CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 24-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2023 |
24-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0982 |
1.0924 |
-0.0058 |
-0.5% |
1.0785 |
| High |
1.1025 |
1.0928 |
-0.0097 |
-0.9% |
1.1025 |
| Low |
1.0930 |
1.0810 |
-0.0120 |
-1.1% |
1.0735 |
| Close |
1.0938 |
1.0858 |
-0.0080 |
-0.7% |
1.0858 |
| Range |
0.0095 |
0.0118 |
0.0023 |
24.3% |
0.0290 |
| ATR |
0.0085 |
0.0088 |
0.0003 |
3.6% |
0.0000 |
| Volume |
1,637 |
2,055 |
418 |
25.5% |
8,574 |
|
| Daily Pivots for day following 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1218 |
1.1155 |
1.0923 |
|
| R3 |
1.1100 |
1.1038 |
1.0890 |
|
| R2 |
1.0983 |
1.0983 |
1.0880 |
|
| R1 |
1.0920 |
1.0920 |
1.0869 |
1.0893 |
| PP |
1.0865 |
1.0865 |
1.0865 |
1.0851 |
| S1 |
1.0803 |
1.0803 |
1.0847 |
1.0775 |
| S2 |
1.0748 |
1.0748 |
1.0836 |
|
| S3 |
1.0630 |
1.0685 |
1.0826 |
|
| S4 |
1.0513 |
1.0568 |
1.0793 |
|
|
| Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1741 |
1.1589 |
1.1017 |
|
| R3 |
1.1452 |
1.1300 |
1.0938 |
|
| R2 |
1.1162 |
1.1162 |
1.0911 |
|
| R1 |
1.1010 |
1.1010 |
1.0885 |
1.1086 |
| PP |
1.0873 |
1.0873 |
1.0873 |
1.0911 |
| S1 |
1.0721 |
1.0721 |
1.0831 |
1.0797 |
| S2 |
1.0583 |
1.0583 |
1.0805 |
|
| S3 |
1.0294 |
1.0431 |
1.0778 |
|
| S4 |
1.0004 |
1.0142 |
1.0699 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1025 |
1.0735 |
0.0290 |
2.7% |
0.0102 |
0.9% |
42% |
False |
False |
1,714 |
| 10 |
1.1025 |
1.0624 |
0.0401 |
3.7% |
0.0101 |
0.9% |
58% |
False |
False |
2,061 |
| 20 |
1.1025 |
1.0624 |
0.0401 |
3.7% |
0.0083 |
0.8% |
58% |
False |
False |
1,516 |
| 40 |
1.1135 |
1.0624 |
0.0511 |
4.7% |
0.0070 |
0.6% |
46% |
False |
False |
777 |
| 60 |
1.1135 |
1.0624 |
0.0511 |
4.7% |
0.0061 |
0.6% |
46% |
False |
False |
547 |
| 80 |
1.1135 |
1.0540 |
0.0595 |
5.5% |
0.0056 |
0.5% |
53% |
False |
False |
440 |
| 100 |
1.1135 |
0.9982 |
0.1153 |
10.6% |
0.0057 |
0.5% |
76% |
False |
False |
360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1427 |
|
2.618 |
1.1235 |
|
1.618 |
1.1118 |
|
1.000 |
1.1045 |
|
0.618 |
1.1000 |
|
HIGH |
1.0928 |
|
0.618 |
1.0883 |
|
0.500 |
1.0869 |
|
0.382 |
1.0855 |
|
LOW |
1.0810 |
|
0.618 |
1.0737 |
|
1.000 |
1.0693 |
|
1.618 |
1.0620 |
|
2.618 |
1.0502 |
|
4.250 |
1.0311 |
|
|
| Fisher Pivots for day following 24-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0869 |
1.0917 |
| PP |
1.0865 |
1.0898 |
| S1 |
1.0862 |
1.0878 |
|