CME Euro FX (E) Future June 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 |
1.0697 |
1.0768 |
0.0071 |
0.7% |
1.0700 |
| High |
1.0809 |
1.0829 |
0.0020 |
0.2% |
1.0730 |
| Low |
1.0675 |
1.0765 |
0.0090 |
0.8% |
1.0608 |
| Close |
1.0777 |
1.0805 |
0.0028 |
0.3% |
1.0688 |
| Range |
0.0134 |
0.0064 |
-0.0070 |
-52.4% |
0.0122 |
| ATR |
0.0092 |
0.0090 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
1,872 |
240 |
-1,632 |
-87.2% |
8,386 |
|
| Daily Pivots for day following 14-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0990 |
1.0961 |
1.0839 |
|
| R3 |
1.0926 |
1.0897 |
1.0822 |
|
| R2 |
1.0863 |
1.0863 |
1.0816 |
|
| R1 |
1.0834 |
1.0834 |
1.0810 |
1.0848 |
| PP |
1.0799 |
1.0799 |
1.0799 |
1.0807 |
| S1 |
1.0770 |
1.0770 |
1.0799 |
1.0785 |
| S2 |
1.0736 |
1.0736 |
1.0793 |
|
| S3 |
1.0672 |
1.0707 |
1.0787 |
|
| S4 |
1.0609 |
1.0643 |
1.0770 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1040 |
1.0985 |
1.0755 |
|
| R3 |
1.0918 |
1.0864 |
1.0721 |
|
| R2 |
1.0797 |
1.0797 |
1.0710 |
|
| R1 |
1.0742 |
1.0742 |
1.0699 |
1.0709 |
| PP |
1.0675 |
1.0675 |
1.0675 |
1.0658 |
| S1 |
1.0621 |
1.0621 |
1.0677 |
1.0587 |
| S2 |
1.0554 |
1.0554 |
1.0666 |
|
| S3 |
1.0432 |
1.0499 |
1.0655 |
|
| S4 |
1.0311 |
1.0378 |
1.0621 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0829 |
1.0638 |
0.0191 |
1.8% |
0.0082 |
0.8% |
87% |
True |
False |
718 |
| 10 |
1.0829 |
1.0545 |
0.0284 |
2.6% |
0.0087 |
0.8% |
92% |
True |
False |
1,114 |
| 20 |
1.0829 |
1.0400 |
0.0429 |
4.0% |
0.0075 |
0.7% |
94% |
True |
False |
639 |
| 40 |
1.0829 |
0.9889 |
0.0940 |
8.7% |
0.0085 |
0.8% |
97% |
True |
False |
479 |
| 60 |
1.0829 |
0.9725 |
0.1104 |
10.2% |
0.0084 |
0.8% |
98% |
True |
False |
352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1098 |
|
2.618 |
1.0995 |
|
1.618 |
1.0931 |
|
1.000 |
1.0892 |
|
0.618 |
1.0868 |
|
HIGH |
1.0829 |
|
0.618 |
1.0804 |
|
0.500 |
1.0797 |
|
0.382 |
1.0789 |
|
LOW |
1.0765 |
|
0.618 |
1.0726 |
|
1.000 |
1.0702 |
|
1.618 |
1.0662 |
|
2.618 |
1.0599 |
|
4.250 |
1.0495 |
|
|
| Fisher Pivots for day following 14-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0802 |
1.0783 |
| PP |
1.0799 |
1.0762 |
| S1 |
1.0797 |
1.0740 |
|