CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 27-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2023 |
27-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0943 |
1.0896 |
-0.0048 |
-0.4% |
1.0845 |
| High |
1.0960 |
1.0932 |
-0.0028 |
-0.3% |
1.1046 |
| Low |
1.0840 |
1.0893 |
0.0053 |
0.5% |
1.0840 |
| Close |
1.0892 |
1.0932 |
0.0040 |
0.4% |
1.0892 |
| Range |
0.0120 |
0.0039 |
-0.0081 |
-67.5% |
0.0207 |
| ATR |
0.0076 |
0.0073 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
8 |
17 |
9 |
112.5% |
100 |
|
| Daily Pivots for day following 27-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1036 |
1.1023 |
1.0953 |
|
| R3 |
1.0997 |
1.0984 |
1.0942 |
|
| R2 |
1.0958 |
1.0958 |
1.0939 |
|
| R1 |
1.0945 |
1.0945 |
1.0935 |
1.0951 |
| PP |
1.0919 |
1.0919 |
1.0919 |
1.0922 |
| S1 |
1.0906 |
1.0906 |
1.0928 |
1.0912 |
| S2 |
1.0880 |
1.0880 |
1.0924 |
|
| S3 |
1.0841 |
1.0867 |
1.0921 |
|
| S4 |
1.0802 |
1.0828 |
1.0910 |
|
|
| Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1545 |
1.1425 |
1.1005 |
|
| R3 |
1.1339 |
1.1218 |
1.0948 |
|
| R2 |
1.1132 |
1.1132 |
1.0929 |
|
| R1 |
1.1012 |
1.1012 |
1.0910 |
1.1072 |
| PP |
1.0926 |
1.0926 |
1.0926 |
1.0956 |
| S1 |
1.0805 |
1.0805 |
1.0873 |
1.0866 |
| S2 |
1.0719 |
1.0719 |
1.0854 |
|
| S3 |
1.0513 |
1.0599 |
1.0835 |
|
| S4 |
1.0306 |
1.0392 |
1.0778 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1097 |
|
2.618 |
1.1034 |
|
1.618 |
1.0995 |
|
1.000 |
1.0971 |
|
0.618 |
1.0956 |
|
HIGH |
1.0932 |
|
0.618 |
1.0917 |
|
0.500 |
1.0912 |
|
0.382 |
1.0907 |
|
LOW |
1.0893 |
|
0.618 |
1.0868 |
|
1.000 |
1.0854 |
|
1.618 |
1.0829 |
|
2.618 |
1.0790 |
|
4.250 |
1.0727 |
|
|
| Fisher Pivots for day following 27-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0925 |
1.0943 |
| PP |
1.0919 |
1.0939 |
| S1 |
1.0912 |
1.0935 |
|