CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 10-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2023 |
10-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0548 |
1.0585 |
0.0037 |
0.3% |
1.0635 |
| High |
1.0593 |
1.0702 |
0.0110 |
1.0% |
1.0702 |
| Low |
1.0540 |
1.0549 |
0.0010 |
0.1% |
1.0528 |
| Close |
1.0578 |
1.0644 |
0.0067 |
0.6% |
1.0644 |
| Range |
0.0053 |
0.0153 |
0.0100 |
188.7% |
0.0175 |
| ATR |
0.0083 |
0.0088 |
0.0005 |
6.0% |
0.0000 |
| Volume |
398,301 |
162,990 |
-235,311 |
-59.1% |
1,774,871 |
|
| Daily Pivots for day following 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1091 |
1.1020 |
1.0728 |
|
| R3 |
1.0938 |
1.0867 |
1.0686 |
|
| R2 |
1.0785 |
1.0785 |
1.0672 |
|
| R1 |
1.0714 |
1.0714 |
1.0658 |
1.0750 |
| PP |
1.0632 |
1.0632 |
1.0632 |
1.0649 |
| S1 |
1.0561 |
1.0561 |
1.0630 |
1.0597 |
| S2 |
1.0479 |
1.0479 |
1.0616 |
|
| S3 |
1.0326 |
1.0408 |
1.0602 |
|
| S4 |
1.0173 |
1.0255 |
1.0560 |
|
|
| Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1148 |
1.1071 |
1.0740 |
|
| R3 |
1.0974 |
1.0896 |
1.0692 |
|
| R2 |
1.0799 |
1.0799 |
1.0676 |
|
| R1 |
1.0722 |
1.0722 |
1.0660 |
1.0760 |
| PP |
1.0625 |
1.0625 |
1.0625 |
1.0644 |
| S1 |
1.0547 |
1.0547 |
1.0628 |
1.0586 |
| S2 |
1.0450 |
1.0450 |
1.0612 |
|
| S3 |
1.0276 |
1.0373 |
1.0596 |
|
| S4 |
1.0101 |
1.0198 |
1.0548 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0702 |
1.0528 |
0.0175 |
1.6% |
0.0096 |
0.9% |
67% |
True |
False |
354,974 |
| 10 |
1.0702 |
1.0528 |
0.0175 |
1.6% |
0.0091 |
0.9% |
67% |
True |
False |
276,040 |
| 20 |
1.0825 |
1.0528 |
0.0297 |
2.8% |
0.0084 |
0.8% |
39% |
False |
False |
235,697 |
| 40 |
1.1059 |
1.0528 |
0.0532 |
5.0% |
0.0088 |
0.8% |
22% |
False |
False |
220,350 |
| 60 |
1.1059 |
1.0528 |
0.0532 |
5.0% |
0.0090 |
0.8% |
22% |
False |
False |
212,008 |
| 80 |
1.1059 |
1.0317 |
0.0743 |
7.0% |
0.0093 |
0.9% |
44% |
False |
False |
163,433 |
| 100 |
1.1059 |
0.9822 |
0.1238 |
11.6% |
0.0100 |
0.9% |
66% |
False |
False |
130,934 |
| 120 |
1.1059 |
0.9658 |
0.1402 |
13.2% |
0.0103 |
1.0% |
70% |
False |
False |
109,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1352 |
|
2.618 |
1.1103 |
|
1.618 |
1.0950 |
|
1.000 |
1.0855 |
|
0.618 |
1.0797 |
|
HIGH |
1.0702 |
|
0.618 |
1.0644 |
|
0.500 |
1.0626 |
|
0.382 |
1.0607 |
|
LOW |
1.0549 |
|
0.618 |
1.0454 |
|
1.000 |
1.0396 |
|
1.618 |
1.0301 |
|
2.618 |
1.0148 |
|
4.250 |
0.9899 |
|
|
| Fisher Pivots for day following 10-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0638 |
1.0634 |
| PP |
1.0632 |
1.0625 |
| S1 |
1.0626 |
1.0615 |
|