CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 18-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2022 |
18-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0492 |
1.0461 |
-0.0031 |
-0.3% |
1.0425 |
| High |
1.0499 |
1.0488 |
-0.0011 |
-0.1% |
1.0568 |
| Low |
1.0400 |
1.0408 |
0.0008 |
0.1% |
1.0375 |
| Close |
1.0459 |
1.0422 |
-0.0037 |
-0.3% |
1.0422 |
| Range |
0.0099 |
0.0080 |
-0.0019 |
-19.2% |
0.0194 |
| ATR |
0.0130 |
0.0126 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
1,363 |
2,169 |
806 |
59.1% |
7,268 |
|
| Daily Pivots for day following 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0679 |
1.0631 |
1.0466 |
|
| R3 |
1.0599 |
1.0551 |
1.0444 |
|
| R2 |
1.0519 |
1.0519 |
1.0437 |
|
| R1 |
1.0471 |
1.0471 |
1.0429 |
1.0455 |
| PP |
1.0439 |
1.0439 |
1.0439 |
1.0432 |
| S1 |
1.0391 |
1.0391 |
1.0415 |
1.0375 |
| S2 |
1.0359 |
1.0359 |
1.0407 |
|
| S3 |
1.0279 |
1.0311 |
1.0400 |
|
| S4 |
1.0199 |
1.0231 |
1.0378 |
|
|
| Weekly Pivots for week ending 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1035 |
1.0922 |
1.0528 |
|
| R3 |
1.0842 |
1.0729 |
1.0475 |
|
| R2 |
1.0648 |
1.0648 |
1.0457 |
|
| R1 |
1.0535 |
1.0535 |
1.0440 |
1.0495 |
| PP |
1.0455 |
1.0455 |
1.0455 |
1.0435 |
| S1 |
1.0342 |
1.0342 |
1.0404 |
1.0302 |
| S2 |
1.0261 |
1.0261 |
1.0387 |
|
| S3 |
1.0068 |
1.0148 |
1.0369 |
|
| S4 |
0.9874 |
0.9955 |
1.0316 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0568 |
1.0375 |
0.0194 |
1.9% |
0.0108 |
1.0% |
25% |
False |
False |
1,453 |
| 10 |
1.0568 |
1.0025 |
0.0543 |
5.2% |
0.0133 |
1.3% |
73% |
False |
False |
1,286 |
| 20 |
1.0568 |
0.9835 |
0.0733 |
7.0% |
0.0128 |
1.2% |
80% |
False |
False |
1,023 |
| 40 |
1.0568 |
0.9658 |
0.0911 |
8.7% |
0.0122 |
1.2% |
84% |
False |
False |
904 |
| 60 |
1.0568 |
0.9658 |
0.0911 |
8.7% |
0.0115 |
1.1% |
84% |
False |
False |
924 |
| 80 |
1.0568 |
0.9658 |
0.0911 |
8.7% |
0.0103 |
1.0% |
84% |
False |
False |
739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0828 |
|
2.618 |
1.0697 |
|
1.618 |
1.0617 |
|
1.000 |
1.0568 |
|
0.618 |
1.0537 |
|
HIGH |
1.0488 |
|
0.618 |
1.0457 |
|
0.500 |
1.0448 |
|
0.382 |
1.0439 |
|
LOW |
1.0408 |
|
0.618 |
1.0359 |
|
1.000 |
1.0328 |
|
1.618 |
1.0279 |
|
2.618 |
1.0199 |
|
4.250 |
1.0068 |
|
|
| Fisher Pivots for day following 18-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0448 |
1.0465 |
| PP |
1.0439 |
1.0451 |
| S1 |
1.0431 |
1.0436 |
|