CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 22-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2022 |
22-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0350 |
1.0264 |
-0.0086 |
-0.8% |
1.0355 |
| High |
1.0355 |
1.0328 |
-0.0027 |
-0.3% |
1.0509 |
| Low |
1.0244 |
1.0260 |
0.0016 |
0.2% |
1.0297 |
| Close |
1.0260 |
1.0315 |
0.0055 |
0.5% |
1.0350 |
| Range |
0.0111 |
0.0069 |
-0.0043 |
-38.3% |
0.0212 |
| ATR |
0.0132 |
0.0128 |
-0.0005 |
-3.4% |
0.0000 |
| Volume |
146,340 |
126,878 |
-19,462 |
-13.3% |
1,152,638 |
|
| Daily Pivots for day following 22-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0506 |
1.0479 |
1.0353 |
|
| R3 |
1.0438 |
1.0411 |
1.0334 |
|
| R2 |
1.0369 |
1.0369 |
1.0328 |
|
| R1 |
1.0342 |
1.0342 |
1.0321 |
1.0356 |
| PP |
1.0301 |
1.0301 |
1.0301 |
1.0308 |
| S1 |
1.0274 |
1.0274 |
1.0309 |
1.0287 |
| S2 |
1.0232 |
1.0232 |
1.0302 |
|
| S3 |
1.0164 |
1.0205 |
1.0296 |
|
| S4 |
1.0095 |
1.0137 |
1.0277 |
|
|
| Weekly Pivots for week ending 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1020 |
1.0896 |
1.0466 |
|
| R3 |
1.0808 |
1.0685 |
1.0408 |
|
| R2 |
1.0597 |
1.0597 |
1.0389 |
|
| R1 |
1.0473 |
1.0473 |
1.0369 |
1.0429 |
| PP |
1.0385 |
1.0385 |
1.0385 |
1.0363 |
| S1 |
1.0262 |
1.0262 |
1.0331 |
1.0218 |
| S2 |
1.0174 |
1.0174 |
1.0311 |
|
| S3 |
0.9962 |
1.0050 |
1.0292 |
|
| S4 |
0.9751 |
0.9839 |
1.0234 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0464 |
1.0244 |
0.0220 |
2.1% |
0.0094 |
0.9% |
33% |
False |
False |
169,685 |
| 10 |
1.0509 |
0.9962 |
0.0547 |
5.3% |
0.0135 |
1.3% |
65% |
False |
False |
223,445 |
| 20 |
1.0509 |
0.9761 |
0.0748 |
7.3% |
0.0132 |
1.3% |
74% |
False |
False |
222,745 |
| 40 |
1.0509 |
0.9592 |
0.0917 |
8.9% |
0.0129 |
1.2% |
79% |
False |
False |
227,242 |
| 60 |
1.0509 |
0.9592 |
0.0917 |
8.9% |
0.0125 |
1.2% |
79% |
False |
False |
208,095 |
| 80 |
1.0509 |
0.9592 |
0.0917 |
8.9% |
0.0118 |
1.1% |
79% |
False |
False |
156,815 |
| 100 |
1.0594 |
0.9592 |
0.1002 |
9.7% |
0.0117 |
1.1% |
72% |
False |
False |
125,742 |
| 120 |
1.0891 |
0.9592 |
0.1299 |
12.6% |
0.0114 |
1.1% |
56% |
False |
False |
104,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0619 |
|
2.618 |
1.0507 |
|
1.618 |
1.0439 |
|
1.000 |
1.0397 |
|
0.618 |
1.0370 |
|
HIGH |
1.0328 |
|
0.618 |
1.0302 |
|
0.500 |
1.0294 |
|
0.382 |
1.0286 |
|
LOW |
1.0260 |
|
0.618 |
1.0217 |
|
1.000 |
1.0191 |
|
1.618 |
1.0149 |
|
2.618 |
1.0080 |
|
4.250 |
0.9968 |
|
|
| Fisher Pivots for day following 22-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0308 |
1.0331 |
| PP |
1.0301 |
1.0326 |
| S1 |
1.0294 |
1.0320 |
|