CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 22-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2023 |
22-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0815 |
1.0865 |
0.0050 |
0.5% |
1.0786 |
| High |
1.0885 |
1.0990 |
0.0105 |
1.0% |
1.0861 |
| Low |
1.0812 |
1.0864 |
0.0052 |
0.5% |
1.0624 |
| Close |
1.0868 |
1.0979 |
0.0112 |
1.0% |
1.0785 |
| Range |
0.0073 |
0.0127 |
0.0054 |
73.3% |
0.0238 |
| ATR |
0.0081 |
0.0084 |
0.0003 |
4.0% |
0.0000 |
| Volume |
696 |
1,905 |
1,209 |
173.7% |
12,044 |
|
| Daily Pivots for day following 22-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1324 |
1.1278 |
1.1049 |
|
| R3 |
1.1197 |
1.1151 |
1.1014 |
|
| R2 |
1.1071 |
1.1071 |
1.1002 |
|
| R1 |
1.1025 |
1.1025 |
1.0991 |
1.1048 |
| PP |
1.0944 |
1.0944 |
1.0944 |
1.0956 |
| S1 |
1.0898 |
1.0898 |
1.0967 |
1.0921 |
| S2 |
1.0818 |
1.0818 |
1.0956 |
|
| S3 |
1.0691 |
1.0772 |
1.0944 |
|
| S4 |
1.0565 |
1.0645 |
1.0909 |
|
|
| 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 |
1.0990 |
1.0678 |
0.0313 |
2.8% |
0.0085 |
0.8% |
96% |
True |
False |
2,009 |
| 10 |
1.0990 |
1.0624 |
0.0367 |
3.3% |
0.0096 |
0.9% |
97% |
True |
False |
2,339 |
| 20 |
1.0990 |
1.0624 |
0.0367 |
3.3% |
0.0078 |
0.7% |
97% |
True |
False |
1,336 |
| 40 |
1.1135 |
1.0624 |
0.0511 |
4.7% |
0.0067 |
0.6% |
70% |
False |
False |
689 |
| 60 |
1.1135 |
1.0624 |
0.0511 |
4.7% |
0.0058 |
0.5% |
70% |
False |
False |
486 |
| 80 |
1.1135 |
1.0540 |
0.0595 |
5.4% |
0.0056 |
0.5% |
74% |
False |
False |
395 |
| 100 |
1.1135 |
0.9982 |
0.1153 |
10.5% |
0.0055 |
0.5% |
87% |
False |
False |
323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1528 |
|
2.618 |
1.1321 |
|
1.618 |
1.1195 |
|
1.000 |
1.1117 |
|
0.618 |
1.1068 |
|
HIGH |
1.0990 |
|
0.618 |
1.0942 |
|
0.500 |
1.0927 |
|
0.382 |
1.0912 |
|
LOW |
1.0864 |
|
0.618 |
1.0785 |
|
1.000 |
1.0737 |
|
1.618 |
1.0659 |
|
2.618 |
1.0532 |
|
4.250 |
1.0326 |
|
|
| Fisher Pivots for day following 22-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0962 |
1.0940 |
| PP |
1.0944 |
1.0901 |
| S1 |
1.0927 |
1.0863 |
|