CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 06-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2023 |
06-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0603 |
1.0635 |
0.0032 |
0.3% |
1.0554 |
| High |
1.0644 |
1.0699 |
0.0055 |
0.5% |
1.0700 |
| Low |
1.0594 |
1.0627 |
0.0033 |
0.3% |
1.0542 |
| Close |
1.0641 |
1.0680 |
0.0040 |
0.4% |
1.0641 |
| Range |
0.0051 |
0.0073 |
0.0022 |
43.6% |
0.0158 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
184,802 |
217,779 |
32,977 |
17.8% |
985,532 |
|
| Daily Pivots for day following 06-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0886 |
1.0856 |
1.0720 |
|
| R3 |
1.0814 |
1.0783 |
1.0700 |
|
| R2 |
1.0741 |
1.0741 |
1.0693 |
|
| R1 |
1.0711 |
1.0711 |
1.0687 |
1.0726 |
| PP |
1.0669 |
1.0669 |
1.0669 |
1.0676 |
| S1 |
1.0638 |
1.0638 |
1.0673 |
1.0653 |
| S2 |
1.0596 |
1.0596 |
1.0667 |
|
| S3 |
1.0524 |
1.0566 |
1.0660 |
|
| S4 |
1.0451 |
1.0493 |
1.0640 |
|
|
| Weekly Pivots for week ending 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1100 |
1.1028 |
1.0727 |
|
| R3 |
1.0942 |
1.0870 |
1.0684 |
|
| R2 |
1.0785 |
1.0785 |
1.0669 |
|
| R1 |
1.0713 |
1.0713 |
1.0655 |
1.0749 |
| PP |
1.0627 |
1.0627 |
1.0627 |
1.0645 |
| S1 |
1.0555 |
1.0555 |
1.0626 |
1.0591 |
| S2 |
1.0470 |
1.0470 |
1.0612 |
|
| S3 |
1.0312 |
1.0398 |
1.0597 |
|
| S4 |
1.0155 |
1.0240 |
1.0554 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0700 |
1.0574 |
0.0126 |
1.2% |
0.0083 |
0.8% |
85% |
False |
False |
205,220 |
| 10 |
1.0719 |
1.0542 |
0.0177 |
1.7% |
0.0077 |
0.7% |
78% |
False |
False |
198,835 |
| 20 |
1.0825 |
1.0542 |
0.0283 |
2.6% |
0.0080 |
0.7% |
49% |
False |
False |
195,094 |
| 40 |
1.1059 |
1.0529 |
0.0530 |
5.0% |
0.0088 |
0.8% |
28% |
False |
False |
199,798 |
| 60 |
1.1059 |
1.0521 |
0.0538 |
5.0% |
0.0089 |
0.8% |
30% |
False |
False |
190,183 |
| 80 |
1.1059 |
1.0033 |
0.1026 |
9.6% |
0.0097 |
0.9% |
63% |
False |
False |
144,033 |
| 100 |
1.1059 |
0.9762 |
0.1297 |
12.1% |
0.0100 |
0.9% |
71% |
False |
False |
115,381 |
| 120 |
1.1059 |
0.9658 |
0.1402 |
13.1% |
0.0103 |
1.0% |
73% |
False |
False |
96,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1007 |
|
2.618 |
1.0889 |
|
1.618 |
1.0816 |
|
1.000 |
1.0772 |
|
0.618 |
1.0744 |
|
HIGH |
1.0699 |
|
0.618 |
1.0671 |
|
0.500 |
1.0663 |
|
0.382 |
1.0654 |
|
LOW |
1.0627 |
|
0.618 |
1.0582 |
|
1.000 |
1.0554 |
|
1.618 |
1.0509 |
|
2.618 |
1.0437 |
|
4.250 |
1.0318 |
|
|
| Fisher Pivots for day following 06-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0674 |
1.0667 |
| PP |
1.0669 |
1.0654 |
| S1 |
1.0663 |
1.0641 |
|