CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 19-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2022 |
19-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0768 |
1.0746 |
-0.0022 |
-0.2% |
1.0652 |
| High |
1.0792 |
1.0778 |
-0.0014 |
-0.1% |
1.0860 |
| Low |
1.0720 |
1.0733 |
0.0013 |
0.1% |
1.0652 |
| Close |
1.0731 |
1.0735 |
0.0005 |
0.0% |
1.0731 |
| Range |
0.0072 |
0.0045 |
-0.0027 |
-37.5% |
0.0208 |
| ATR |
0.0091 |
0.0088 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
518 |
449 |
-69 |
-13.3% |
3,539 |
|
| Daily Pivots for day following 19-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0884 |
1.0854 |
1.0760 |
|
| R3 |
1.0839 |
1.0809 |
1.0747 |
|
| R2 |
1.0794 |
1.0794 |
1.0743 |
|
| R1 |
1.0764 |
1.0764 |
1.0739 |
1.0757 |
| PP |
1.0749 |
1.0749 |
1.0749 |
1.0745 |
| S1 |
1.0719 |
1.0719 |
1.0731 |
1.0712 |
| S2 |
1.0704 |
1.0704 |
1.0727 |
|
| S3 |
1.0659 |
1.0674 |
1.0723 |
|
| S4 |
1.0614 |
1.0629 |
1.0710 |
|
|
| 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 |
1.0675 |
0.0185 |
1.7% |
0.0089 |
0.8% |
32% |
False |
False |
751 |
| 10 |
1.0860 |
1.0608 |
0.0252 |
2.3% |
0.0078 |
0.7% |
50% |
False |
False |
1,031 |
| 20 |
1.0860 |
1.0400 |
0.0460 |
4.3% |
0.0078 |
0.7% |
73% |
False |
False |
693 |
| 40 |
1.0860 |
0.9920 |
0.0941 |
8.8% |
0.0084 |
0.8% |
87% |
False |
False |
435 |
| 60 |
1.0860 |
0.9725 |
0.1135 |
10.6% |
0.0084 |
0.8% |
89% |
False |
False |
375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0969 |
|
2.618 |
1.0896 |
|
1.618 |
1.0851 |
|
1.000 |
1.0823 |
|
0.618 |
1.0806 |
|
HIGH |
1.0778 |
|
0.618 |
1.0761 |
|
0.500 |
1.0756 |
|
0.382 |
1.0750 |
|
LOW |
1.0733 |
|
0.618 |
1.0705 |
|
1.000 |
1.0688 |
|
1.618 |
1.0660 |
|
2.618 |
1.0615 |
|
4.250 |
1.0542 |
|
|
| Fisher Pivots for day following 19-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0756 |
1.0790 |
| PP |
1.0749 |
1.0772 |
| S1 |
1.0742 |
1.0753 |
|