CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 09-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2022 |
09-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0517 |
1.0564 |
0.0047 |
0.4% |
1.0549 |
| High |
1.0573 |
1.0596 |
0.0023 |
0.2% |
1.0606 |
| Low |
1.0497 |
1.0500 |
0.0004 |
0.0% |
1.0453 |
| Close |
1.0568 |
1.0553 |
-0.0015 |
-0.1% |
1.0553 |
| Range |
0.0077 |
0.0096 |
0.0019 |
24.8% |
0.0154 |
| ATR |
0.0117 |
0.0115 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
175,731 |
208,338 |
32,607 |
18.6% |
1,013,910 |
|
| Daily Pivots for day following 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0836 |
1.0790 |
1.0606 |
|
| R3 |
1.0741 |
1.0695 |
1.0579 |
|
| R2 |
1.0645 |
1.0645 |
1.0571 |
|
| R1 |
1.0599 |
1.0599 |
1.0562 |
1.0574 |
| PP |
1.0550 |
1.0550 |
1.0550 |
1.0537 |
| S1 |
1.0504 |
1.0504 |
1.0544 |
1.0479 |
| S2 |
1.0454 |
1.0454 |
1.0535 |
|
| S3 |
1.0359 |
1.0408 |
1.0527 |
|
| S4 |
1.0263 |
1.0313 |
1.0500 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0998 |
1.0929 |
1.0637 |
|
| R3 |
1.0844 |
1.0775 |
1.0595 |
|
| R2 |
1.0691 |
1.0691 |
1.0581 |
|
| R1 |
1.0622 |
1.0622 |
1.0567 |
1.0656 |
| PP |
1.0537 |
1.0537 |
1.0537 |
1.0554 |
| S1 |
1.0468 |
1.0468 |
1.0539 |
1.0503 |
| S2 |
1.0384 |
1.0384 |
1.0525 |
|
| S3 |
1.0230 |
1.0315 |
1.0511 |
|
| S4 |
1.0077 |
1.0161 |
1.0469 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0606 |
1.0453 |
0.0154 |
1.5% |
0.0094 |
0.9% |
65% |
False |
False |
202,782 |
| 10 |
1.0606 |
1.0305 |
0.0302 |
2.9% |
0.0111 |
1.1% |
82% |
False |
False |
219,336 |
| 20 |
1.0606 |
1.0190 |
0.0417 |
3.9% |
0.0114 |
1.1% |
87% |
False |
False |
214,709 |
| 40 |
1.0606 |
0.9746 |
0.0861 |
8.2% |
0.0121 |
1.1% |
94% |
False |
False |
220,187 |
| 60 |
1.0606 |
0.9592 |
0.1014 |
9.6% |
0.0124 |
1.2% |
95% |
False |
False |
231,107 |
| 80 |
1.0606 |
0.9592 |
0.1014 |
9.6% |
0.0121 |
1.1% |
95% |
False |
False |
188,936 |
| 100 |
1.0606 |
0.9592 |
0.1014 |
9.6% |
0.0116 |
1.1% |
95% |
False |
False |
151,429 |
| 120 |
1.0750 |
0.9592 |
0.1158 |
11.0% |
0.0115 |
1.1% |
83% |
False |
False |
126,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1001 |
|
2.618 |
1.0846 |
|
1.618 |
1.0750 |
|
1.000 |
1.0691 |
|
0.618 |
1.0655 |
|
HIGH |
1.0596 |
|
0.618 |
1.0559 |
|
0.500 |
1.0548 |
|
0.382 |
1.0536 |
|
LOW |
1.0500 |
|
0.618 |
1.0441 |
|
1.000 |
1.0405 |
|
1.618 |
1.0345 |
|
2.618 |
1.0250 |
|
4.250 |
1.0094 |
|
|
| Fisher Pivots for day following 09-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0551 |
1.0543 |
| PP |
1.0550 |
1.0534 |
| S1 |
1.0548 |
1.0524 |
|