CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 16-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2023 |
16-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0837 |
1.0687 |
-0.0150 |
-1.4% |
1.0761 |
| High |
1.0854 |
1.0738 |
-0.0116 |
-1.1% |
1.0819 |
| Low |
1.0624 |
1.0678 |
0.0054 |
0.5% |
1.0645 |
| Close |
1.0697 |
1.0720 |
0.0024 |
0.2% |
1.0762 |
| Range |
0.0230 |
0.0061 |
-0.0170 |
-73.7% |
0.0174 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
2,848 |
2,959 |
111 |
3.9% |
8,470 |
|
| Daily Pivots for day following 16-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0893 |
1.0867 |
1.0753 |
|
| R3 |
1.0833 |
1.0807 |
1.0737 |
|
| R2 |
1.0772 |
1.0772 |
1.0731 |
|
| R1 |
1.0746 |
1.0746 |
1.0726 |
1.0759 |
| PP |
1.0712 |
1.0712 |
1.0712 |
1.0718 |
| S1 |
1.0686 |
1.0686 |
1.0714 |
1.0699 |
| S2 |
1.0651 |
1.0651 |
1.0709 |
|
| S3 |
1.0591 |
1.0625 |
1.0703 |
|
| S4 |
1.0530 |
1.0565 |
1.0687 |
|
|
| 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% |
0.0113 |
1.0% |
41% |
False |
False |
2,141 |
| 10 |
1.0861 |
1.0624 |
0.0238 |
2.2% |
0.0087 |
0.8% |
41% |
False |
False |
1,853 |
| 20 |
1.0861 |
1.0624 |
0.0238 |
2.2% |
0.0071 |
0.7% |
41% |
False |
False |
990 |
| 40 |
1.1135 |
1.0624 |
0.0511 |
4.8% |
0.0061 |
0.6% |
19% |
False |
False |
512 |
| 60 |
1.1135 |
1.0624 |
0.0511 |
4.8% |
0.0052 |
0.5% |
19% |
False |
False |
384 |
| 80 |
1.1135 |
1.0451 |
0.0684 |
6.4% |
0.0053 |
0.5% |
39% |
False |
False |
308 |
| 100 |
1.1135 |
0.9946 |
0.1189 |
11.1% |
0.0054 |
0.5% |
65% |
False |
False |
253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0995 |
|
2.618 |
1.0896 |
|
1.618 |
1.0836 |
|
1.000 |
1.0799 |
|
0.618 |
1.0775 |
|
HIGH |
1.0738 |
|
0.618 |
1.0715 |
|
0.500 |
1.0708 |
|
0.382 |
1.0701 |
|
LOW |
1.0678 |
|
0.618 |
1.0640 |
|
1.000 |
1.0617 |
|
1.618 |
1.0580 |
|
2.618 |
1.0519 |
|
4.250 |
1.0420 |
|
|
| Fisher Pivots for day following 16-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0716 |
1.0739 |
| PP |
1.0712 |
1.0732 |
| S1 |
1.0708 |
1.0726 |
|