CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 08-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2022 |
08-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0030 |
1.0121 |
0.0091 |
0.9% |
1.0062 |
| High |
1.0135 |
1.0195 |
0.0060 |
0.6% |
1.0081 |
| Low |
1.0025 |
1.0074 |
0.0049 |
0.5% |
0.9835 |
| Close |
1.0127 |
1.0175 |
0.0048 |
0.5% |
1.0049 |
| Range |
0.0110 |
0.0121 |
0.0011 |
9.5% |
0.0246 |
| ATR |
0.0121 |
0.0121 |
0.0000 |
0.0% |
0.0000 |
| Volume |
518 |
941 |
423 |
81.7% |
4,341 |
|
| Daily Pivots for day following 08-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0509 |
1.0462 |
1.0241 |
|
| R3 |
1.0389 |
1.0342 |
1.0208 |
|
| R2 |
1.0268 |
1.0268 |
1.0197 |
|
| R1 |
1.0221 |
1.0221 |
1.0186 |
1.0245 |
| PP |
1.0148 |
1.0148 |
1.0148 |
1.0159 |
| S1 |
1.0101 |
1.0101 |
1.0163 |
1.0124 |
| S2 |
1.0027 |
1.0027 |
1.0152 |
|
| S3 |
0.9907 |
0.9980 |
1.0141 |
|
| S4 |
0.9786 |
0.9860 |
1.0108 |
|
|
| Weekly Pivots for week ending 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0725 |
1.0632 |
1.0184 |
|
| R3 |
1.0479 |
1.0387 |
1.0117 |
|
| R2 |
1.0234 |
1.0234 |
1.0094 |
|
| R1 |
1.0141 |
1.0141 |
1.0072 |
1.0065 |
| PP |
0.9988 |
0.9988 |
0.9988 |
0.9950 |
| S1 |
0.9896 |
0.9896 |
1.0026 |
0.9819 |
| S2 |
0.9743 |
0.9743 |
1.0004 |
|
| S3 |
0.9497 |
0.9650 |
0.9981 |
|
| S4 |
0.9252 |
0.9405 |
0.9914 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0195 |
0.9835 |
0.0360 |
3.5% |
0.0144 |
1.4% |
94% |
True |
False |
872 |
| 10 |
1.0201 |
0.9835 |
0.0366 |
3.6% |
0.0126 |
1.2% |
93% |
False |
False |
828 |
| 20 |
1.0201 |
0.9762 |
0.0439 |
4.3% |
0.0113 |
1.1% |
94% |
False |
False |
798 |
| 40 |
1.0201 |
0.9658 |
0.0544 |
5.3% |
0.0113 |
1.1% |
95% |
False |
False |
879 |
| 60 |
1.0350 |
0.9658 |
0.0693 |
6.8% |
0.0106 |
1.0% |
75% |
False |
False |
788 |
| 80 |
1.0524 |
0.9658 |
0.0867 |
8.5% |
0.0095 |
0.9% |
60% |
False |
False |
608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0707 |
|
2.618 |
1.0510 |
|
1.618 |
1.0389 |
|
1.000 |
1.0315 |
|
0.618 |
1.0269 |
|
HIGH |
1.0195 |
|
0.618 |
1.0148 |
|
0.500 |
1.0134 |
|
0.382 |
1.0120 |
|
LOW |
1.0074 |
|
0.618 |
1.0000 |
|
1.000 |
0.9954 |
|
1.618 |
0.9879 |
|
2.618 |
0.9759 |
|
4.250 |
0.9562 |
|
|
| Fisher Pivots for day following 08-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0161 |
1.0123 |
| PP |
1.0148 |
1.0071 |
| S1 |
1.0134 |
1.0019 |
|