CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 17-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2023 |
17-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0641 |
1.0669 |
0.0028 |
0.3% |
1.0744 |
| High |
1.0696 |
1.0744 |
0.0049 |
0.5% |
1.0823 |
| Low |
1.0613 |
1.0669 |
0.0056 |
0.5% |
1.0581 |
| Close |
1.0672 |
1.0741 |
0.0069 |
0.6% |
1.0741 |
| Range |
0.0083 |
0.0076 |
-0.0008 |
-9.0% |
0.0242 |
| ATR |
0.0095 |
0.0093 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
297,532 |
200,494 |
-97,038 |
-32.6% |
1,481,268 |
|
| Daily Pivots for day following 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0944 |
1.0918 |
1.0782 |
|
| R3 |
1.0869 |
1.0842 |
1.0761 |
|
| R2 |
1.0793 |
1.0793 |
1.0754 |
|
| R1 |
1.0767 |
1.0767 |
1.0747 |
1.0780 |
| PP |
1.0718 |
1.0718 |
1.0718 |
1.0724 |
| S1 |
1.0691 |
1.0691 |
1.0734 |
1.0705 |
| S2 |
1.0642 |
1.0642 |
1.0727 |
|
| S3 |
1.0567 |
1.0616 |
1.0720 |
|
| S4 |
1.0491 |
1.0540 |
1.0699 |
|
|
| Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1441 |
1.1333 |
1.0874 |
|
| R3 |
1.1199 |
1.1091 |
1.0807 |
|
| R2 |
1.0957 |
1.0957 |
1.0785 |
|
| R1 |
1.0849 |
1.0849 |
1.0763 |
1.0782 |
| PP |
1.0715 |
1.0715 |
1.0715 |
1.0681 |
| S1 |
1.0607 |
1.0607 |
1.0718 |
1.0540 |
| S2 |
1.0473 |
1.0473 |
1.0696 |
|
| S3 |
1.0231 |
1.0365 |
1.0674 |
|
| S4 |
0.9989 |
1.0123 |
1.0607 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0823 |
1.0581 |
0.0242 |
2.3% |
0.0116 |
1.1% |
66% |
False |
False |
296,253 |
| 10 |
1.0823 |
1.0581 |
0.0242 |
2.3% |
0.0103 |
1.0% |
66% |
False |
False |
293,875 |
| 20 |
1.0823 |
1.0581 |
0.0242 |
2.3% |
0.0090 |
0.8% |
66% |
False |
False |
152,097 |
| 40 |
1.1111 |
1.0581 |
0.0530 |
4.9% |
0.0086 |
0.8% |
30% |
False |
False |
76,563 |
| 60 |
1.1111 |
1.0581 |
0.0530 |
4.9% |
0.0084 |
0.8% |
30% |
False |
False |
51,233 |
| 80 |
1.1111 |
1.0400 |
0.0711 |
6.6% |
0.0082 |
0.8% |
48% |
False |
False |
38,598 |
| 100 |
1.1111 |
0.9920 |
0.1191 |
11.1% |
0.0084 |
0.8% |
69% |
False |
False |
30,914 |
| 120 |
1.1111 |
0.9725 |
0.1386 |
12.9% |
0.0084 |
0.8% |
73% |
False |
False |
25,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1065 |
|
2.618 |
1.0942 |
|
1.618 |
1.0866 |
|
1.000 |
1.0820 |
|
0.618 |
1.0791 |
|
HIGH |
1.0744 |
|
0.618 |
1.0715 |
|
0.500 |
1.0706 |
|
0.382 |
1.0697 |
|
LOW |
1.0669 |
|
0.618 |
1.0622 |
|
1.000 |
1.0593 |
|
1.618 |
1.0546 |
|
2.618 |
1.0471 |
|
4.250 |
1.0348 |
|
|
| Fisher Pivots for day following 17-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0729 |
1.0728 |
| PP |
1.0718 |
1.0715 |
| S1 |
1.0706 |
1.0702 |
|