CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 23-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2023 |
23-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0865 |
1.0982 |
0.0117 |
1.1% |
1.0786 |
| High |
1.0990 |
1.1025 |
0.0035 |
0.3% |
1.0861 |
| Low |
1.0864 |
1.0930 |
0.0067 |
0.6% |
1.0624 |
| Close |
1.0979 |
1.0938 |
-0.0042 |
-0.4% |
1.0785 |
| Range |
0.0127 |
0.0095 |
-0.0032 |
-25.3% |
0.0238 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
0.9% |
0.0000 |
| Volume |
1,905 |
1,637 |
-268 |
-14.1% |
12,044 |
|
| Daily Pivots for day following 23-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1248 |
1.1187 |
1.0989 |
|
| R3 |
1.1153 |
1.1093 |
1.0963 |
|
| R2 |
1.1059 |
1.1059 |
1.0955 |
|
| R1 |
1.0998 |
1.0998 |
1.0946 |
1.0981 |
| PP |
1.0964 |
1.0964 |
1.0964 |
1.0956 |
| S1 |
1.0904 |
1.0904 |
1.0929 |
1.0887 |
| S2 |
1.0870 |
1.0870 |
1.0920 |
|
| S3 |
1.0775 |
1.0809 |
1.0912 |
|
| S4 |
1.0681 |
1.0715 |
1.0886 |
|
|
| 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 |
1.1025 |
1.0719 |
0.0306 |
2.8% |
0.0092 |
0.8% |
72% |
True |
False |
1,744 |
| 10 |
1.1025 |
1.0624 |
0.0401 |
3.7% |
0.0102 |
0.9% |
78% |
True |
False |
1,943 |
| 20 |
1.1025 |
1.0624 |
0.0401 |
3.7% |
0.0081 |
0.7% |
78% |
True |
False |
1,417 |
| 40 |
1.1135 |
1.0624 |
0.0511 |
4.7% |
0.0068 |
0.6% |
61% |
False |
False |
726 |
| 60 |
1.1135 |
1.0624 |
0.0511 |
4.7% |
0.0059 |
0.5% |
61% |
False |
False |
513 |
| 80 |
1.1135 |
1.0540 |
0.0595 |
5.4% |
0.0056 |
0.5% |
67% |
False |
False |
414 |
| 100 |
1.1135 |
0.9982 |
0.1153 |
10.5% |
0.0056 |
0.5% |
83% |
False |
False |
340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1426 |
|
2.618 |
1.1272 |
|
1.618 |
1.1177 |
|
1.000 |
1.1119 |
|
0.618 |
1.1083 |
|
HIGH |
1.1025 |
|
0.618 |
1.0988 |
|
0.500 |
1.0977 |
|
0.382 |
1.0966 |
|
LOW |
1.0930 |
|
0.618 |
1.0872 |
|
1.000 |
1.0836 |
|
1.618 |
1.0777 |
|
2.618 |
1.0683 |
|
4.250 |
1.0528 |
|
|
| Fisher Pivots for day following 23-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0977 |
1.0931 |
| PP |
1.0964 |
1.0925 |
| S1 |
1.0951 |
1.0918 |
|