CME Euro FX (E) Future December 2023
Trading Metrics calculated at close of trading on 16-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2023 |
16-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
1.0820 |
1.0730 |
-0.0090 |
-0.8% |
1.0803 |
High |
1.0820 |
1.0770 |
-0.0050 |
-0.5% |
1.0862 |
Low |
1.0661 |
1.0712 |
0.0051 |
0.5% |
1.0704 |
Close |
1.0727 |
1.0763 |
0.0036 |
0.3% |
1.0809 |
Range |
0.0159 |
0.0058 |
-0.0101 |
-63.5% |
0.0158 |
ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
169 |
259 |
90 |
53.3% |
761 |
|
Daily Pivots for day following 16-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0922 |
1.0901 |
1.0795 |
|
R3 |
1.0864 |
1.0843 |
1.0779 |
|
R2 |
1.0806 |
1.0806 |
1.0774 |
|
R1 |
1.0785 |
1.0785 |
1.0768 |
1.0796 |
PP |
1.0748 |
1.0748 |
1.0748 |
1.0754 |
S1 |
1.0727 |
1.0727 |
1.0758 |
1.0738 |
S2 |
1.0690 |
1.0690 |
1.0752 |
|
S3 |
1.0632 |
1.0669 |
1.0747 |
|
S4 |
1.0574 |
1.0611 |
1.0731 |
|
|
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 |
1.1017 |
2.618 |
1.0922 |
1.618 |
1.0864 |
1.000 |
1.0828 |
0.618 |
1.0806 |
HIGH |
1.0770 |
0.618 |
1.0748 |
0.500 |
1.0741 |
0.382 |
1.0734 |
LOW |
1.0712 |
0.618 |
1.0676 |
1.000 |
1.0654 |
1.618 |
1.0618 |
2.618 |
1.0560 |
4.250 |
1.0466 |
|
|
Fisher Pivots for day following 16-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
1.0756 |
1.0772 |
PP |
1.0748 |
1.0769 |
S1 |
1.0741 |
1.0766 |
|