CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 30-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2022 |
30-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0671 |
1.0712 |
0.0041 |
0.4% |
1.0696 |
| High |
1.0746 |
1.0767 |
0.0022 |
0.2% |
1.0767 |
| Low |
1.0665 |
1.0692 |
0.0027 |
0.2% |
1.0665 |
| Close |
1.0733 |
1.0754 |
0.0022 |
0.2% |
1.0754 |
| Range |
0.0081 |
0.0076 |
-0.0005 |
-6.2% |
0.0102 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
131,334 |
157,141 |
25,807 |
19.6% |
556,662 |
|
| Daily Pivots for day following 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0964 |
1.0935 |
1.0796 |
|
| R3 |
1.0889 |
1.0859 |
1.0775 |
|
| R2 |
1.0813 |
1.0813 |
1.0768 |
|
| R1 |
1.0784 |
1.0784 |
1.0761 |
1.0798 |
| PP |
1.0738 |
1.0738 |
1.0738 |
1.0745 |
| S1 |
1.0708 |
1.0708 |
1.0747 |
1.0723 |
| S2 |
1.0662 |
1.0662 |
1.0740 |
|
| S3 |
1.0587 |
1.0633 |
1.0733 |
|
| S4 |
1.0511 |
1.0557 |
1.0712 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1035 |
1.0996 |
1.0810 |
|
| R3 |
1.0933 |
1.0894 |
1.0782 |
|
| R2 |
1.0831 |
1.0831 |
1.0773 |
|
| R1 |
1.0792 |
1.0792 |
1.0763 |
1.0812 |
| PP |
1.0729 |
1.0729 |
1.0729 |
1.0738 |
| S1 |
1.0690 |
1.0690 |
1.0745 |
1.0710 |
| S2 |
1.0627 |
1.0627 |
1.0735 |
|
| S3 |
1.0525 |
1.0588 |
1.0726 |
|
| S4 |
1.0423 |
1.0486 |
1.0698 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0767 |
1.0649 |
0.0118 |
1.1% |
0.0066 |
0.6% |
89% |
True |
False |
136,078 |
| 10 |
1.0767 |
1.0634 |
0.0133 |
1.2% |
0.0072 |
0.7% |
90% |
True |
False |
153,115 |
| 20 |
1.0807 |
1.0509 |
0.0299 |
2.8% |
0.0087 |
0.8% |
82% |
False |
False |
139,230 |
| 40 |
1.0807 |
0.9835 |
0.0972 |
9.0% |
0.0107 |
1.0% |
95% |
False |
False |
71,415 |
| 60 |
1.0807 |
0.9762 |
0.1045 |
9.7% |
0.0106 |
1.0% |
95% |
False |
False |
47,845 |
| 80 |
1.0807 |
0.9658 |
0.1150 |
10.7% |
0.0109 |
1.0% |
95% |
False |
False |
36,145 |
| 100 |
1.0807 |
0.9658 |
0.1150 |
10.7% |
0.0104 |
1.0% |
95% |
False |
False |
29,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1088 |
|
2.618 |
1.0965 |
|
1.618 |
1.0889 |
|
1.000 |
1.0843 |
|
0.618 |
1.0814 |
|
HIGH |
1.0767 |
|
0.618 |
1.0738 |
|
0.500 |
1.0729 |
|
0.382 |
1.0720 |
|
LOW |
1.0692 |
|
0.618 |
1.0645 |
|
1.000 |
1.0616 |
|
1.618 |
1.0569 |
|
2.618 |
1.0494 |
|
4.250 |
1.0371 |
|
|
| Fisher Pivots for day following 30-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0746 |
1.0741 |
| PP |
1.0738 |
1.0729 |
| S1 |
1.0729 |
1.0716 |
|