CME Euro FX (E) Future June 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 |
1.0798 |
1.0768 |
-0.0030 |
-0.3% |
1.0652 |
| High |
1.0860 |
1.0792 |
-0.0068 |
-0.6% |
1.0860 |
| Low |
1.0730 |
1.0720 |
-0.0010 |
-0.1% |
1.0652 |
| Close |
1.0761 |
1.0731 |
-0.0030 |
-0.3% |
1.0731 |
| Range |
0.0130 |
0.0072 |
-0.0058 |
-44.6% |
0.0208 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
677 |
518 |
-159 |
-23.5% |
3,539 |
|
| Daily Pivots for day following 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0964 |
1.0919 |
1.0770 |
|
| R3 |
1.0892 |
1.0847 |
1.0750 |
|
| R2 |
1.0820 |
1.0820 |
1.0744 |
|
| R1 |
1.0775 |
1.0775 |
1.0737 |
1.0761 |
| PP |
1.0748 |
1.0748 |
1.0748 |
1.0741 |
| S1 |
1.0703 |
1.0703 |
1.0724 |
1.0689 |
| S2 |
1.0676 |
1.0676 |
1.0717 |
|
| S3 |
1.0604 |
1.0631 |
1.0711 |
|
| S4 |
1.0532 |
1.0559 |
1.0691 |
|
|
| Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1372 |
1.1259 |
1.0845 |
|
| R3 |
1.1164 |
1.1051 |
1.0788 |
|
| R2 |
1.0956 |
1.0956 |
1.0769 |
|
| R1 |
1.0843 |
1.0843 |
1.0750 |
1.0899 |
| PP |
1.0748 |
1.0748 |
1.0748 |
1.0776 |
| S1 |
1.0635 |
1.0635 |
1.0711 |
1.0691 |
| S2 |
1.0540 |
1.0540 |
1.0692 |
|
| S3 |
1.0332 |
1.0427 |
1.0673 |
|
| S4 |
1.0124 |
1.0219 |
1.0616 |
|
|
| 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% |
0.0094 |
0.9% |
38% |
False |
False |
707 |
| 10 |
1.0860 |
1.0608 |
0.0252 |
2.3% |
0.0083 |
0.8% |
49% |
False |
False |
1,192 |
| 20 |
1.0860 |
1.0400 |
0.0460 |
4.3% |
0.0079 |
0.7% |
72% |
False |
False |
674 |
| 40 |
1.0860 |
0.9889 |
0.0971 |
9.0% |
0.0087 |
0.8% |
87% |
False |
False |
444 |
| 60 |
1.0860 |
0.9725 |
0.1135 |
10.6% |
0.0086 |
0.8% |
89% |
False |
False |
368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1098 |
|
2.618 |
1.0980 |
|
1.618 |
1.0908 |
|
1.000 |
1.0864 |
|
0.618 |
1.0836 |
|
HIGH |
1.0792 |
|
0.618 |
1.0764 |
|
0.500 |
1.0756 |
|
0.382 |
1.0748 |
|
LOW |
1.0720 |
|
0.618 |
1.0676 |
|
1.000 |
1.0648 |
|
1.618 |
1.0604 |
|
2.618 |
1.0532 |
|
4.250 |
1.0414 |
|
|
| Fisher Pivots for day following 16-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0756 |
1.0790 |
| PP |
1.0748 |
1.0770 |
| S1 |
1.0739 |
1.0750 |
|