False |
2,241 |
| 20 |
1.0885 |
1.0624 |
0.0262 |
2.4% |
0.0075 |
0.7% |
93% |
True |
False |
1,241 |
| 40 |
1.1135 |
1.0624 |
0.0511 |
4.7% |
0.0064 |
0.6% |
48% |
False |
False |
642 |
| 60 |
1.1135 |
1.0624 |
0.0511 |
4.7% |
0.0056 |
0.5% |
48% |
False |
False |
470 |
| 80 |
1.1135 |
1.0540 |
0.0595 |
5.5% |
0.0055 |
0.5% |
55% |
False |
False |
372 |
| 100 |
1.1135 |
0.9982 |
0.1153 |
10.6% |
0.0054 |
0.5% |
77% |
False |
False |
304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1195 |
|
2.618 |
1.1076 |
|
1.618 |
1.1003 |
|
1.000 |
1.0958 |
|
0.618 |
1.0930 |
|
HIGH |
1.0885 |
|
0.618 |
1.0857 |
|
0.500 |
1.0849 |
|
0.382 |
1.0840 |
|
LOW |
1.0812 |
|
0.618 |
1.0767 |
|
1.000 |
1.0739 |
|
1.618 |
1.0694 |
|
2.618 |
1.0621 |
|
4.250 |
1.0502 |
|
|
| Fisher Pivots for day following 21-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0861 |
1.0846 |
| PP |
1.0855 |
1.0824 |
| S1 |
1.0849 |
1.0802 |
|