CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 20-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2023 |
20-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0796 |
1.0845 |
0.0050 |
0.5% |
1.0867 |
| High |
1.0819 |
1.0867 |
0.0049 |
0.4% |
1.0884 |
| Low |
1.0759 |
1.0845 |
0.0086 |
0.8% |
1.0661 |
| Close |
1.0824 |
1.0867 |
0.0044 |
0.4% |
1.0824 |
| Range |
0.0060 |
0.0022 |
-0.0038 |
-63.0% |
0.0223 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
13 |
57 |
44 |
338.5% |
567 |
|
| Daily Pivots for day following 20-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0926 |
1.0918 |
1.0879 |
|
| R3 |
1.0904 |
1.0896 |
1.0873 |
|
| R2 |
1.0882 |
1.0882 |
1.0871 |
|
| R1 |
1.0874 |
1.0874 |
1.0869 |
1.0878 |
| PP |
1.0860 |
1.0860 |
1.0860 |
1.0862 |
| S1 |
1.0852 |
1.0852 |
1.0865 |
1.0856 |
| S2 |
1.0838 |
1.0838 |
1.0863 |
|
| S3 |
1.0816 |
1.0830 |
1.0861 |
|
| S4 |
1.0794 |
1.0808 |
1.0855 |
|
|
| 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 |
1.0961 |
|
2.618 |
1.0925 |
|
1.618 |
1.0903 |
|
1.000 |
1.0889 |
|
0.618 |
1.0881 |
|
HIGH |
1.0867 |
|
0.618 |
1.0859 |
|
0.500 |
1.0856 |
|
0.382 |
1.0853 |
|
LOW |
1.0845 |
|
0.618 |
1.0831 |
|
1.000 |
1.0823 |
|
1.618 |
1.0809 |
|
2.618 |
1.0787 |
|
4.250 |
1.0752 |
|
|
| Fisher Pivots for day following 20-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0863 |
1.0841 |
| PP |
1.0860 |
1.0815 |
| S1 |
1.0856 |
1.0790 |
|