CME Euro FX (E) Future December 2023
Trading Metrics calculated at close of trading on 15-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2023 |
15-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
1.0860 |
1.0820 |
-0.0040 |
-0.4% |
1.0803 |
High |
1.0883 |
1.0820 |
-0.0063 |
-0.6% |
1.0862 |
Low |
1.0858 |
1.0661 |
-0.0197 |
-1.8% |
1.0704 |
Close |
1.0883 |
1.0727 |
-0.0156 |
-1.4% |
1.0809 |
Range |
0.0025 |
0.0159 |
0.0134 |
536.0% |
0.0158 |
ATR |
0.0062 |
0.0073 |
0.0011 |
18.6% |
0.0000 |
Volume |
66 |
169 |
103 |
156.1% |
761 |
|
Daily Pivots for day following 15-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1213 |
1.1129 |
1.0814 |
|
R3 |
1.1054 |
1.0970 |
1.0771 |
|
R2 |
1.0895 |
1.0895 |
1.0756 |
|
R1 |
1.0811 |
1.0811 |
1.0742 |
1.0774 |
PP |
1.0736 |
1.0736 |
1.0736 |
1.0717 |
S1 |
1.0652 |
1.0652 |
1.0712 |
1.0615 |
S2 |
1.0577 |
1.0577 |
1.0698 |
|
S3 |
1.0418 |
1.0493 |
1.0683 |
|
S4 |
1.0259 |
1.0334 |
1.0640 |
|
|
Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1266 |
1.1195 |
1.0896 |
|
R3 |
1.1108 |
1.1037 |
1.0852 |
|
R2 |
1.0950 |
1.0950 |
1.0838 |
|
R1 |
1.0879 |
1.0879 |
1.0823 |
1.0915 |
PP |
1.0792 |
1.0792 |
1.0792 |
1.0809 |
S1 |
1.0721 |
1.0721 |
1.0795 |
1.0757 |
S2 |
1.0634 |
1.0634 |
1.0780 |
|
S3 |
1.0476 |
1.0563 |
1.0766 |
|
S4 |
1.0318 |
1.0405 |
1.0722 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1496 |
2.618 |
1.1236 |
1.618 |
1.1077 |
1.000 |
1.0979 |
0.618 |
1.0918 |
HIGH |
1.0820 |
0.618 |
1.0759 |
0.500 |
1.0741 |
0.382 |
1.0722 |
LOW |
1.0661 |
0.618 |
1.0563 |
1.000 |
1.0502 |
1.618 |
1.0404 |
2.618 |
1.0245 |
4.250 |
0.9985 |
|
|
Fisher Pivots for day following 15-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
1.0741 |
1.0773 |
PP |
1.0736 |
1.0757 |
S1 |
1.0732 |
1.0742 |
|