CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 31-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2023 |
31-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0934 |
1.0993 |
0.0059 |
0.5% |
1.0872 |
| High |
1.1023 |
1.1020 |
-0.0003 |
0.0% |
1.1023 |
| Low |
1.0930 |
1.0933 |
0.0004 |
0.0% |
1.0845 |
| Close |
1.1002 |
1.0951 |
-0.0051 |
-0.5% |
1.0951 |
| Range |
0.0094 |
0.0087 |
-0.0007 |
-7.0% |
0.0178 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
0.6% |
0.0000 |
| Volume |
177 |
366 |
189 |
106.8% |
1,666 |
|
| Daily Pivots for day following 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1229 |
1.1177 |
1.0998 |
|
| R3 |
1.1142 |
1.1090 |
1.0974 |
|
| R2 |
1.1055 |
1.1055 |
1.0966 |
|
| R1 |
1.1003 |
1.1003 |
1.0958 |
1.0985 |
| PP |
1.0968 |
1.0968 |
1.0968 |
1.0959 |
| S1 |
1.0916 |
1.0916 |
1.0943 |
1.0898 |
| S2 |
1.0881 |
1.0881 |
1.0935 |
|
| S3 |
1.0794 |
1.0829 |
1.0927 |
|
| S4 |
1.0707 |
1.0742 |
1.0903 |
|
|
| Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1474 |
1.1390 |
1.1048 |
|
| R3 |
1.1296 |
1.1212 |
1.0999 |
|
| R2 |
1.1118 |
1.1118 |
1.0983 |
|
| R1 |
1.1034 |
1.1034 |
1.0967 |
1.1076 |
| PP |
1.0940 |
1.0940 |
1.0940 |
1.0960 |
| S1 |
1.0856 |
1.0856 |
1.0934 |
1.0898 |
| S2 |
1.0762 |
1.0762 |
1.0918 |
|
| S3 |
1.0584 |
1.0678 |
1.0902 |
|
| S4 |
1.0406 |
1.0500 |
1.0853 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1023 |
1.0845 |
0.0178 |
1.6% |
0.0062 |
0.6% |
59% |
False |
False |
333 |
| 10 |
1.1025 |
1.0735 |
0.0290 |
2.6% |
0.0082 |
0.7% |
74% |
False |
False |
1,024 |
| 20 |
1.1025 |
1.0624 |
0.0401 |
3.7% |
0.0085 |
0.8% |
82% |
False |
False |
1,537 |
| 40 |
1.1069 |
1.0624 |
0.0446 |
4.1% |
0.0072 |
0.7% |
73% |
False |
False |
815 |
| 60 |
1.1135 |
1.0624 |
0.0511 |
4.7% |
0.0063 |
0.6% |
64% |
False |
False |
574 |
| 80 |
1.1135 |
1.0624 |
0.0511 |
4.7% |
0.0056 |
0.5% |
64% |
False |
False |
454 |
| 100 |
1.1135 |
1.0204 |
0.0931 |
8.5% |
0.0057 |
0.5% |
80% |
False |
False |
376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1390 |
|
2.618 |
1.1248 |
|
1.618 |
1.1161 |
|
1.000 |
1.1107 |
|
0.618 |
1.1074 |
|
HIGH |
1.1020 |
|
0.618 |
1.0987 |
|
0.500 |
1.0977 |
|
0.382 |
1.0966 |
|
LOW |
1.0933 |
|
0.618 |
1.0879 |
|
1.000 |
1.0846 |
|
1.618 |
1.0792 |
|
2.618 |
1.0705 |
|
4.250 |
1.0563 |
|
|
| Fisher Pivots for day following 31-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0977 |
1.0971 |
| PP |
1.0968 |
1.0964 |
| S1 |
1.0959 |
1.0957 |
|