CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 09-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2022 |
09-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0049 |
1.0103 |
0.0054 |
0.5% |
1.0000 |
| High |
1.0126 |
1.0116 |
-0.0011 |
-0.1% |
1.0012 |
| Low |
1.0001 |
1.0020 |
0.0019 |
0.2% |
0.9761 |
| Close |
1.0104 |
1.0029 |
-0.0075 |
-0.7% |
0.9980 |
| Range |
0.0125 |
0.0096 |
-0.0030 |
-23.6% |
0.0251 |
| ATR |
0.0128 |
0.0126 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
188,823 |
188,234 |
-589 |
-0.3% |
1,091,768 |
|
| Daily Pivots for day following 09-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0341 |
1.0281 |
1.0082 |
|
| R3 |
1.0246 |
1.0185 |
1.0055 |
|
| R2 |
1.0150 |
1.0150 |
1.0047 |
|
| R1 |
1.0090 |
1.0090 |
1.0038 |
1.0072 |
| PP |
1.0055 |
1.0055 |
1.0055 |
1.0046 |
| S1 |
0.9994 |
0.9994 |
1.0020 |
0.9977 |
| S2 |
0.9959 |
0.9959 |
1.0011 |
|
| S3 |
0.9864 |
0.9899 |
1.0003 |
|
| S4 |
0.9768 |
0.9803 |
0.9976 |
|
|
| Weekly Pivots for week ending 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0670 |
1.0576 |
1.0118 |
|
| R3 |
1.0419 |
1.0325 |
1.0049 |
|
| R2 |
1.0168 |
1.0168 |
1.0026 |
|
| R1 |
1.0074 |
1.0074 |
1.0003 |
0.9996 |
| PP |
0.9917 |
0.9917 |
0.9917 |
0.9878 |
| S1 |
0.9823 |
0.9823 |
0.9956 |
0.9745 |
| S2 |
0.9666 |
0.9666 |
0.9933 |
|
| S3 |
0.9415 |
0.9572 |
0.9910 |
|
| S4 |
0.9164 |
0.9321 |
0.9841 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0126 |
0.9761 |
0.0366 |
3.6% |
0.0135 |
1.3% |
73% |
False |
False |
212,521 |
| 10 |
1.0132 |
0.9761 |
0.0371 |
3.7% |
0.0124 |
1.2% |
72% |
False |
False |
214,466 |
| 20 |
1.0132 |
0.9675 |
0.0457 |
4.6% |
0.0123 |
1.2% |
78% |
False |
False |
221,552 |
| 40 |
1.0132 |
0.9592 |
0.0540 |
5.4% |
0.0123 |
1.2% |
81% |
False |
False |
237,044 |
| 60 |
1.0294 |
0.9592 |
0.0702 |
7.0% |
0.0119 |
1.2% |
62% |
False |
False |
174,729 |
| 80 |
1.0465 |
0.9592 |
0.0873 |
8.7% |
0.0114 |
1.1% |
50% |
False |
False |
131,377 |
| 100 |
1.0750 |
0.9592 |
0.1158 |
11.5% |
0.0113 |
1.1% |
38% |
False |
False |
105,344 |
| 120 |
1.0911 |
0.9592 |
0.1319 |
13.1% |
0.0110 |
1.1% |
33% |
False |
False |
87,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0521 |
|
2.618 |
1.0366 |
|
1.618 |
1.0270 |
|
1.000 |
1.0211 |
|
0.618 |
1.0175 |
|
HIGH |
1.0116 |
|
0.618 |
1.0079 |
|
0.500 |
1.0068 |
|
0.382 |
1.0056 |
|
LOW |
1.0020 |
|
0.618 |
0.9961 |
|
1.000 |
0.9925 |
|
1.618 |
0.9865 |
|
2.618 |
0.9770 |
|
4.250 |
0.9614 |
|
|
| Fisher Pivots for day following 09-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0068 |
1.0037 |
| PP |
1.0055 |
1.0034 |
| S1 |
1.0042 |
1.0032 |
|