CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 14-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2022 |
14-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0293 |
1.0425 |
0.0133 |
1.3% |
1.0030 |
| High |
1.0461 |
1.0452 |
-0.0009 |
-0.1% |
1.0461 |
| Low |
1.0260 |
1.0375 |
0.0115 |
1.1% |
1.0025 |
| Close |
1.0460 |
1.0450 |
-0.0010 |
-0.1% |
1.0460 |
| Range |
0.0201 |
0.0078 |
-0.0124 |
-61.4% |
0.0436 |
| ATR |
0.0135 |
0.0131 |
-0.0004 |
-2.6% |
0.0000 |
| Volume |
1,812 |
998 |
-814 |
-44.9% |
5,592 |
|
| Daily Pivots for day following 14-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0658 |
1.0632 |
1.0493 |
|
| R3 |
1.0581 |
1.0554 |
1.0471 |
|
| R2 |
1.0503 |
1.0503 |
1.0464 |
|
| R1 |
1.0477 |
1.0477 |
1.0457 |
1.0490 |
| PP |
1.0426 |
1.0426 |
1.0426 |
1.0432 |
| S1 |
1.0399 |
1.0399 |
1.0443 |
1.0412 |
| S2 |
1.0348 |
1.0348 |
1.0436 |
|
| S3 |
1.0271 |
1.0322 |
1.0429 |
|
| S4 |
1.0193 |
1.0244 |
1.0407 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1622 |
1.1476 |
1.0699 |
|
| R3 |
1.1186 |
1.1041 |
1.0579 |
|
| R2 |
1.0751 |
1.0751 |
1.0539 |
|
| R1 |
1.0605 |
1.0605 |
1.0499 |
1.0678 |
| PP |
1.0315 |
1.0315 |
1.0315 |
1.0351 |
| S1 |
1.0170 |
1.0170 |
1.0420 |
1.0242 |
| S2 |
0.9880 |
0.9880 |
1.0380 |
|
| S3 |
0.9444 |
0.9734 |
1.0340 |
|
| S4 |
0.9009 |
0.9299 |
1.0220 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0461 |
1.0033 |
0.0428 |
4.1% |
0.0152 |
1.4% |
98% |
False |
False |
1,214 |
| 10 |
1.0461 |
0.9835 |
0.0626 |
6.0% |
0.0146 |
1.4% |
98% |
False |
False |
1,046 |
| 20 |
1.0461 |
0.9822 |
0.0639 |
6.1% |
0.0124 |
1.2% |
98% |
False |
False |
908 |
| 40 |
1.0461 |
0.9658 |
0.0803 |
7.7% |
0.0123 |
1.2% |
99% |
False |
False |
918 |
| 60 |
1.0461 |
0.9658 |
0.0803 |
7.7% |
0.0113 |
1.1% |
99% |
False |
False |
849 |
| 80 |
1.0524 |
0.9658 |
0.0867 |
8.3% |
0.0100 |
1.0% |
91% |
False |
False |
667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0781 |
|
2.618 |
1.0655 |
|
1.618 |
1.0577 |
|
1.000 |
1.0530 |
|
0.618 |
1.0500 |
|
HIGH |
1.0452 |
|
0.618 |
1.0422 |
|
0.500 |
1.0413 |
|
0.382 |
1.0404 |
|
LOW |
1.0375 |
|
0.618 |
1.0327 |
|
1.000 |
1.0297 |
|
1.618 |
1.0249 |
|
2.618 |
1.0172 |
|
4.250 |
1.0045 |
|
|
| Fisher Pivots for day following 14-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0438 |
1.0382 |
| PP |
1.0426 |
1.0315 |
| S1 |
1.0413 |
1.0247 |
|