CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 27-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2023 |
27-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0606 |
1.0554 |
-0.0052 |
-0.5% |
1.0706 |
| High |
1.0624 |
1.0630 |
0.0006 |
0.1% |
1.0719 |
| Low |
1.0546 |
1.0542 |
-0.0004 |
0.0% |
1.0546 |
| Close |
1.0561 |
1.0618 |
0.0058 |
0.5% |
1.0561 |
| Range |
0.0079 |
0.0088 |
0.0009 |
11.5% |
0.0173 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
0.3% |
0.0000 |
| Volume |
202,417 |
177,211 |
-25,206 |
-12.5% |
785,046 |
|
| Daily Pivots for day following 27-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0859 |
1.0826 |
1.0666 |
|
| R3 |
1.0772 |
1.0739 |
1.0642 |
|
| R2 |
1.0684 |
1.0684 |
1.0634 |
|
| R1 |
1.0651 |
1.0651 |
1.0626 |
1.0668 |
| PP |
1.0597 |
1.0597 |
1.0597 |
1.0605 |
| S1 |
1.0564 |
1.0564 |
1.0610 |
1.0580 |
| S2 |
1.0509 |
1.0509 |
1.0602 |
|
| S3 |
1.0422 |
1.0476 |
1.0594 |
|
| S4 |
1.0334 |
1.0389 |
1.0570 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1127 |
1.1017 |
1.0656 |
|
| R3 |
1.0954 |
1.0844 |
1.0608 |
|
| R2 |
1.0781 |
1.0781 |
1.0592 |
|
| R1 |
1.0671 |
1.0671 |
1.0576 |
1.0640 |
| PP |
1.0608 |
1.0608 |
1.0608 |
1.0593 |
| S1 |
1.0498 |
1.0498 |
1.0545 |
1.0467 |
| S2 |
1.0435 |
1.0435 |
1.0529 |
|
| S3 |
1.0262 |
1.0325 |
1.0513 |
|
| S4 |
1.0089 |
1.0152 |
1.0465 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0719 |
1.0542 |
0.0177 |
1.7% |
0.0070 |
0.7% |
43% |
False |
True |
192,451 |
| 10 |
1.0825 |
1.0542 |
0.0283 |
2.7% |
0.0076 |
0.7% |
27% |
False |
True |
194,743 |
| 20 |
1.1059 |
1.0542 |
0.0517 |
4.9% |
0.0089 |
0.8% |
15% |
False |
True |
204,357 |
| 40 |
1.1059 |
1.0529 |
0.0530 |
5.0% |
0.0091 |
0.9% |
17% |
False |
False |
198,273 |
| 60 |
1.1059 |
1.0372 |
0.0688 |
6.5% |
0.0092 |
0.9% |
36% |
False |
False |
174,223 |
| 80 |
1.1059 |
0.9835 |
0.1224 |
11.5% |
0.0100 |
0.9% |
64% |
False |
False |
131,262 |
| 100 |
1.1059 |
0.9762 |
0.1297 |
12.2% |
0.0101 |
1.0% |
66% |
False |
False |
105,147 |
| 120 |
1.1059 |
0.9658 |
0.1402 |
13.2% |
0.0104 |
1.0% |
69% |
False |
False |
87,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1001 |
|
2.618 |
1.0859 |
|
1.618 |
1.0771 |
|
1.000 |
1.0717 |
|
0.618 |
1.0684 |
|
HIGH |
1.0630 |
|
0.618 |
1.0596 |
|
0.500 |
1.0586 |
|
0.382 |
1.0575 |
|
LOW |
1.0542 |
|
0.618 |
1.0488 |
|
1.000 |
1.0455 |
|
1.618 |
1.0400 |
|
2.618 |
1.0313 |
|
4.250 |
1.0170 |
|
|
| Fisher Pivots for day following 27-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0607 |
1.0609 |
| PP |
1.0597 |
1.0599 |
| S1 |
1.0586 |
1.0590 |
|