CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 30-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2023 |
30-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0935 |
1.0934 |
-0.0001 |
0.0% |
1.0785 |
| High |
1.0957 |
1.1023 |
0.0066 |
0.6% |
1.1025 |
| Low |
1.0918 |
1.0930 |
0.0012 |
0.1% |
1.0735 |
| Close |
1.0944 |
1.1002 |
0.0058 |
0.5% |
1.0858 |
| Range |
0.0039 |
0.0094 |
0.0055 |
139.7% |
0.0290 |
| ATR |
0.0080 |
0.0081 |
0.0001 |
1.2% |
0.0000 |
| Volume |
254 |
177 |
-77 |
-30.3% |
8,574 |
|
| Daily Pivots for day following 30-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1265 |
1.1227 |
1.1053 |
|
| R3 |
1.1172 |
1.1133 |
1.1027 |
|
| R2 |
1.1078 |
1.1078 |
1.1019 |
|
| R1 |
1.1040 |
1.1040 |
1.1010 |
1.1059 |
| PP |
1.0985 |
1.0985 |
1.0985 |
1.0994 |
| S1 |
1.0946 |
1.0946 |
1.0993 |
1.0966 |
| S2 |
1.0891 |
1.0891 |
1.0984 |
|
| S3 |
1.0798 |
1.0853 |
1.0976 |
|
| S4 |
1.0704 |
1.0759 |
1.0950 |
|
|
| 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 |
1.1023 |
1.0810 |
0.0213 |
1.9% |
0.0068 |
0.6% |
90% |
True |
False |
671 |
| 10 |
1.1025 |
1.0719 |
0.0306 |
2.8% |
0.0080 |
0.7% |
92% |
False |
False |
1,207 |
| 20 |
1.1025 |
1.0624 |
0.0401 |
3.6% |
0.0083 |
0.8% |
94% |
False |
False |
1,530 |
| 40 |
1.1069 |
1.0624 |
0.0446 |
4.0% |
0.0070 |
0.6% |
85% |
False |
False |
806 |
| 60 |
1.1135 |
1.0624 |
0.0511 |
4.6% |
0.0062 |
0.6% |
74% |
False |
False |
569 |
| 80 |
1.1135 |
1.0624 |
0.0511 |
4.6% |
0.0056 |
0.5% |
74% |
False |
False |
454 |
| 100 |
1.1135 |
1.0178 |
0.0957 |
8.7% |
0.0057 |
0.5% |
86% |
False |
False |
373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1420 |
|
2.618 |
1.1268 |
|
1.618 |
1.1174 |
|
1.000 |
1.1117 |
|
0.618 |
1.1081 |
|
HIGH |
1.1023 |
|
0.618 |
1.0987 |
|
0.500 |
1.0976 |
|
0.382 |
1.0965 |
|
LOW |
1.0930 |
|
0.618 |
1.0872 |
|
1.000 |
1.0836 |
|
1.618 |
1.0778 |
|
2.618 |
1.0685 |
|
4.250 |
1.0532 |
|
|
| Fisher Pivots for day following 30-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0993 |
1.0989 |
| PP |
1.0985 |
1.0977 |
| S1 |
1.0976 |
1.0964 |
|