CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 16-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2022 |
16-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0752 |
1.0696 |
-0.0057 |
-0.5% |
1.0610 |
| High |
1.0807 |
1.0732 |
-0.0076 |
-0.7% |
1.0807 |
| Low |
1.0662 |
1.0652 |
-0.0011 |
-0.1% |
1.0579 |
| Close |
1.0699 |
1.0669 |
-0.0031 |
-0.3% |
1.0669 |
| Range |
0.0145 |
0.0080 |
-0.0065 |
-44.8% |
0.0229 |
| ATR |
0.0112 |
0.0109 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
311,645 |
208,953 |
-102,692 |
-33.0% |
1,288,395 |
|
| Daily Pivots for day following 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0924 |
1.0876 |
1.0713 |
|
| R3 |
1.0844 |
1.0796 |
1.0691 |
|
| R2 |
1.0764 |
1.0764 |
1.0683 |
|
| R1 |
1.0716 |
1.0716 |
1.0676 |
1.0700 |
| PP |
1.0684 |
1.0684 |
1.0684 |
1.0676 |
| S1 |
1.0636 |
1.0636 |
1.0661 |
1.0620 |
| S2 |
1.0604 |
1.0604 |
1.0654 |
|
| S3 |
1.0524 |
1.0556 |
1.0647 |
|
| S4 |
1.0444 |
1.0476 |
1.0625 |
|
|
| Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1370 |
1.1248 |
1.0794 |
|
| R3 |
1.1142 |
1.1019 |
1.0731 |
|
| R2 |
1.0913 |
1.0913 |
1.0710 |
|
| R1 |
1.0791 |
1.0791 |
1.0689 |
1.0852 |
| PP |
1.0685 |
1.0685 |
1.0685 |
1.0715 |
| S1 |
1.0562 |
1.0562 |
1.0648 |
1.0624 |
| S2 |
1.0456 |
1.0456 |
1.0627 |
|
| S3 |
1.0228 |
1.0334 |
1.0606 |
|
| S4 |
0.9999 |
1.0105 |
1.0543 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0807 |
1.0579 |
0.0229 |
2.1% |
0.0105 |
1.0% |
39% |
False |
False |
257,679 |
| 10 |
1.0807 |
1.0521 |
0.0286 |
2.7% |
0.0098 |
0.9% |
52% |
False |
False |
145,409 |
| 20 |
1.0807 |
1.0317 |
0.0491 |
4.6% |
0.0102 |
1.0% |
72% |
False |
False |
76,087 |
| 40 |
1.0807 |
0.9822 |
0.0986 |
9.2% |
0.0117 |
1.1% |
86% |
False |
False |
38,516 |
| 60 |
1.0807 |
0.9658 |
0.1150 |
10.8% |
0.0117 |
1.1% |
88% |
False |
False |
25,943 |
| 80 |
1.0807 |
0.9658 |
0.1150 |
10.8% |
0.0112 |
1.0% |
88% |
False |
False |
19,690 |
| 100 |
1.0807 |
0.9658 |
0.1150 |
10.8% |
0.0102 |
1.0% |
88% |
False |
False |
15,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1072 |
|
2.618 |
1.0941 |
|
1.618 |
1.0861 |
|
1.000 |
1.0812 |
|
0.618 |
1.0781 |
|
HIGH |
1.0732 |
|
0.618 |
1.0701 |
|
0.500 |
1.0692 |
|
0.382 |
1.0682 |
|
LOW |
1.0652 |
|
0.618 |
1.0602 |
|
1.000 |
1.0572 |
|
1.618 |
1.0522 |
|
2.618 |
1.0442 |
|
4.250 |
1.0312 |
|
|
| Fisher Pivots for day following 16-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0692 |
1.0729 |
| PP |
1.0684 |
1.0709 |
| S1 |
1.0676 |
1.0689 |
|