CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 23-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2022 |
23-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0336 |
1.0396 |
0.0060 |
0.6% |
1.0425 |
| High |
1.0390 |
1.0490 |
0.0100 |
1.0% |
1.0568 |
| Low |
1.0336 |
1.0388 |
0.0052 |
0.5% |
1.0375 |
| Close |
1.0385 |
1.0489 |
0.0104 |
1.0% |
1.0422 |
| Range |
0.0054 |
0.0103 |
0.0049 |
89.8% |
0.0194 |
| ATR |
0.0120 |
0.0119 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
1,259 |
6,594 |
5,335 |
423.7% |
7,268 |
|
| Daily Pivots for day following 23-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0763 |
1.0728 |
1.0545 |
|
| R3 |
1.0660 |
1.0626 |
1.0517 |
|
| R2 |
1.0558 |
1.0558 |
1.0507 |
|
| R1 |
1.0523 |
1.0523 |
1.0498 |
1.0541 |
| PP |
1.0455 |
1.0455 |
1.0455 |
1.0464 |
| S1 |
1.0421 |
1.0421 |
1.0479 |
1.0438 |
| S2 |
1.0353 |
1.0353 |
1.0470 |
|
| S3 |
1.0250 |
1.0318 |
1.0460 |
|
| S4 |
1.0148 |
1.0216 |
1.0432 |
|
|
| 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 |
1.0499 |
1.0317 |
0.0183 |
1.7% |
0.0087 |
0.8% |
94% |
False |
False |
2,420 |
| 10 |
1.0568 |
1.0033 |
0.0535 |
5.1% |
0.0128 |
1.2% |
85% |
False |
False |
1,932 |
| 20 |
1.0568 |
0.9835 |
0.0733 |
7.0% |
0.0124 |
1.2% |
89% |
False |
False |
1,390 |
| 40 |
1.0568 |
0.9762 |
0.0806 |
7.7% |
0.0117 |
1.1% |
90% |
False |
False |
1,029 |
| 60 |
1.0568 |
0.9658 |
0.0911 |
8.7% |
0.0115 |
1.1% |
91% |
False |
False |
1,041 |
| 80 |
1.0568 |
0.9658 |
0.0911 |
8.7% |
0.0103 |
1.0% |
91% |
False |
False |
845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0926 |
|
2.618 |
1.0758 |
|
1.618 |
1.0656 |
|
1.000 |
1.0593 |
|
0.618 |
1.0553 |
|
HIGH |
1.0490 |
|
0.618 |
1.0451 |
|
0.500 |
1.0439 |
|
0.382 |
1.0427 |
|
LOW |
1.0388 |
|
0.618 |
1.0324 |
|
1.000 |
1.0285 |
|
1.618 |
1.0222 |
|
2.618 |
1.0119 |
|
4.250 |
0.9952 |
|
|
| Fisher Pivots for day following 23-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0472 |
1.0460 |
| PP |
1.0455 |
1.0432 |
| S1 |
1.0439 |
1.0403 |
|