CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 24-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2023 |
24-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0917 |
1.0884 |
-0.0033 |
-0.3% |
1.0734 |
| High |
1.0984 |
1.0892 |
-0.0092 |
-0.8% |
1.0984 |
| Low |
1.0878 |
1.0768 |
-0.0110 |
-1.0% |
1.0691 |
| Close |
1.0896 |
1.0814 |
-0.0082 |
-0.7% |
1.0814 |
| Range |
0.0106 |
0.0124 |
0.0018 |
16.5% |
0.0293 |
| ATR |
0.0098 |
0.0100 |
0.0002 |
2.1% |
0.0000 |
| Volume |
247,835 |
246,963 |
-872 |
-0.4% |
1,085,459 |
|
| Daily Pivots for day following 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1195 |
1.1128 |
1.0882 |
|
| R3 |
1.1072 |
1.1005 |
1.0848 |
|
| R2 |
1.0948 |
1.0948 |
1.0837 |
|
| R1 |
1.0881 |
1.0881 |
1.0825 |
1.0853 |
| PP |
1.0825 |
1.0825 |
1.0825 |
1.0810 |
| S1 |
1.0758 |
1.0758 |
1.0803 |
1.0729 |
| S2 |
1.0701 |
1.0701 |
1.0791 |
|
| S3 |
1.0578 |
1.0634 |
1.0780 |
|
| S4 |
1.0454 |
1.0511 |
1.0746 |
|
|
| Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1708 |
1.1554 |
1.0975 |
|
| R3 |
1.1415 |
1.1261 |
1.0895 |
|
| R2 |
1.1122 |
1.1122 |
1.0868 |
|
| R1 |
1.0968 |
1.0968 |
1.0841 |
1.1045 |
| PP |
1.0829 |
1.0829 |
1.0829 |
1.0868 |
| S1 |
1.0675 |
1.0675 |
1.0787 |
1.0752 |
| S2 |
1.0536 |
1.0536 |
1.0760 |
|
| S3 |
1.0243 |
1.0382 |
1.0733 |
|
| S4 |
0.9950 |
1.0089 |
1.0653 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0984 |
1.0691 |
0.0293 |
2.7% |
0.0113 |
1.0% |
42% |
False |
False |
217,091 |
| 10 |
1.0984 |
1.0581 |
0.0403 |
3.7% |
0.0114 |
1.1% |
58% |
False |
False |
256,672 |
| 20 |
1.0984 |
1.0581 |
0.0403 |
3.7% |
0.0101 |
0.9% |
58% |
False |
False |
205,837 |
| 40 |
1.1111 |
1.0581 |
0.0530 |
4.9% |
0.0092 |
0.8% |
44% |
False |
False |
103,631 |
| 60 |
1.1111 |
1.0581 |
0.0530 |
4.9% |
0.0089 |
0.8% |
44% |
False |
False |
69,293 |
| 80 |
1.1111 |
1.0478 |
0.0633 |
5.9% |
0.0085 |
0.8% |
53% |
False |
False |
52,159 |
| 100 |
1.1111 |
0.9920 |
0.1191 |
11.0% |
0.0085 |
0.8% |
75% |
False |
False |
41,759 |
| 120 |
1.1111 |
0.9826 |
0.1285 |
11.9% |
0.0083 |
0.8% |
77% |
False |
False |
34,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1416 |
|
2.618 |
1.1215 |
|
1.618 |
1.1091 |
|
1.000 |
1.1015 |
|
0.618 |
1.0968 |
|
HIGH |
1.0892 |
|
0.618 |
1.0844 |
|
0.500 |
1.0830 |
|
0.382 |
1.0815 |
|
LOW |
1.0768 |
|
0.618 |
1.0692 |
|
1.000 |
1.0645 |
|
1.618 |
1.0568 |
|
2.618 |
1.0445 |
|
4.250 |
1.0243 |
|
|
| Fisher Pivots for day following 24-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0830 |
1.0876 |
| PP |
1.0825 |
1.0855 |
| S1 |
1.0819 |
1.0835 |
|