CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 30-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2023 |
30-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0896 |
1.0894 |
-0.0002 |
0.0% |
1.0734 |
| High |
1.0923 |
1.0976 |
0.0053 |
0.5% |
1.0984 |
| Low |
1.0870 |
1.0873 |
0.0003 |
0.0% |
1.0691 |
| Close |
1.0897 |
1.0955 |
0.0058 |
0.5% |
1.0814 |
| Range |
0.0053 |
0.0103 |
0.0050 |
94.3% |
0.0293 |
| ATR |
0.0091 |
0.0092 |
0.0001 |
1.0% |
0.0000 |
| Volume |
148,498 |
171,511 |
23,013 |
15.5% |
1,085,459 |
|
| Daily Pivots for day following 30-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1244 |
1.1202 |
1.1011 |
|
| R3 |
1.1141 |
1.1099 |
1.0983 |
|
| R2 |
1.1038 |
1.1038 |
1.0973 |
|
| R1 |
1.0996 |
1.0996 |
1.0964 |
1.1017 |
| PP |
1.0935 |
1.0935 |
1.0935 |
1.0945 |
| S1 |
1.0893 |
1.0893 |
1.0945 |
1.0914 |
| S2 |
1.0832 |
1.0832 |
1.0936 |
|
| S3 |
1.0729 |
1.0790 |
1.0926 |
|
| S4 |
1.0626 |
1.0687 |
1.0898 |
|
|
| 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 |
1.0976 |
1.0768 |
0.0208 |
1.9% |
0.0077 |
0.7% |
90% |
True |
False |
166,897 |
| 10 |
1.0984 |
1.0669 |
0.0315 |
2.9% |
0.0090 |
0.8% |
91% |
False |
False |
187,347 |
| 20 |
1.0984 |
1.0581 |
0.0403 |
3.7% |
0.0095 |
0.9% |
93% |
False |
False |
232,476 |
| 40 |
1.1111 |
1.0581 |
0.0530 |
4.8% |
0.0090 |
0.8% |
71% |
False |
False |
118,265 |
| 60 |
1.1111 |
1.0581 |
0.0530 |
4.8% |
0.0087 |
0.8% |
71% |
False |
False |
79,066 |
| 80 |
1.1111 |
1.0581 |
0.0530 |
4.8% |
0.0084 |
0.8% |
71% |
False |
False |
59,492 |
| 100 |
1.1111 |
0.9920 |
0.1191 |
10.9% |
0.0086 |
0.8% |
87% |
False |
False |
47,631 |
| 120 |
1.1111 |
0.9826 |
0.1285 |
11.7% |
0.0083 |
0.8% |
88% |
False |
False |
39,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1414 |
|
2.618 |
1.1246 |
|
1.618 |
1.1143 |
|
1.000 |
1.1079 |
|
0.618 |
1.1040 |
|
HIGH |
1.0976 |
|
0.618 |
1.0937 |
|
0.500 |
1.0925 |
|
0.382 |
1.0912 |
|
LOW |
1.0873 |
|
0.618 |
1.0809 |
|
1.000 |
1.0770 |
|
1.618 |
1.0706 |
|
2.618 |
1.0603 |
|
4.250 |
1.0435 |
|
|
| Fisher Pivots for day following 30-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0945 |
1.0941 |
| PP |
1.0935 |
1.0927 |
| S1 |
1.0925 |
1.0913 |
|