CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 28-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2023 |
28-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0872 |
1.0911 |
0.0039 |
0.4% |
1.0785 |
| High |
1.0896 |
1.0946 |
0.0050 |
0.5% |
1.1025 |
| Low |
1.0845 |
1.0905 |
0.0060 |
0.6% |
1.0735 |
| Close |
1.0895 |
1.0942 |
0.0047 |
0.4% |
1.0858 |
| Range |
0.0051 |
0.0041 |
-0.0010 |
-19.6% |
0.0290 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
581 |
288 |
-293 |
-50.4% |
8,574 |
|
| Daily Pivots for day following 28-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1054 |
1.1039 |
1.0964 |
|
| R3 |
1.1013 |
1.0998 |
1.0953 |
|
| R2 |
1.0972 |
1.0972 |
1.0949 |
|
| R1 |
1.0957 |
1.0957 |
1.0945 |
1.0964 |
| PP |
1.0931 |
1.0931 |
1.0931 |
1.0935 |
| S1 |
1.0916 |
1.0916 |
1.0938 |
1.0923 |
| S2 |
1.0890 |
1.0890 |
1.0934 |
|
| S3 |
1.0849 |
1.0875 |
1.0930 |
|
| S4 |
1.0808 |
1.0834 |
1.0919 |
|
|
| 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% |
0.0086 |
0.8% |
61% |
False |
False |
1,293 |
| 10 |
1.1025 |
1.0624 |
0.0401 |
3.7% |
0.0096 |
0.9% |
79% |
False |
False |
1,745 |
| 20 |
1.1025 |
1.0624 |
0.0401 |
3.7% |
0.0083 |
0.8% |
79% |
False |
False |
1,532 |
| 40 |
1.1135 |
1.0624 |
0.0511 |
4.7% |
0.0069 |
0.6% |
62% |
False |
False |
799 |
| 60 |
1.1135 |
1.0624 |
0.0511 |
4.7% |
0.0061 |
0.6% |
62% |
False |
False |
562 |
| 80 |
1.1135 |
1.0624 |
0.0511 |
4.7% |
0.0057 |
0.5% |
62% |
False |
False |
450 |
| 100 |
1.1135 |
0.9982 |
0.1153 |
10.5% |
0.0056 |
0.5% |
83% |
False |
False |
369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1120 |
|
2.618 |
1.1053 |
|
1.618 |
1.1012 |
|
1.000 |
1.0987 |
|
0.618 |
1.0971 |
|
HIGH |
1.0946 |
|
0.618 |
1.0930 |
|
0.500 |
1.0926 |
|
0.382 |
1.0921 |
|
LOW |
1.0905 |
|
0.618 |
1.0880 |
|
1.000 |
1.0864 |
|
1.618 |
1.0839 |
|
2.618 |
1.0798 |
|
4.250 |
1.0731 |
|
|
| Fisher Pivots for day following 28-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0936 |
1.0920 |
| PP |
1.0931 |
1.0899 |
| S1 |
1.0926 |
1.0878 |
|