CME Euro FX (E) Future December 2023
Trading Metrics calculated at close of trading on 17-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2023 |
17-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
1.0730 |
1.0796 |
0.0066 |
0.6% |
1.0867 |
High |
1.0770 |
1.0819 |
0.0049 |
0.5% |
1.0884 |
Low |
1.0712 |
1.0759 |
0.0047 |
0.4% |
1.0661 |
Close |
1.0763 |
1.0824 |
0.0061 |
0.6% |
1.0824 |
Range |
0.0058 |
0.0060 |
0.0002 |
2.6% |
0.0223 |
ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
259 |
13 |
-246 |
-95.0% |
567 |
|
Daily Pivots for day following 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0979 |
1.0961 |
1.0856 |
|
R3 |
1.0919 |
1.0901 |
1.0840 |
|
R2 |
1.0860 |
1.0860 |
1.0834 |
|
R1 |
1.0842 |
1.0842 |
1.0829 |
1.0851 |
PP |
1.0800 |
1.0800 |
1.0800 |
1.0805 |
S1 |
1.0782 |
1.0782 |
1.0818 |
1.0791 |
S2 |
1.0741 |
1.0741 |
1.0813 |
|
S3 |
1.0681 |
1.0723 |
1.0807 |
|
S4 |
1.0622 |
1.0663 |
1.0791 |
|
|
Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1459 |
1.1364 |
1.0946 |
|
R3 |
1.1236 |
1.1141 |
1.0885 |
|
R2 |
1.1013 |
1.1013 |
1.0864 |
|
R1 |
1.0918 |
1.0918 |
1.0844 |
1.0854 |
PP |
1.0790 |
1.0790 |
1.0790 |
1.0757 |
S1 |
1.0695 |
1.0695 |
1.0803 |
1.0631 |
S2 |
1.0567 |
1.0567 |
1.0783 |
|
S3 |
1.0344 |
1.0472 |
1.0762 |
|
S4 |
1.0121 |
1.0249 |
1.0701 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1071 |
2.618 |
1.0974 |
1.618 |
1.0915 |
1.000 |
1.0878 |
0.618 |
1.0855 |
HIGH |
1.0819 |
0.618 |
1.0796 |
0.500 |
1.0789 |
0.382 |
1.0782 |
LOW |
1.0759 |
0.618 |
1.0722 |
1.000 |
1.0700 |
1.618 |
1.0663 |
2.618 |
1.0603 |
4.250 |
1.0506 |
|
|
Fisher Pivots for day following 17-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
1.0812 |
1.0796 |
PP |
1.0800 |
1.0768 |
S1 |
1.0789 |
1.0741 |
|