CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 27-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2023 |
27-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0924 |
1.0872 |
-0.0052 |
-0.5% |
1.0785 |
| High |
1.0928 |
1.0896 |
-0.0032 |
-0.3% |
1.1025 |
| Low |
1.0810 |
1.0845 |
0.0035 |
0.3% |
1.0735 |
| Close |
1.0858 |
1.0895 |
0.0037 |
0.3% |
1.0858 |
| Range |
0.0118 |
0.0051 |
-0.0067 |
-56.6% |
0.0290 |
| ATR |
0.0088 |
0.0085 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
2,055 |
581 |
-1,474 |
-71.7% |
8,574 |
|
| Daily Pivots for day following 27-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1032 |
1.1014 |
1.0923 |
|
| R3 |
1.0981 |
1.0963 |
1.0909 |
|
| R2 |
1.0930 |
1.0930 |
1.0904 |
|
| R1 |
1.0912 |
1.0912 |
1.0900 |
1.0921 |
| PP |
1.0879 |
1.0879 |
1.0879 |
1.0883 |
| S1 |
1.0861 |
1.0861 |
1.0890 |
1.0870 |
| S2 |
1.0828 |
1.0828 |
1.0886 |
|
| S3 |
1.0777 |
1.0810 |
1.0881 |
|
| S4 |
1.0726 |
1.0759 |
1.0867 |
|
|
| 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 |
1.0810 |
0.0215 |
2.0% |
0.0093 |
0.8% |
40% |
False |
False |
1,374 |
| 10 |
1.1025 |
1.0624 |
0.0401 |
3.7% |
0.0098 |
0.9% |
68% |
False |
False |
1,913 |
| 20 |
1.1025 |
1.0624 |
0.0401 |
3.7% |
0.0085 |
0.8% |
68% |
False |
False |
1,534 |
| 40 |
1.1135 |
1.0624 |
0.0511 |
4.7% |
0.0070 |
0.6% |
53% |
False |
False |
792 |
| 60 |
1.1135 |
1.0624 |
0.0511 |
4.7% |
0.0062 |
0.6% |
53% |
False |
False |
557 |
| 80 |
1.1135 |
1.0608 |
0.0527 |
4.8% |
0.0057 |
0.5% |
55% |
False |
False |
447 |
| 100 |
1.1135 |
0.9982 |
0.1153 |
10.6% |
0.0056 |
0.5% |
79% |
False |
False |
366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1113 |
|
2.618 |
1.1030 |
|
1.618 |
1.0979 |
|
1.000 |
1.0947 |
|
0.618 |
1.0928 |
|
HIGH |
1.0896 |
|
0.618 |
1.0877 |
|
0.500 |
1.0871 |
|
0.382 |
1.0864 |
|
LOW |
1.0845 |
|
0.618 |
1.0813 |
|
1.000 |
1.0794 |
|
1.618 |
1.0762 |
|
2.618 |
1.0711 |
|
4.250 |
1.0628 |
|
|
| Fisher Pivots for day following 27-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0887 |
1.0917 |
| PP |
1.0879 |
1.0910 |
| S1 |
1.0871 |
1.0902 |
|