CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 16-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2022 |
16-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0350 |
1.0372 |
0.0023 |
0.2% |
0.9962 |
| High |
1.0509 |
1.0464 |
-0.0045 |
-0.4% |
1.0392 |
| Low |
1.0306 |
1.0356 |
0.0051 |
0.5% |
0.9948 |
| Close |
1.0390 |
1.0417 |
0.0027 |
0.3% |
1.0390 |
| Range |
0.0203 |
0.0108 |
-0.0096 |
-47.0% |
0.0444 |
| ATR |
0.0143 |
0.0141 |
-0.0003 |
-1.8% |
0.0000 |
| Volume |
356,311 |
243,491 |
-112,820 |
-31.7% |
1,177,342 |
|
| Daily Pivots for day following 16-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0735 |
1.0683 |
1.0476 |
|
| R3 |
1.0627 |
1.0576 |
1.0447 |
|
| R2 |
1.0520 |
1.0520 |
1.0437 |
|
| R1 |
1.0468 |
1.0468 |
1.0427 |
1.0494 |
| PP |
1.0412 |
1.0412 |
1.0412 |
1.0425 |
| S1 |
1.0361 |
1.0361 |
1.0407 |
1.0387 |
| S2 |
1.0305 |
1.0305 |
1.0397 |
|
| S3 |
1.0197 |
1.0253 |
1.0387 |
|
| S4 |
1.0090 |
1.0146 |
1.0358 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1574 |
1.1425 |
1.0634 |
|
| R3 |
1.1130 |
1.0982 |
1.0512 |
|
| R2 |
1.0687 |
1.0687 |
1.0471 |
|
| R1 |
1.0538 |
1.0538 |
1.0431 |
1.0613 |
| PP |
1.0243 |
1.0243 |
1.0243 |
1.0280 |
| S1 |
1.0095 |
1.0095 |
1.0349 |
1.0169 |
| S2 |
0.9800 |
0.9800 |
1.0309 |
|
| S3 |
0.9356 |
0.9651 |
1.0268 |
|
| S4 |
0.8913 |
0.9208 |
1.0146 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0509 |
0.9962 |
0.0547 |
5.2% |
0.0178 |
1.7% |
83% |
False |
False |
288,257 |
| 10 |
1.0509 |
0.9761 |
0.0748 |
7.2% |
0.0156 |
1.5% |
88% |
False |
False |
250,389 |
| 20 |
1.0509 |
0.9746 |
0.0763 |
7.3% |
0.0138 |
1.3% |
88% |
False |
False |
242,568 |
| 40 |
1.0509 |
0.9592 |
0.0917 |
8.8% |
0.0133 |
1.3% |
90% |
False |
False |
242,821 |
| 60 |
1.0509 |
0.9592 |
0.0917 |
8.8% |
0.0126 |
1.2% |
90% |
False |
False |
198,438 |
| 80 |
1.0509 |
0.9592 |
0.0917 |
8.8% |
0.0118 |
1.1% |
90% |
False |
False |
149,304 |
| 100 |
1.0744 |
0.9592 |
0.1152 |
11.1% |
0.0118 |
1.1% |
72% |
False |
False |
119,717 |
| 120 |
1.0911 |
0.9592 |
0.1319 |
12.7% |
0.0114 |
1.1% |
63% |
False |
False |
99,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0920 |
|
2.618 |
1.0745 |
|
1.618 |
1.0637 |
|
1.000 |
1.0571 |
|
0.618 |
1.0530 |
|
HIGH |
1.0464 |
|
0.618 |
1.0422 |
|
0.500 |
1.0410 |
|
0.382 |
1.0397 |
|
LOW |
1.0356 |
|
0.618 |
1.0290 |
|
1.000 |
1.0249 |
|
1.618 |
1.0182 |
|
2.618 |
1.0075 |
|
4.250 |
0.9899 |
|
|
| Fisher Pivots for day following 16-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0415 |
1.0412 |
| PP |
1.0412 |
1.0408 |
| S1 |
1.0410 |
1.0403 |
|