CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 17-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2022 |
17-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0372 |
1.0419 |
0.0047 |
0.5% |
0.9962 |
| High |
1.0464 |
1.0429 |
-0.0035 |
-0.3% |
1.0392 |
| Low |
1.0356 |
1.0328 |
-0.0029 |
-0.3% |
0.9948 |
| Close |
1.0417 |
1.0387 |
-0.0030 |
-0.3% |
1.0390 |
| Range |
0.0108 |
0.0102 |
-0.0006 |
-5.6% |
0.0444 |
| ATR |
0.0141 |
0.0138 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
243,491 |
182,882 |
-60,609 |
-24.9% |
1,177,342 |
|
| Daily Pivots for day following 17-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0686 |
1.0638 |
1.0443 |
|
| R3 |
1.0584 |
1.0536 |
1.0415 |
|
| R2 |
1.0483 |
1.0483 |
1.0406 |
|
| R1 |
1.0435 |
1.0435 |
1.0396 |
1.0408 |
| PP |
1.0381 |
1.0381 |
1.0381 |
1.0368 |
| S1 |
1.0333 |
1.0333 |
1.0378 |
1.0307 |
| S2 |
1.0280 |
1.0280 |
1.0368 |
|
| S3 |
1.0178 |
1.0232 |
1.0359 |
|
| S4 |
1.0077 |
1.0130 |
1.0331 |
|
|
| 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 |
1.0190 |
0.0319 |
3.1% |
0.0141 |
1.4% |
62% |
False |
False |
257,015 |
| 10 |
1.0509 |
0.9773 |
0.0736 |
7.1% |
0.0155 |
1.5% |
83% |
False |
False |
247,680 |
| 20 |
1.0509 |
0.9746 |
0.0763 |
7.3% |
0.0138 |
1.3% |
84% |
False |
False |
241,577 |
| 40 |
1.0509 |
0.9592 |
0.0917 |
8.8% |
0.0133 |
1.3% |
87% |
False |
False |
239,368 |
| 60 |
1.0509 |
0.9592 |
0.0917 |
8.8% |
0.0126 |
1.2% |
87% |
False |
False |
201,406 |
| 80 |
1.0509 |
0.9592 |
0.0917 |
8.8% |
0.0118 |
1.1% |
87% |
False |
False |
151,570 |
| 100 |
1.0666 |
0.9592 |
0.1074 |
10.3% |
0.0118 |
1.1% |
74% |
False |
False |
121,540 |
| 120 |
1.0911 |
0.9592 |
0.1319 |
12.7% |
0.0115 |
1.1% |
60% |
False |
False |
101,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0860 |
|
2.618 |
1.0695 |
|
1.618 |
1.0593 |
|
1.000 |
1.0531 |
|
0.618 |
1.0492 |
|
HIGH |
1.0429 |
|
0.618 |
1.0390 |
|
0.500 |
1.0378 |
|
0.382 |
1.0366 |
|
LOW |
1.0328 |
|
0.618 |
1.0265 |
|
1.000 |
1.0226 |
|
1.618 |
1.0163 |
|
2.618 |
1.0062 |
|
4.250 |
0.9896 |
|
|
| Fisher Pivots for day following 17-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0384 |
1.0407 |
| PP |
1.0381 |
1.0400 |
| S1 |
1.0378 |
1.0394 |
|