CME Euro FX (E) Future June 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 |
1.0605 |
1.0648 |
0.0043 |
0.4% |
1.0694 |
| High |
1.0655 |
1.0771 |
0.0116 |
1.1% |
1.0771 |
| Low |
1.0603 |
1.0640 |
0.0038 |
0.4% |
1.0590 |
| Close |
1.0641 |
1.0710 |
0.0070 |
0.7% |
1.0710 |
| Range |
0.0053 |
0.0131 |
0.0078 |
148.6% |
0.0181 |
| ATR |
0.0080 |
0.0084 |
0.0004 |
4.5% |
0.0000 |
| Volume |
322,442 |
426,253 |
103,811 |
32.2% |
1,457,487 |
|
| Daily Pivots for day following 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1098 |
1.1035 |
1.0782 |
|
| R3 |
1.0968 |
1.0904 |
1.0746 |
|
| R2 |
1.0837 |
1.0837 |
1.0734 |
|
| R1 |
1.0774 |
1.0774 |
1.0722 |
1.0806 |
| PP |
1.0707 |
1.0707 |
1.0707 |
1.0723 |
| S1 |
1.0643 |
1.0643 |
1.0698 |
1.0675 |
| S2 |
1.0576 |
1.0576 |
1.0686 |
|
| S3 |
1.0446 |
1.0513 |
1.0674 |
|
| S4 |
1.0315 |
1.0382 |
1.0638 |
|
|
| Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1232 |
1.1151 |
1.0809 |
|
| R3 |
1.1051 |
1.0971 |
1.0760 |
|
| R2 |
1.0871 |
1.0871 |
1.0743 |
|
| R1 |
1.0790 |
1.0790 |
1.0727 |
1.0831 |
| PP |
1.0690 |
1.0690 |
1.0690 |
1.0710 |
| S1 |
1.0610 |
1.0610 |
1.0693 |
1.0650 |
| S2 |
1.0510 |
1.0510 |
1.0677 |
|
| S3 |
1.0329 |
1.0429 |
1.0660 |
|
| S4 |
1.0149 |
1.0249 |
1.0611 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0771 |
1.0590 |
0.0181 |
1.7% |
0.0090 |
0.8% |
66% |
True |
False |
291,497 |
| 10 |
1.0771 |
1.0590 |
0.0181 |
1.7% |
0.0088 |
0.8% |
66% |
True |
False |
155,003 |
| 20 |
1.0880 |
1.0590 |
0.0290 |
2.7% |
0.0080 |
0.8% |
41% |
False |
False |
78,423 |
| 40 |
1.1111 |
1.0590 |
0.0521 |
4.9% |
0.0083 |
0.8% |
23% |
False |
False |
39,654 |
| 60 |
1.1111 |
1.0590 |
0.0521 |
4.9% |
0.0081 |
0.8% |
23% |
False |
False |
26,608 |
| 80 |
1.1111 |
1.0400 |
0.0711 |
6.6% |
0.0079 |
0.7% |
44% |
False |
False |
20,095 |
| 100 |
1.1111 |
0.9889 |
0.1222 |
11.4% |
0.0082 |
0.8% |
67% |
False |
False |
16,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1325 |
|
2.618 |
1.1112 |
|
1.618 |
1.0982 |
|
1.000 |
1.0901 |
|
0.618 |
1.0851 |
|
HIGH |
1.0771 |
|
0.618 |
1.0721 |
|
0.500 |
1.0705 |
|
0.382 |
1.0690 |
|
LOW |
1.0640 |
|
0.618 |
1.0559 |
|
1.000 |
1.0510 |
|
1.618 |
1.0429 |
|
2.618 |
1.0298 |
|
4.250 |
1.0085 |
|
|
| Fisher Pivots for day following 10-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0708 |
1.0700 |
| PP |
1.0707 |
1.0690 |
| S1 |
1.0705 |
1.0680 |
|