CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 08-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2022 |
08-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0474 |
1.0517 |
0.0044 |
0.4% |
1.0396 |
| High |
1.0560 |
1.0573 |
0.0013 |
0.1% |
1.0557 |
| Low |
1.0453 |
1.0497 |
0.0044 |
0.4% |
1.0305 |
| Close |
1.0524 |
1.0568 |
0.0044 |
0.4% |
1.0548 |
| Range |
0.0108 |
0.0077 |
-0.0031 |
-28.8% |
0.0253 |
| ATR |
0.0120 |
0.0117 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
240,041 |
175,731 |
-64,310 |
-26.8% |
1,179,459 |
|
| Daily Pivots for day following 08-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0775 |
1.0748 |
1.0610 |
|
| R3 |
1.0699 |
1.0671 |
1.0589 |
|
| R2 |
1.0622 |
1.0622 |
1.0582 |
|
| R1 |
1.0595 |
1.0595 |
1.0575 |
1.0609 |
| PP |
1.0546 |
1.0546 |
1.0546 |
1.0553 |
| S1 |
1.0518 |
1.0518 |
1.0560 |
1.0532 |
| S2 |
1.0469 |
1.0469 |
1.0553 |
|
| S3 |
1.0393 |
1.0442 |
1.0546 |
|
| S4 |
1.0316 |
1.0365 |
1.0525 |
|
|
| Weekly Pivots for week ending 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1227 |
1.1140 |
1.0686 |
|
| R3 |
1.0975 |
1.0887 |
1.0617 |
|
| R2 |
1.0722 |
1.0722 |
1.0594 |
|
| R1 |
1.0635 |
1.0635 |
1.0571 |
1.0679 |
| PP |
1.0470 |
1.0470 |
1.0470 |
1.0492 |
| S1 |
1.0382 |
1.0382 |
1.0524 |
1.0426 |
| S2 |
1.0217 |
1.0217 |
1.0501 |
|
| S3 |
0.9965 |
1.0130 |
1.0478 |
|
| S4 |
0.9712 |
0.9877 |
1.0409 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0606 |
1.0440 |
0.0167 |
1.6% |
0.0098 |
0.9% |
77% |
False |
False |
210,892 |
| 10 |
1.0606 |
1.0305 |
0.0302 |
2.9% |
0.0111 |
1.0% |
87% |
False |
False |
220,187 |
| 20 |
1.0606 |
0.9962 |
0.0644 |
6.1% |
0.0124 |
1.2% |
94% |
False |
False |
221,246 |
| 40 |
1.0606 |
0.9675 |
0.0931 |
8.8% |
0.0123 |
1.2% |
96% |
False |
False |
221,399 |
| 60 |
1.0606 |
0.9592 |
0.1014 |
9.6% |
0.0123 |
1.2% |
96% |
False |
False |
231,778 |
| 80 |
1.0606 |
0.9592 |
0.1014 |
9.6% |
0.0120 |
1.1% |
96% |
False |
False |
186,359 |
| 100 |
1.0606 |
0.9592 |
0.1014 |
9.6% |
0.0116 |
1.1% |
96% |
False |
False |
149,351 |
| 120 |
1.0750 |
0.9592 |
0.1158 |
11.0% |
0.0115 |
1.1% |
84% |
False |
False |
124,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0898 |
|
2.618 |
1.0773 |
|
1.618 |
1.0697 |
|
1.000 |
1.0650 |
|
0.618 |
1.0620 |
|
HIGH |
1.0573 |
|
0.618 |
1.0544 |
|
0.500 |
1.0535 |
|
0.382 |
1.0526 |
|
LOW |
1.0497 |
|
0.618 |
1.0449 |
|
1.000 |
1.0420 |
|
1.618 |
1.0373 |
|
2.618 |
1.0296 |
|
4.250 |
1.0171 |
|
|
| Fisher Pivots for day following 08-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0557 |
1.0549 |
| PP |
1.0546 |
1.0531 |
| S1 |
1.0535 |
1.0513 |
|