CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 15-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2023 |
15-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0841 |
1.0837 |
-0.0004 |
0.0% |
1.0761 |
| High |
1.0849 |
1.0854 |
0.0005 |
0.0% |
1.0819 |
| Low |
1.0790 |
1.0624 |
-0.0166 |
-1.5% |
1.0645 |
| Close |
1.0846 |
1.0697 |
-0.0150 |
-1.4% |
1.0762 |
| Range |
0.0059 |
0.0230 |
0.0171 |
289.8% |
0.0174 |
| ATR |
0.0071 |
0.0083 |
0.0011 |
15.9% |
0.0000 |
| Volume |
1,972 |
2,848 |
876 |
44.4% |
8,470 |
|
| Daily Pivots for day following 15-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1415 |
1.1286 |
1.0823 |
|
| R3 |
1.1185 |
1.1056 |
1.0760 |
|
| R2 |
1.0955 |
1.0955 |
1.0739 |
|
| R1 |
1.0826 |
1.0826 |
1.0718 |
1.0775 |
| PP |
1.0725 |
1.0725 |
1.0725 |
1.0699 |
| S1 |
1.0596 |
1.0596 |
1.0675 |
1.0545 |
| S2 |
1.0495 |
1.0495 |
1.0654 |
|
| S3 |
1.0265 |
1.0366 |
1.0633 |
|
| S4 |
1.0035 |
1.0136 |
1.0570 |
|
|
| 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 |
1.0624 |
0.0238 |
2.2% |
0.0106 |
1.0% |
31% |
False |
True |
2,669 |
| 10 |
1.0861 |
1.0624 |
0.0238 |
2.2% |
0.0083 |
0.8% |
31% |
False |
True |
1,575 |
| 20 |
1.0861 |
1.0624 |
0.0238 |
2.2% |
0.0070 |
0.7% |
31% |
False |
True |
843 |
| 40 |
1.1135 |
1.0624 |
0.0511 |
4.8% |
0.0061 |
0.6% |
14% |
False |
True |
438 |
| 60 |
1.1135 |
1.0624 |
0.0511 |
4.8% |
0.0052 |
0.5% |
14% |
False |
True |
335 |
| 80 |
1.1135 |
1.0451 |
0.0684 |
6.4% |
0.0053 |
0.5% |
36% |
False |
False |
273 |
| 100 |
1.1135 |
0.9946 |
0.1189 |
11.1% |
0.0054 |
0.5% |
63% |
False |
False |
225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1831 |
|
2.618 |
1.1456 |
|
1.618 |
1.1226 |
|
1.000 |
1.1084 |
|
0.618 |
1.0996 |
|
HIGH |
1.0854 |
|
0.618 |
1.0766 |
|
0.500 |
1.0739 |
|
0.382 |
1.0711 |
|
LOW |
1.0624 |
|
0.618 |
1.0481 |
|
1.000 |
1.0394 |
|
1.618 |
1.0251 |
|
2.618 |
1.0021 |
|
4.250 |
0.9646 |
|
|
| Fisher Pivots for day following 15-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0739 |
1.0742 |
| PP |
1.0725 |
1.0727 |
| S1 |
1.0711 |
1.0712 |
|