CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 15-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2022 |
15-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0768 |
1.0798 |
0.0030 |
0.3% |
1.0700 |
| High |
1.0829 |
1.0860 |
0.0032 |
0.3% |
1.0730 |
| Low |
1.0765 |
1.0730 |
-0.0035 |
-0.3% |
1.0608 |
| Close |
1.0805 |
1.0761 |
-0.0044 |
-0.4% |
1.0688 |
| Range |
0.0064 |
0.0130 |
0.0067 |
104.7% |
0.0122 |
| ATR |
0.0090 |
0.0092 |
0.0003 |
3.2% |
0.0000 |
| Volume |
240 |
677 |
437 |
182.1% |
8,386 |
|
| Daily Pivots for day following 15-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1174 |
1.1097 |
1.0832 |
|
| R3 |
1.1044 |
1.0967 |
1.0796 |
|
| R2 |
1.0914 |
1.0914 |
1.0784 |
|
| R1 |
1.0837 |
1.0837 |
1.0772 |
1.0810 |
| PP |
1.0784 |
1.0784 |
1.0784 |
1.0770 |
| S1 |
1.0707 |
1.0707 |
1.0749 |
1.0680 |
| S2 |
1.0654 |
1.0654 |
1.0737 |
|
| S3 |
1.0524 |
1.0577 |
1.0725 |
|
| S4 |
1.0394 |
1.0447 |
1.0689 |
|
|
| 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 |
1.0860 |
1.0652 |
0.0208 |
1.9% |
0.0095 |
0.9% |
52% |
True |
False |
623 |
| 10 |
1.0860 |
1.0580 |
0.0281 |
2.6% |
0.0087 |
0.8% |
65% |
True |
False |
1,156 |
| 20 |
1.0860 |
1.0400 |
0.0460 |
4.3% |
0.0078 |
0.7% |
78% |
True |
False |
649 |
| 40 |
1.0860 |
0.9889 |
0.0971 |
9.0% |
0.0087 |
0.8% |
90% |
True |
False |
479 |
| 60 |
1.0860 |
0.9725 |
0.1135 |
10.5% |
0.0086 |
0.8% |
91% |
True |
False |
363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1413 |
|
2.618 |
1.1200 |
|
1.618 |
1.1070 |
|
1.000 |
1.0990 |
|
0.618 |
1.0940 |
|
HIGH |
1.0860 |
|
0.618 |
1.0810 |
|
0.500 |
1.0795 |
|
0.382 |
1.0780 |
|
LOW |
1.0730 |
|
0.618 |
1.0650 |
|
1.000 |
1.0600 |
|
1.618 |
1.0520 |
|
2.618 |
1.0390 |
|
4.250 |
1.0178 |
|
|
| Fisher Pivots for day following 15-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0795 |
1.0768 |
| PP |
1.0784 |
1.0765 |
| S1 |
1.0772 |
1.0763 |
|