CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 29-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2023 |
29-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0851 |
1.0896 |
0.0045 |
0.4% |
1.0734 |
| High |
1.0901 |
1.0923 |
0.0023 |
0.2% |
1.0984 |
| Low |
1.0850 |
1.0870 |
0.0021 |
0.2% |
1.0691 |
| Close |
1.0896 |
1.0897 |
0.0001 |
0.0% |
1.0814 |
| Range |
0.0051 |
0.0053 |
0.0002 |
3.9% |
0.0293 |
| ATR |
0.0094 |
0.0091 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
141,552 |
148,498 |
6,946 |
4.9% |
1,085,459 |
|
| Daily Pivots for day following 29-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1056 |
1.1029 |
1.0926 |
|
| R3 |
1.1003 |
1.0976 |
1.0911 |
|
| R2 |
1.0950 |
1.0950 |
1.0906 |
|
| R1 |
1.0923 |
1.0923 |
1.0901 |
1.0936 |
| PP |
1.0897 |
1.0897 |
1.0897 |
1.0903 |
| S1 |
1.0870 |
1.0870 |
1.0892 |
1.0883 |
| S2 |
1.0844 |
1.0844 |
1.0887 |
|
| S3 |
1.0791 |
1.0817 |
1.0882 |
|
| S4 |
1.0738 |
1.0764 |
1.0867 |
|
|
| 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 |
1.0768 |
0.0216 |
2.0% |
0.0078 |
0.7% |
60% |
False |
False |
182,162 |
| 10 |
1.0984 |
1.0613 |
0.0371 |
3.4% |
0.0088 |
0.8% |
77% |
False |
False |
199,949 |
| 20 |
1.0984 |
1.0581 |
0.0403 |
3.7% |
0.0095 |
0.9% |
78% |
False |
False |
225,122 |
| 40 |
1.1111 |
1.0581 |
0.0530 |
4.9% |
0.0091 |
0.8% |
60% |
False |
False |
113,999 |
| 60 |
1.1111 |
1.0581 |
0.0530 |
4.9% |
0.0088 |
0.8% |
60% |
False |
False |
76,215 |
| 80 |
1.1111 |
1.0580 |
0.0531 |
4.9% |
0.0084 |
0.8% |
60% |
False |
False |
57,350 |
| 100 |
1.1111 |
0.9920 |
0.1191 |
10.9% |
0.0086 |
0.8% |
82% |
False |
False |
45,916 |
| 120 |
1.1111 |
0.9826 |
0.1285 |
11.8% |
0.0082 |
0.8% |
83% |
False |
False |
38,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1148 |
|
2.618 |
1.1062 |
|
1.618 |
1.1009 |
|
1.000 |
1.0976 |
|
0.618 |
1.0956 |
|
HIGH |
1.0923 |
|
0.618 |
1.0903 |
|
0.500 |
1.0897 |
|
0.382 |
1.0890 |
|
LOW |
1.0870 |
|
0.618 |
1.0837 |
|
1.000 |
1.0817 |
|
1.618 |
1.0784 |
|
2.618 |
1.0731 |
|
4.250 |
1.0645 |
|
|
| Fisher Pivots for day following 29-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0897 |
1.0884 |
| PP |
1.0897 |
1.0872 |
| S1 |
1.0897 |
1.0860 |
|