CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 29-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2023 |
29-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0911 |
1.0935 |
0.0025 |
0.2% |
1.0785 |
| High |
1.0946 |
1.0957 |
0.0011 |
0.1% |
1.1025 |
| Low |
1.0905 |
1.0918 |
0.0013 |
0.1% |
1.0735 |
| Close |
1.0942 |
1.0944 |
0.0003 |
0.0% |
1.0858 |
| Range |
0.0041 |
0.0039 |
-0.0002 |
-4.9% |
0.0290 |
| ATR |
0.0083 |
0.0080 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
288 |
254 |
-34 |
-11.8% |
8,574 |
|
| Daily Pivots for day following 29-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1057 |
1.1039 |
1.0965 |
|
| R3 |
1.1018 |
1.1000 |
1.0955 |
|
| R2 |
1.0979 |
1.0979 |
1.0951 |
|
| R1 |
1.0961 |
1.0961 |
1.0948 |
1.0970 |
| PP |
1.0940 |
1.0940 |
1.0940 |
1.0944 |
| S1 |
1.0922 |
1.0922 |
1.0940 |
1.0931 |
| S2 |
1.0901 |
1.0901 |
1.0937 |
|
| S3 |
1.0862 |
1.0883 |
1.0933 |
|
| S4 |
1.0823 |
1.0844 |
1.0923 |
|
|
| Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1741 |
1.1589 |
1.1017 |
|
| R3 |
1.1452 |
1.1300 |
1.0938 |
|
| R2 |
1.1162 |
1.1162 |
1.0911 |
|
| R1 |
1.1010 |
1.1010 |
1.0885 |
1.1086 |
| PP |
1.0873 |
1.0873 |
1.0873 |
1.0911 |
| S1 |
1.0721 |
1.0721 |
1.0831 |
1.0797 |
| S2 |
1.0583 |
1.0583 |
1.0805 |
|
| S3 |
1.0294 |
1.0431 |
1.0778 |
|
| S4 |
1.0004 |
1.0142 |
1.0699 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1025 |
1.0810 |
0.0215 |
2.0% |
0.0069 |
0.6% |
62% |
False |
False |
963 |
| 10 |
1.1025 |
1.0678 |
0.0347 |
3.2% |
0.0077 |
0.7% |
77% |
False |
False |
1,486 |
| 20 |
1.1025 |
1.0624 |
0.0401 |
3.7% |
0.0080 |
0.7% |
80% |
False |
False |
1,530 |
| 40 |
1.1135 |
1.0624 |
0.0511 |
4.7% |
0.0070 |
0.6% |
63% |
False |
False |
805 |
| 60 |
1.1135 |
1.0624 |
0.0511 |
4.7% |
0.0061 |
0.6% |
63% |
False |
False |
566 |
| 80 |
1.1135 |
1.0624 |
0.0511 |
4.7% |
0.0056 |
0.5% |
63% |
False |
False |
453 |
| 100 |
1.1135 |
0.9982 |
0.1153 |
10.5% |
0.0056 |
0.5% |
83% |
False |
False |
371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1123 |
|
2.618 |
1.1059 |
|
1.618 |
1.1020 |
|
1.000 |
1.0996 |
|
0.618 |
1.0981 |
|
HIGH |
1.0957 |
|
0.618 |
1.0942 |
|
0.500 |
1.0938 |
|
0.382 |
1.0933 |
|
LOW |
1.0918 |
|
0.618 |
1.0894 |
|
1.000 |
1.0879 |
|
1.618 |
1.0855 |
|
2.618 |
1.0816 |
|
4.250 |
1.0752 |
|
|
| Fisher Pivots for day following 29-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0942 |
1.0930 |
| PP |
1.0940 |
1.0915 |
| S1 |
1.0938 |
1.0901 |
|