CME Euro FX (E) Future June 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 |
1.0645 |
1.0734 |
0.0089 |
0.8% |
1.0754 |
| High |
1.0758 |
1.0734 |
-0.0024 |
-0.2% |
1.0777 |
| Low |
1.0635 |
1.0642 |
0.0008 |
0.1% |
1.0605 |
| Close |
1.0725 |
1.0655 |
-0.0070 |
-0.6% |
1.0620 |
| Range |
0.0124 |
0.0092 |
-0.0032 |
-25.5% |
0.0172 |
| ATR |
0.0082 |
0.0083 |
0.0001 |
0.9% |
0.0000 |
| Volume |
15,406 |
24,424 |
9,018 |
58.5% |
9,073 |
|
| Daily Pivots for day following 02-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0953 |
1.0896 |
1.0706 |
|
| R3 |
1.0861 |
1.0804 |
1.0680 |
|
| R2 |
1.0769 |
1.0769 |
1.0672 |
|
| R1 |
1.0712 |
1.0712 |
1.0663 |
1.0695 |
| PP |
1.0677 |
1.0677 |
1.0677 |
1.0668 |
| S1 |
1.0620 |
1.0620 |
1.0647 |
1.0603 |
| S2 |
1.0585 |
1.0585 |
1.0638 |
|
| S3 |
1.0493 |
1.0528 |
1.0630 |
|
| S4 |
1.0401 |
1.0436 |
1.0604 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1182 |
1.1072 |
1.0714 |
|
| R3 |
1.1010 |
1.0901 |
1.0667 |
|
| R2 |
1.0839 |
1.0839 |
1.0651 |
|
| R1 |
1.0729 |
1.0729 |
1.0636 |
1.0698 |
| PP |
1.0667 |
1.0667 |
1.0667 |
1.0652 |
| S1 |
1.0558 |
1.0558 |
1.0604 |
1.0527 |
| S2 |
1.0496 |
1.0496 |
1.0589 |
|
| S3 |
1.0324 |
1.0386 |
1.0573 |
|
| S4 |
1.0153 |
1.0215 |
1.0526 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0758 |
1.0601 |
0.0157 |
1.5% |
0.0091 |
0.8% |
34% |
False |
False |
11,676 |
| 10 |
1.0794 |
1.0601 |
0.0193 |
1.8% |
0.0078 |
0.7% |
28% |
False |
False |
6,698 |
| 20 |
1.1111 |
1.0601 |
0.0510 |
4.8% |
0.0084 |
0.8% |
11% |
False |
False |
4,054 |
| 40 |
1.1111 |
1.0594 |
0.0517 |
4.8% |
0.0083 |
0.8% |
12% |
False |
False |
2,361 |
| 60 |
1.1111 |
1.0594 |
0.0517 |
4.8% |
0.0080 |
0.8% |
12% |
False |
False |
1,830 |
| 80 |
1.1111 |
0.9920 |
0.1191 |
11.2% |
0.0084 |
0.8% |
62% |
False |
False |
1,420 |
| 100 |
1.1111 |
0.9826 |
0.1285 |
12.1% |
0.0080 |
0.8% |
65% |
False |
False |
1,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1125 |
|
2.618 |
1.0975 |
|
1.618 |
1.0883 |
|
1.000 |
1.0826 |
|
0.618 |
1.0791 |
|
HIGH |
1.0734 |
|
0.618 |
1.0699 |
|
0.500 |
1.0688 |
|
0.382 |
1.0677 |
|
LOW |
1.0642 |
|
0.618 |
1.0585 |
|
1.000 |
1.0550 |
|
1.618 |
1.0493 |
|
2.618 |
1.0401 |
|
4.250 |
1.0251 |
|
|
| Fisher Pivots for day following 02-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0688 |
1.0696 |
| PP |
1.0677 |
1.0683 |
| S1 |
1.0666 |
1.0669 |
|