CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 28-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2022 |
28-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0491 |
1.0465 |
-0.0027 |
-0.3% |
1.0417 |
| High |
1.0534 |
1.0580 |
0.0047 |
0.4% |
1.0534 |
| Low |
1.0441 |
1.0417 |
-0.0024 |
-0.2% |
1.0317 |
| Close |
1.0491 |
1.0422 |
-0.0069 |
-0.7% |
1.0491 |
| Range |
0.0093 |
0.0164 |
0.0071 |
75.8% |
0.0217 |
| ATR |
0.0117 |
0.0121 |
0.0003 |
2.8% |
0.0000 |
| Volume |
12,049 |
5,410 |
-6,639 |
-55.1% |
20,621 |
|
| Daily Pivots for day following 28-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0963 |
1.0856 |
1.0512 |
|
| R3 |
1.0800 |
1.0693 |
1.0467 |
|
| R2 |
1.0636 |
1.0636 |
1.0452 |
|
| R1 |
1.0529 |
1.0529 |
1.0437 |
1.0501 |
| PP |
1.0473 |
1.0473 |
1.0473 |
1.0459 |
| S1 |
1.0366 |
1.0366 |
1.0407 |
1.0338 |
| S2 |
1.0309 |
1.0309 |
1.0392 |
|
| S3 |
1.0146 |
1.0202 |
1.0377 |
|
| S4 |
0.9982 |
1.0039 |
1.0332 |
|
|
| Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1098 |
1.1011 |
1.0610 |
|
| R3 |
1.0881 |
1.0794 |
1.0550 |
|
| R2 |
1.0664 |
1.0664 |
1.0530 |
|
| R1 |
1.0577 |
1.0577 |
1.0510 |
1.0621 |
| PP |
1.0447 |
1.0447 |
1.0447 |
1.0469 |
| S1 |
1.0360 |
1.0360 |
1.0471 |
1.0404 |
| S2 |
1.0230 |
1.0230 |
1.0451 |
|
| S3 |
1.0013 |
1.0143 |
1.0431 |
|
| S4 |
0.9796 |
0.9926 |
1.0371 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0580 |
1.0317 |
0.0264 |
2.5% |
0.0103 |
1.0% |
40% |
True |
False |
5,206 |
| 10 |
1.0580 |
1.0317 |
0.0264 |
2.5% |
0.0106 |
1.0% |
40% |
True |
False |
3,329 |
| 20 |
1.0580 |
0.9835 |
0.0745 |
7.1% |
0.0126 |
1.2% |
79% |
True |
False |
2,161 |
| 40 |
1.0580 |
0.9762 |
0.0818 |
7.8% |
0.0117 |
1.1% |
81% |
True |
False |
1,428 |
| 60 |
1.0580 |
0.9658 |
0.0923 |
8.9% |
0.0116 |
1.1% |
83% |
True |
False |
1,322 |
| 80 |
1.0580 |
0.9658 |
0.0923 |
8.9% |
0.0105 |
1.0% |
83% |
True |
False |
1,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1275 |
|
2.618 |
1.1008 |
|
1.618 |
1.0845 |
|
1.000 |
1.0744 |
|
0.618 |
1.0681 |
|
HIGH |
1.0580 |
|
0.618 |
1.0518 |
|
0.500 |
1.0498 |
|
0.382 |
1.0479 |
|
LOW |
1.0417 |
|
0.618 |
1.0315 |
|
1.000 |
1.0253 |
|
1.618 |
1.0152 |
|
2.618 |
0.9988 |
|
4.250 |
0.9722 |
|
|
| Fisher Pivots for day following 28-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0498 |
1.0484 |
| PP |
1.0473 |
1.0463 |
| S1 |
1.0447 |
1.0443 |
|