CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 14-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2022 |
14-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0610 |
1.0707 |
0.0097 |
0.9% |
1.0619 |
| High |
1.0748 |
1.0768 |
0.0020 |
0.2% |
1.0675 |
| Low |
1.0602 |
1.0690 |
0.0088 |
0.8% |
1.0521 |
| Close |
1.0711 |
1.0738 |
0.0027 |
0.2% |
1.0620 |
| Range |
0.0146 |
0.0078 |
-0.0068 |
-46.6% |
0.0154 |
| ATR |
0.0111 |
0.0109 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
248,229 |
403,796 |
155,567 |
62.7% |
165,701 |
|
| Daily Pivots for day following 14-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0966 |
1.0930 |
1.0780 |
|
| R3 |
1.0888 |
1.0852 |
1.0759 |
|
| R2 |
1.0810 |
1.0810 |
1.0752 |
|
| R1 |
1.0774 |
1.0774 |
1.0745 |
1.0792 |
| PP |
1.0732 |
1.0732 |
1.0732 |
1.0741 |
| S1 |
1.0696 |
1.0696 |
1.0730 |
1.0714 |
| S2 |
1.0654 |
1.0654 |
1.0723 |
|
| S3 |
1.0576 |
1.0618 |
1.0716 |
|
| S4 |
1.0498 |
1.0540 |
1.0695 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1066 |
1.0996 |
1.0704 |
|
| R3 |
1.0912 |
1.0843 |
1.0662 |
|
| R2 |
1.0759 |
1.0759 |
1.0648 |
|
| R1 |
1.0689 |
1.0689 |
1.0634 |
1.0724 |
| PP |
1.0605 |
1.0605 |
1.0605 |
1.0623 |
| S1 |
1.0536 |
1.0536 |
1.0606 |
1.0571 |
| S2 |
1.0452 |
1.0452 |
1.0592 |
|
| S3 |
1.0298 |
1.0382 |
1.0578 |
|
| S4 |
1.0145 |
1.0229 |
1.0536 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0768 |
1.0565 |
0.0204 |
1.9% |
0.0092 |
0.9% |
85% |
True |
False |
168,984 |
| 10 |
1.0768 |
1.0473 |
0.0295 |
2.7% |
0.0101 |
0.9% |
90% |
True |
False |
95,687 |
| 20 |
1.0768 |
1.0317 |
0.0452 |
4.2% |
0.0101 |
0.9% |
93% |
True |
False |
50,167 |
| 40 |
1.0768 |
0.9822 |
0.0947 |
8.8% |
0.0116 |
1.1% |
97% |
True |
False |
25,566 |
| 60 |
1.0768 |
0.9658 |
0.1111 |
10.3% |
0.0117 |
1.1% |
97% |
True |
False |
17,364 |
| 80 |
1.0768 |
0.9658 |
0.1111 |
10.3% |
0.0111 |
1.0% |
97% |
True |
False |
13,191 |
| 100 |
1.0768 |
0.9658 |
0.1111 |
10.3% |
0.0102 |
0.9% |
97% |
True |
False |
10,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1100 |
|
2.618 |
1.0972 |
|
1.618 |
1.0894 |
|
1.000 |
1.0846 |
|
0.618 |
1.0816 |
|
HIGH |
1.0768 |
|
0.618 |
1.0738 |
|
0.500 |
1.0729 |
|
0.382 |
1.0720 |
|
LOW |
1.0690 |
|
0.618 |
1.0642 |
|
1.000 |
1.0612 |
|
1.618 |
1.0564 |
|
2.618 |
1.0486 |
|
4.250 |
1.0359 |
|
|
| Fisher Pivots for day following 14-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0735 |
1.0716 |
| PP |
1.0732 |
1.0695 |
| S1 |
1.0729 |
1.0673 |
|