CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 08-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2023 |
08-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0745 |
1.0617 |
-0.0128 |
-1.2% |
1.0617 |
| High |
1.0758 |
1.0640 |
-0.0118 |
-1.1% |
1.0758 |
| Low |
1.0612 |
1.0590 |
-0.0022 |
-0.2% |
1.0601 |
| Close |
1.0617 |
1.0613 |
-0.0004 |
0.0% |
1.0700 |
| Range |
0.0146 |
0.0050 |
-0.0096 |
-65.8% |
0.0157 |
| ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
157,874 |
478,110 |
320,236 |
202.8% |
92,545 |
|
| Daily Pivots for day following 08-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0764 |
1.0739 |
1.0641 |
|
| R3 |
1.0714 |
1.0689 |
1.0627 |
|
| R2 |
1.0664 |
1.0664 |
1.0622 |
|
| R1 |
1.0639 |
1.0639 |
1.0618 |
1.0627 |
| PP |
1.0614 |
1.0614 |
1.0614 |
1.0608 |
| S1 |
1.0589 |
1.0589 |
1.0608 |
1.0577 |
| S2 |
1.0564 |
1.0564 |
1.0604 |
|
| S3 |
1.0514 |
1.0539 |
1.0599 |
|
| S4 |
1.0464 |
1.0489 |
1.0586 |
|
|
| 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 |
1.0590 |
0.0169 |
1.6% |
0.0082 |
0.8% |
14% |
False |
True |
154,202 |
| 10 |
1.0759 |
1.0590 |
0.0169 |
1.6% |
0.0082 |
0.8% |
14% |
False |
True |
80,773 |
| 20 |
1.0880 |
1.0590 |
0.0290 |
2.7% |
0.0077 |
0.7% |
8% |
False |
True |
41,131 |
| 40 |
1.1111 |
1.0590 |
0.0521 |
4.9% |
0.0080 |
0.8% |
4% |
False |
True |
20,960 |
| 60 |
1.1111 |
1.0590 |
0.0521 |
4.9% |
0.0081 |
0.8% |
4% |
False |
True |
14,135 |
| 80 |
1.1111 |
1.0150 |
0.0961 |
9.1% |
0.0082 |
0.8% |
48% |
False |
False |
10,751 |
| 100 |
1.1111 |
0.9826 |
0.1285 |
12.1% |
0.0083 |
0.8% |
61% |
False |
False |
8,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0853 |
|
2.618 |
1.0771 |
|
1.618 |
1.0721 |
|
1.000 |
1.0690 |
|
0.618 |
1.0671 |
|
HIGH |
1.0640 |
|
0.618 |
1.0621 |
|
0.500 |
1.0615 |
|
0.382 |
1.0609 |
|
LOW |
1.0590 |
|
0.618 |
1.0559 |
|
1.000 |
1.0540 |
|
1.618 |
1.0509 |
|
2.618 |
1.0459 |
|
4.250 |
1.0378 |
|
|
| Fisher Pivots for day following 08-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0615 |
1.0674 |
| PP |
1.0614 |
1.0654 |
| S1 |
1.0614 |
1.0633 |
|