CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 07-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2022 |
07-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0572 |
1.0543 |
-0.0029 |
-0.3% |
1.0465 |
| High |
1.0611 |
1.0629 |
0.0018 |
0.2% |
1.0625 |
| Low |
1.0538 |
1.0521 |
-0.0017 |
-0.2% |
1.0372 |
| Close |
1.0542 |
1.0592 |
0.0050 |
0.5% |
1.0616 |
| Range |
0.0074 |
0.0108 |
0.0035 |
46.9% |
0.0253 |
| ATR |
0.0116 |
0.0116 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
18,358 |
54,750 |
36,392 |
198.2% |
44,870 |
|
| Daily Pivots for day following 07-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0905 |
1.0856 |
1.0651 |
|
| R3 |
1.0797 |
1.0748 |
1.0621 |
|
| R2 |
1.0689 |
1.0689 |
1.0611 |
|
| R1 |
1.0640 |
1.0640 |
1.0601 |
1.0664 |
| PP |
1.0581 |
1.0581 |
1.0581 |
1.0593 |
| S1 |
1.0532 |
1.0532 |
1.0582 |
1.0556 |
| S2 |
1.0473 |
1.0473 |
1.0572 |
|
| S3 |
1.0365 |
1.0424 |
1.0562 |
|
| S4 |
1.0257 |
1.0316 |
1.0532 |
|
|
| Weekly Pivots for week ending 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1296 |
1.1209 |
1.0755 |
|
| R3 |
1.1043 |
1.0956 |
1.0686 |
|
| R2 |
1.0790 |
1.0790 |
1.0662 |
|
| R1 |
1.0703 |
1.0703 |
1.0639 |
1.0747 |
| PP |
1.0537 |
1.0537 |
1.0537 |
1.0559 |
| S1 |
1.0450 |
1.0450 |
1.0593 |
1.0494 |
| S2 |
1.0284 |
1.0284 |
1.0570 |
|
| S3 |
1.0031 |
1.0197 |
1.0546 |
|
| S4 |
0.9778 |
0.9944 |
1.0477 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0675 |
1.0473 |
0.0202 |
1.9% |
0.0111 |
1.0% |
59% |
False |
False |
22,391 |
| 10 |
1.0675 |
1.0372 |
0.0303 |
2.9% |
0.0112 |
1.1% |
73% |
False |
False |
15,209 |
| 20 |
1.0675 |
1.0033 |
0.0642 |
6.1% |
0.0119 |
1.1% |
87% |
False |
False |
8,273 |
| 40 |
1.0675 |
0.9762 |
0.0913 |
8.6% |
0.0116 |
1.1% |
91% |
False |
False |
4,536 |
| 60 |
1.0675 |
0.9658 |
0.1017 |
9.6% |
0.0115 |
1.1% |
92% |
False |
False |
3,343 |
| 80 |
1.0675 |
0.9658 |
0.1017 |
9.6% |
0.0109 |
1.0% |
92% |
False |
False |
2,660 |
| 100 |
1.0675 |
0.9658 |
0.1017 |
9.6% |
0.0100 |
0.9% |
92% |
False |
False |
2,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1088 |
|
2.618 |
1.0912 |
|
1.618 |
1.0804 |
|
1.000 |
1.0737 |
|
0.618 |
1.0696 |
|
HIGH |
1.0629 |
|
0.618 |
1.0588 |
|
0.500 |
1.0575 |
|
0.382 |
1.0562 |
|
LOW |
1.0521 |
|
0.618 |
1.0454 |
|
1.000 |
1.0413 |
|
1.618 |
1.0346 |
|
2.618 |
1.0238 |
|
4.250 |
1.0062 |
|
|
| Fisher Pivots for day following 07-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0586 |
1.0598 |
| PP |
1.0581 |
1.0596 |
| S1 |
1.0575 |
1.0594 |
|