CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 28-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2023 |
28-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0896 |
1.0965 |
0.0070 |
0.6% |
1.0845 |
| High |
1.0932 |
1.0980 |
0.0048 |
0.4% |
1.1046 |
| Low |
1.0893 |
1.0955 |
0.0063 |
0.6% |
1.0840 |
| Close |
1.0932 |
1.0980 |
0.0048 |
0.4% |
1.0892 |
| Range |
0.0039 |
0.0025 |
-0.0015 |
-37.2% |
0.0207 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
17 |
6 |
-11 |
-64.7% |
100 |
|
| Daily Pivots for day following 28-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1045 |
1.1037 |
1.0993 |
|
| R3 |
1.1020 |
1.1012 |
1.0986 |
|
| R2 |
1.0996 |
1.0996 |
1.0984 |
|
| R1 |
1.0988 |
1.0988 |
1.0982 |
1.0992 |
| PP |
1.0971 |
1.0971 |
1.0971 |
1.0973 |
| S1 |
1.0963 |
1.0963 |
1.0977 |
1.0967 |
| S2 |
1.0947 |
1.0947 |
1.0975 |
|
| S3 |
1.0922 |
1.0939 |
1.0973 |
|
| S4 |
1.0898 |
1.0914 |
1.0966 |
|
|
| Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1545 |
1.1425 |
1.1005 |
|
| R3 |
1.1339 |
1.1218 |
1.0948 |
|
| R2 |
1.1132 |
1.1132 |
1.0929 |
|
| R1 |
1.1012 |
1.1012 |
1.0910 |
1.1072 |
| PP |
1.0926 |
1.0926 |
1.0926 |
1.0956 |
| S1 |
1.0805 |
1.0805 |
1.0873 |
1.0866 |
| S2 |
1.0719 |
1.0719 |
1.0854 |
|
| S3 |
1.0513 |
1.0599 |
1.0835 |
|
| S4 |
1.0306 |
1.0392 |
1.0778 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1084 |
|
2.618 |
1.1044 |
|
1.618 |
1.1019 |
|
1.000 |
1.1004 |
|
0.618 |
1.0995 |
|
HIGH |
1.0980 |
|
0.618 |
1.0970 |
|
0.500 |
1.0967 |
|
0.382 |
1.0964 |
|
LOW |
1.0955 |
|
0.618 |
1.0940 |
|
1.000 |
1.0931 |
|
1.618 |
1.0915 |
|
2.618 |
1.0891 |
|
4.250 |
1.0851 |
|
|
| Fisher Pivots for day following 28-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0975 |
1.0956 |
| PP |
1.0971 |
1.0933 |
| S1 |
1.0967 |
1.0910 |
|