CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 14-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2023 |
14-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0786 |
1.0841 |
0.0055 |
0.5% |
1.0761 |
| High |
1.0861 |
1.0849 |
-0.0013 |
-0.1% |
1.0819 |
| Low |
1.0774 |
1.0790 |
0.0016 |
0.1% |
1.0645 |
| Close |
1.0850 |
1.0846 |
-0.0004 |
0.0% |
1.0762 |
| Range |
0.0087 |
0.0059 |
-0.0028 |
-32.2% |
0.0174 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
2,061 |
1,972 |
-89 |
-4.3% |
8,470 |
|
| Daily Pivots for day following 14-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1005 |
1.0985 |
1.0878 |
|
| R3 |
1.0946 |
1.0926 |
1.0862 |
|
| R2 |
1.0887 |
1.0887 |
1.0857 |
|
| R1 |
1.0867 |
1.0867 |
1.0851 |
1.0877 |
| PP |
1.0828 |
1.0828 |
1.0828 |
1.0833 |
| S1 |
1.0808 |
1.0808 |
1.0841 |
1.0818 |
| S2 |
1.0769 |
1.0769 |
1.0835 |
|
| S3 |
1.0710 |
1.0749 |
1.0830 |
|
| S4 |
1.0651 |
1.0690 |
1.0814 |
|
|
| Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1262 |
1.1186 |
1.0857 |
|
| R3 |
1.1089 |
1.1012 |
1.0810 |
|
| R2 |
1.0915 |
1.0915 |
1.0794 |
|
| R1 |
1.0839 |
1.0839 |
1.0778 |
1.0877 |
| PP |
1.0742 |
1.0742 |
1.0742 |
1.0761 |
| S1 |
1.0665 |
1.0665 |
1.0746 |
1.0704 |
| S2 |
1.0568 |
1.0568 |
1.0730 |
|
| S3 |
1.0395 |
1.0492 |
1.0714 |
|
| S4 |
1.0221 |
1.0318 |
1.0667 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0861 |
1.0645 |
0.0216 |
2.0% |
0.0068 |
0.6% |
93% |
False |
False |
2,284 |
| 10 |
1.0861 |
1.0645 |
0.0216 |
2.0% |
0.0071 |
0.7% |
93% |
False |
False |
1,319 |
| 20 |
1.0887 |
1.0645 |
0.0242 |
2.2% |
0.0060 |
0.5% |
83% |
False |
False |
701 |
| 40 |
1.1135 |
1.0645 |
0.0490 |
4.5% |
0.0055 |
0.5% |
41% |
False |
False |
370 |
| 60 |
1.1135 |
1.0645 |
0.0490 |
4.5% |
0.0050 |
0.5% |
41% |
False |
False |
288 |
| 80 |
1.1135 |
1.0451 |
0.0684 |
6.3% |
0.0050 |
0.5% |
58% |
False |
False |
238 |
| 100 |
1.1135 |
0.9946 |
0.1189 |
11.0% |
0.0052 |
0.5% |
76% |
False |
False |
196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1099 |
|
2.618 |
1.1003 |
|
1.618 |
1.0944 |
|
1.000 |
1.0908 |
|
0.618 |
1.0885 |
|
HIGH |
1.0849 |
|
0.618 |
1.0826 |
|
0.500 |
1.0819 |
|
0.382 |
1.0812 |
|
LOW |
1.0790 |
|
0.618 |
1.0753 |
|
1.000 |
1.0731 |
|
1.618 |
1.0694 |
|
2.618 |
1.0635 |
|
4.250 |
1.0539 |
|
|
| Fisher Pivots for day following 14-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0837 |
1.0823 |
| PP |
1.0828 |
1.0800 |
| S1 |
1.0819 |
1.0777 |
|