CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 30-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2022 |
30-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0360 |
1.0346 |
-0.0014 |
-0.1% |
1.0350 |
| High |
1.0410 |
1.0443 |
0.0033 |
0.3% |
1.0466 |
| Low |
1.0335 |
1.0305 |
-0.0030 |
-0.3% |
1.0244 |
| Close |
1.0342 |
1.0429 |
0.0087 |
0.8% |
1.0422 |
| Range |
0.0076 |
0.0139 |
0.0063 |
83.4% |
0.0223 |
| ATR |
0.0124 |
0.0125 |
0.0001 |
0.9% |
0.0000 |
| Volume |
177,718 |
269,790 |
92,072 |
51.8% |
666,899 |
|
| Daily Pivots for day following 30-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0808 |
1.0757 |
1.0505 |
|
| R3 |
1.0669 |
1.0618 |
1.0467 |
|
| R2 |
1.0531 |
1.0531 |
1.0454 |
|
| R1 |
1.0480 |
1.0480 |
1.0441 |
1.0505 |
| PP |
1.0392 |
1.0392 |
1.0392 |
1.0405 |
| S1 |
1.0341 |
1.0341 |
1.0416 |
1.0367 |
| S2 |
1.0254 |
1.0254 |
1.0403 |
|
| S3 |
1.0115 |
1.0203 |
1.0390 |
|
| S4 |
0.9977 |
1.0064 |
1.0352 |
|
|
| Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1045 |
1.0956 |
1.0544 |
|
| R3 |
1.0822 |
1.0733 |
1.0483 |
|
| R2 |
1.0600 |
1.0600 |
1.0463 |
|
| R1 |
1.0511 |
1.0511 |
1.0442 |
1.0555 |
| PP |
1.0377 |
1.0377 |
1.0377 |
1.0399 |
| S1 |
1.0288 |
1.0288 |
1.0402 |
1.0333 |
| S2 |
1.0155 |
1.0155 |
1.0381 |
|
| S3 |
0.9932 |
1.0066 |
1.0361 |
|
| S4 |
0.9710 |
0.9843 |
1.0300 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0514 |
1.0305 |
0.0209 |
2.0% |
0.0117 |
1.1% |
59% |
False |
True |
212,433 |
| 10 |
1.0514 |
1.0244 |
0.0270 |
2.6% |
0.0106 |
1.0% |
69% |
False |
False |
191,059 |
| 20 |
1.0514 |
0.9761 |
0.0753 |
7.2% |
0.0134 |
1.3% |
89% |
False |
False |
220,351 |
| 40 |
1.0514 |
0.9675 |
0.0839 |
8.0% |
0.0123 |
1.2% |
90% |
False |
False |
217,972 |
| 60 |
1.0514 |
0.9592 |
0.0922 |
8.8% |
0.0126 |
1.2% |
91% |
False |
False |
224,447 |
| 80 |
1.0514 |
0.9592 |
0.0922 |
8.8% |
0.0119 |
1.1% |
91% |
False |
False |
170,002 |
| 100 |
1.0514 |
0.9592 |
0.0922 |
8.8% |
0.0116 |
1.1% |
91% |
False |
False |
136,294 |
| 120 |
1.0762 |
0.9592 |
0.1170 |
11.2% |
0.0116 |
1.1% |
71% |
False |
False |
113,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1032 |
|
2.618 |
1.0806 |
|
1.618 |
1.0667 |
|
1.000 |
1.0582 |
|
0.618 |
1.0529 |
|
HIGH |
1.0443 |
|
0.618 |
1.0390 |
|
0.500 |
1.0374 |
|
0.382 |
1.0357 |
|
LOW |
1.0305 |
|
0.618 |
1.0219 |
|
1.000 |
1.0166 |
|
1.618 |
1.0080 |
|
2.618 |
0.9942 |
|
4.250 |
0.9716 |
|
|
| Fisher Pivots for day following 30-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0410 |
1.0422 |
| PP |
1.0392 |
1.0416 |
| S1 |
1.0374 |
1.0409 |
|