CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 02-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2023 |
02-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0589 |
1.0678 |
0.0089 |
0.8% |
1.0706 |
| High |
1.0700 |
1.0679 |
-0.0021 |
-0.2% |
1.0719 |
| Low |
1.0574 |
1.0582 |
0.0009 |
0.1% |
1.0546 |
| Close |
1.0666 |
1.0597 |
-0.0069 |
-0.6% |
1.0561 |
| Range |
0.0126 |
0.0097 |
-0.0029 |
-23.0% |
0.0173 |
| ATR |
0.0087 |
0.0087 |
0.0001 |
0.9% |
0.0000 |
| Volume |
222,729 |
198,643 |
-24,086 |
-10.8% |
785,046 |
|
| Daily Pivots for day following 02-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0910 |
1.0850 |
1.0650 |
|
| R3 |
1.0813 |
1.0753 |
1.0623 |
|
| R2 |
1.0716 |
1.0716 |
1.0614 |
|
| R1 |
1.0656 |
1.0656 |
1.0605 |
1.0638 |
| PP |
1.0619 |
1.0619 |
1.0619 |
1.0610 |
| S1 |
1.0559 |
1.0559 |
1.0588 |
1.0541 |
| S2 |
1.0522 |
1.0522 |
1.0579 |
|
| S3 |
1.0425 |
1.0462 |
1.0570 |
|
| S4 |
1.0328 |
1.0365 |
1.0543 |
|
|
| 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 |
1.0700 |
1.0542 |
0.0158 |
1.5% |
0.0092 |
0.9% |
35% |
False |
False |
200,629 |
| 10 |
1.0737 |
1.0542 |
0.0195 |
1.8% |
0.0080 |
0.8% |
28% |
False |
False |
196,414 |
| 20 |
1.1059 |
1.0542 |
0.0517 |
4.9% |
0.0088 |
0.8% |
11% |
False |
False |
205,457 |
| 40 |
1.1059 |
1.0529 |
0.0530 |
5.0% |
0.0090 |
0.9% |
13% |
False |
False |
200,079 |
| 60 |
1.1059 |
1.0521 |
0.0538 |
5.1% |
0.0090 |
0.8% |
14% |
False |
False |
184,038 |
| 80 |
1.1059 |
0.9844 |
0.1216 |
11.5% |
0.0099 |
0.9% |
62% |
False |
False |
139,019 |
| 100 |
1.1059 |
0.9762 |
0.1297 |
12.2% |
0.0100 |
0.9% |
64% |
False |
False |
111,364 |
| 120 |
1.1059 |
0.9658 |
0.1402 |
13.2% |
0.0104 |
1.0% |
67% |
False |
False |
92,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1091 |
|
2.618 |
1.0933 |
|
1.618 |
1.0836 |
|
1.000 |
1.0776 |
|
0.618 |
1.0739 |
|
HIGH |
1.0679 |
|
0.618 |
1.0642 |
|
0.500 |
1.0631 |
|
0.382 |
1.0619 |
|
LOW |
1.0582 |
|
0.618 |
1.0522 |
|
1.000 |
1.0485 |
|
1.618 |
1.0425 |
|
2.618 |
1.0328 |
|
4.250 |
1.0170 |
|
|
| Fisher Pivots for day following 02-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0631 |
1.0637 |
| PP |
1.0619 |
1.0623 |
| S1 |
1.0608 |
1.0610 |
|