CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 31-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2023 |
31-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0894 |
1.0955 |
0.0062 |
0.6% |
1.0817 |
| High |
1.0976 |
1.0975 |
-0.0002 |
0.0% |
1.0976 |
| Low |
1.0873 |
1.0885 |
0.0012 |
0.1% |
1.0798 |
| Close |
1.0955 |
1.0904 |
-0.0051 |
-0.5% |
1.0904 |
| Range |
0.0103 |
0.0090 |
-0.0014 |
-13.1% |
0.0179 |
| ATR |
0.0092 |
0.0092 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
171,511 |
197,039 |
25,528 |
14.9% |
784,562 |
|
| Daily Pivots for day following 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1190 |
1.1136 |
1.0953 |
|
| R3 |
1.1100 |
1.1047 |
1.0928 |
|
| R2 |
1.1011 |
1.1011 |
1.0920 |
|
| R1 |
1.0957 |
1.0957 |
1.0912 |
1.0939 |
| PP |
1.0921 |
1.0921 |
1.0921 |
1.0912 |
| S1 |
1.0868 |
1.0868 |
1.0895 |
1.0850 |
| S2 |
1.0832 |
1.0832 |
1.0887 |
|
| S3 |
1.0742 |
1.0778 |
1.0879 |
|
| S4 |
1.0653 |
1.0689 |
1.0854 |
|
|
| Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1428 |
1.1344 |
1.1002 |
|
| R3 |
1.1249 |
1.1166 |
1.0953 |
|
| R2 |
1.1071 |
1.1071 |
1.0936 |
|
| R1 |
1.0987 |
1.0987 |
1.0920 |
1.1029 |
| PP |
1.0892 |
1.0892 |
1.0892 |
1.0913 |
| S1 |
1.0809 |
1.0809 |
1.0887 |
1.0851 |
| S2 |
1.0714 |
1.0714 |
1.0871 |
|
| S3 |
1.0535 |
1.0630 |
1.0854 |
|
| S4 |
1.0357 |
1.0452 |
1.0805 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0976 |
1.0798 |
0.0179 |
1.6% |
0.0070 |
0.6% |
59% |
False |
False |
156,912 |
| 10 |
1.0984 |
1.0691 |
0.0293 |
2.7% |
0.0092 |
0.8% |
73% |
False |
False |
187,002 |
| 20 |
1.0984 |
1.0581 |
0.0403 |
3.7% |
0.0097 |
0.9% |
80% |
False |
False |
240,438 |
| 40 |
1.1023 |
1.0581 |
0.0442 |
4.1% |
0.0089 |
0.8% |
73% |
False |
False |
123,163 |
| 60 |
1.1111 |
1.0581 |
0.0530 |
4.9% |
0.0088 |
0.8% |
61% |
False |
False |
82,344 |
| 80 |
1.1111 |
1.0581 |
0.0530 |
4.9% |
0.0084 |
0.8% |
61% |
False |
False |
61,929 |
| 100 |
1.1111 |
1.0119 |
0.0992 |
9.1% |
0.0085 |
0.8% |
79% |
False |
False |
49,601 |
| 120 |
1.1111 |
0.9826 |
0.1285 |
11.8% |
0.0083 |
0.8% |
84% |
False |
False |
41,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1355 |
|
2.618 |
1.1209 |
|
1.618 |
1.1119 |
|
1.000 |
1.1064 |
|
0.618 |
1.1030 |
|
HIGH |
1.0975 |
|
0.618 |
1.0940 |
|
0.500 |
1.0930 |
|
0.382 |
1.0919 |
|
LOW |
1.0885 |
|
0.618 |
1.0830 |
|
1.000 |
1.0796 |
|
1.618 |
1.0740 |
|
2.618 |
1.0651 |
|
4.250 |
1.0505 |
|
|
| Fisher Pivots for day following 31-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0930 |
1.0923 |
| PP |
1.0921 |
1.0917 |
| S1 |
1.0912 |
1.0910 |
|