CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 20-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2022 |
20-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0658 |
1.0676 |
0.0018 |
0.2% |
1.0610 |
| High |
1.0726 |
1.0727 |
0.0001 |
0.0% |
1.0807 |
| Low |
1.0644 |
1.0646 |
0.0003 |
0.0% |
1.0579 |
| Close |
1.0672 |
1.0690 |
0.0018 |
0.2% |
1.0669 |
| Range |
0.0083 |
0.0081 |
-0.0002 |
-2.4% |
0.0229 |
| ATR |
0.0107 |
0.0105 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
143,284 |
173,751 |
30,467 |
21.3% |
1,288,395 |
|
| Daily Pivots for day following 20-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0929 |
1.0890 |
1.0734 |
|
| R3 |
1.0848 |
1.0809 |
1.0712 |
|
| R2 |
1.0768 |
1.0768 |
1.0704 |
|
| R1 |
1.0729 |
1.0729 |
1.0697 |
1.0748 |
| PP |
1.0687 |
1.0687 |
1.0687 |
1.0697 |
| S1 |
1.0648 |
1.0648 |
1.0682 |
1.0668 |
| S2 |
1.0607 |
1.0607 |
1.0675 |
|
| S3 |
1.0526 |
1.0568 |
1.0667 |
|
| S4 |
1.0446 |
1.0487 |
1.0645 |
|
|
| 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 |
1.0644 |
0.0164 |
1.5% |
0.0093 |
0.9% |
28% |
False |
False |
248,285 |
| 10 |
1.0807 |
1.0521 |
0.0286 |
2.7% |
0.0095 |
0.9% |
59% |
False |
False |
173,730 |
| 20 |
1.0807 |
1.0336 |
0.0471 |
4.4% |
0.0101 |
0.9% |
75% |
False |
False |
91,795 |
| 40 |
1.0807 |
0.9835 |
0.0972 |
9.1% |
0.0115 |
1.1% |
88% |
False |
False |
46,423 |
| 60 |
1.0807 |
0.9658 |
0.1150 |
10.8% |
0.0114 |
1.1% |
90% |
False |
False |
31,199 |
| 80 |
1.0807 |
0.9658 |
0.1150 |
10.8% |
0.0111 |
1.0% |
90% |
False |
False |
23,637 |
| 100 |
1.0807 |
0.9658 |
0.1150 |
10.8% |
0.0102 |
1.0% |
90% |
False |
False |
18,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1069 |
|
2.618 |
1.0937 |
|
1.618 |
1.0857 |
|
1.000 |
1.0807 |
|
0.618 |
1.0776 |
|
HIGH |
1.0727 |
|
0.618 |
1.0696 |
|
0.500 |
1.0686 |
|
0.382 |
1.0677 |
|
LOW |
1.0646 |
|
0.618 |
1.0596 |
|
1.000 |
1.0566 |
|
1.618 |
1.0516 |
|
2.618 |
1.0435 |
|
4.250 |
1.0304 |
|
|
| Fisher Pivots for day following 20-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0688 |
1.0689 |
| PP |
1.0687 |
1.0688 |
| S1 |
1.0686 |
1.0688 |
|