CME Euro FX (E) Future June 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 |
1.0663 |
1.0694 |
0.0032 |
0.3% |
1.0617 |
| High |
1.0703 |
1.0759 |
0.0056 |
0.5% |
1.0758 |
| Low |
1.0653 |
1.0686 |
0.0033 |
0.3% |
1.0601 |
| Close |
1.0700 |
1.0740 |
0.0041 |
0.4% |
1.0700 |
| Range |
0.0050 |
0.0073 |
0.0023 |
46.0% |
0.0157 |
| ATR |
0.0080 |
0.0080 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
37,794 |
72,808 |
35,014 |
92.6% |
92,545 |
|
| Daily Pivots for day following 06-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0947 |
1.0917 |
1.0780 |
|
| R3 |
1.0874 |
1.0844 |
1.0760 |
|
| R2 |
1.0801 |
1.0801 |
1.0753 |
|
| R1 |
1.0771 |
1.0771 |
1.0747 |
1.0786 |
| PP |
1.0728 |
1.0728 |
1.0728 |
1.0736 |
| S1 |
1.0698 |
1.0698 |
1.0733 |
1.0713 |
| S2 |
1.0655 |
1.0655 |
1.0727 |
|
| S3 |
1.0582 |
1.0625 |
1.0720 |
|
| S4 |
1.0509 |
1.0552 |
1.0700 |
|
|
| Weekly Pivots for week ending 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1157 |
1.1085 |
1.0786 |
|
| R3 |
1.1000 |
1.0928 |
1.0743 |
|
| R2 |
1.0843 |
1.0843 |
1.0728 |
|
| R1 |
1.0771 |
1.0771 |
1.0714 |
1.0807 |
| PP |
1.0686 |
1.0686 |
1.0686 |
1.0704 |
| S1 |
1.0614 |
1.0614 |
1.0685 |
1.0650 |
| S2 |
1.0529 |
1.0529 |
1.0671 |
|
| S3 |
1.0372 |
1.0457 |
1.0656 |
|
| S4 |
1.0215 |
1.0300 |
1.0613 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0759 |
1.0635 |
0.0124 |
1.2% |
0.0082 |
0.8% |
85% |
True |
False |
32,114 |
| 10 |
1.0777 |
1.0601 |
0.0176 |
1.6% |
0.0075 |
0.7% |
79% |
False |
False |
17,442 |
| 20 |
1.0880 |
1.0601 |
0.0279 |
2.6% |
0.0076 |
0.7% |
50% |
False |
False |
9,450 |
| 40 |
1.1111 |
1.0594 |
0.0517 |
4.8% |
0.0082 |
0.8% |
28% |
False |
False |
5,101 |
| 60 |
1.1111 |
1.0594 |
0.0517 |
4.8% |
0.0080 |
0.7% |
28% |
False |
False |
3,608 |
| 80 |
1.1111 |
1.0150 |
0.0961 |
8.9% |
0.0081 |
0.8% |
61% |
False |
False |
2,802 |
| 100 |
1.1111 |
0.9826 |
0.1285 |
12.0% |
0.0081 |
0.8% |
71% |
False |
False |
2,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1069 |
|
2.618 |
1.0950 |
|
1.618 |
1.0877 |
|
1.000 |
1.0832 |
|
0.618 |
1.0804 |
|
HIGH |
1.0759 |
|
0.618 |
1.0731 |
|
0.500 |
1.0722 |
|
0.382 |
1.0713 |
|
LOW |
1.0686 |
|
0.618 |
1.0640 |
|
1.000 |
1.0613 |
|
1.618 |
1.0567 |
|
2.618 |
1.0494 |
|
4.250 |
1.0375 |
|
|
| Fisher Pivots for day following 06-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0734 |
1.0727 |
| PP |
1.0728 |
1.0714 |
| S1 |
1.0722 |
1.0700 |
|