CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 08-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2022 |
08-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0543 |
1.0587 |
0.0044 |
0.4% |
1.0465 |
| High |
1.0629 |
1.0640 |
0.0011 |
0.1% |
1.0625 |
| Low |
1.0521 |
1.0565 |
0.0044 |
0.4% |
1.0372 |
| Close |
1.0592 |
1.0635 |
0.0043 |
0.4% |
1.0616 |
| Range |
0.0108 |
0.0075 |
-0.0033 |
-30.6% |
0.0253 |
| ATR |
0.0116 |
0.0113 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
54,750 |
25,100 |
-29,650 |
-54.2% |
44,870 |
|
| Daily Pivots for day following 08-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0838 |
1.0811 |
1.0676 |
|
| R3 |
1.0763 |
1.0736 |
1.0655 |
|
| R2 |
1.0688 |
1.0688 |
1.0648 |
|
| R1 |
1.0661 |
1.0661 |
1.0641 |
1.0675 |
| PP |
1.0613 |
1.0613 |
1.0613 |
1.0620 |
| S1 |
1.0586 |
1.0586 |
1.0628 |
1.0600 |
| S2 |
1.0538 |
1.0538 |
1.0621 |
|
| S3 |
1.0463 |
1.0511 |
1.0614 |
|
| S4 |
1.0388 |
1.0436 |
1.0593 |
|
|
| 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 |
1.0509 |
0.0166 |
1.6% |
0.0097 |
0.9% |
76% |
False |
False |
24,400 |
| 10 |
1.0675 |
1.0372 |
0.0303 |
2.8% |
0.0110 |
1.0% |
87% |
False |
False |
17,059 |
| 20 |
1.0675 |
1.0033 |
0.0642 |
6.0% |
0.0119 |
1.1% |
94% |
False |
False |
9,496 |
| 40 |
1.0675 |
0.9762 |
0.0913 |
8.6% |
0.0117 |
1.1% |
96% |
False |
False |
5,151 |
| 60 |
1.0675 |
0.9658 |
0.1017 |
9.6% |
0.0116 |
1.1% |
96% |
False |
False |
3,738 |
| 80 |
1.0675 |
0.9658 |
0.1017 |
9.6% |
0.0110 |
1.0% |
96% |
False |
False |
2,971 |
| 100 |
1.0675 |
0.9658 |
0.1017 |
9.6% |
0.0100 |
0.9% |
96% |
False |
False |
2,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0958 |
|
2.618 |
1.0836 |
|
1.618 |
1.0761 |
|
1.000 |
1.0715 |
|
0.618 |
1.0686 |
|
HIGH |
1.0640 |
|
0.618 |
1.0611 |
|
0.500 |
1.0602 |
|
0.382 |
1.0593 |
|
LOW |
1.0565 |
|
0.618 |
1.0518 |
|
1.000 |
1.0490 |
|
1.618 |
1.0443 |
|
2.618 |
1.0368 |
|
4.250 |
1.0246 |
|
|
| Fisher Pivots for day following 08-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0624 |
1.0616 |
| PP |
1.0613 |
1.0598 |
| S1 |
1.0602 |
1.0580 |
|