CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 23-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2022 |
23-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0736 |
1.0723 |
-0.0013 |
-0.1% |
1.0746 |
| High |
1.0781 |
1.0754 |
-0.0028 |
-0.3% |
1.0781 |
| Low |
1.0703 |
1.0712 |
0.0009 |
0.1% |
1.0703 |
| Close |
1.0718 |
1.0744 |
0.0026 |
0.2% |
1.0744 |
| Range |
0.0078 |
0.0042 |
-0.0037 |
-46.8% |
0.0078 |
| ATR |
0.0082 |
0.0079 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
654 |
143 |
-511 |
-78.1% |
1,929 |
|
| Daily Pivots for day following 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0861 |
1.0844 |
1.0766 |
|
| R3 |
1.0819 |
1.0802 |
1.0755 |
|
| R2 |
1.0778 |
1.0778 |
1.0751 |
|
| R1 |
1.0761 |
1.0761 |
1.0747 |
1.0769 |
| PP |
1.0736 |
1.0736 |
1.0736 |
1.0741 |
| S1 |
1.0719 |
1.0719 |
1.0740 |
1.0728 |
| S2 |
1.0695 |
1.0695 |
1.0736 |
|
| S3 |
1.0653 |
1.0678 |
1.0732 |
|
| S4 |
1.0612 |
1.0636 |
1.0721 |
|
|
| Weekly Pivots for week ending 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0977 |
1.0938 |
1.0786 |
|
| R3 |
1.0899 |
1.0860 |
1.0765 |
|
| R2 |
1.0821 |
1.0821 |
1.0758 |
|
| R1 |
1.0782 |
1.0782 |
1.0751 |
1.0762 |
| PP |
1.0743 |
1.0743 |
1.0743 |
1.0733 |
| S1 |
1.0704 |
1.0704 |
1.0736 |
1.0684 |
| S2 |
1.0665 |
1.0665 |
1.0729 |
|
| S3 |
1.0587 |
1.0626 |
1.0722 |
|
| S4 |
1.0509 |
1.0548 |
1.0701 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0781 |
1.0703 |
0.0078 |
0.7% |
0.0053 |
0.5% |
52% |
False |
False |
385 |
| 10 |
1.0860 |
1.0652 |
0.0208 |
1.9% |
0.0074 |
0.7% |
44% |
False |
False |
546 |
| 20 |
1.0860 |
1.0478 |
0.0383 |
3.6% |
0.0078 |
0.7% |
70% |
False |
False |
740 |
| 40 |
1.0860 |
0.9920 |
0.0941 |
8.8% |
0.0080 |
0.7% |
88% |
False |
False |
451 |
| 60 |
1.0860 |
0.9826 |
0.1034 |
9.6% |
0.0078 |
0.7% |
89% |
False |
False |
395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0930 |
|
2.618 |
1.0862 |
|
1.618 |
1.0821 |
|
1.000 |
1.0795 |
|
0.618 |
1.0779 |
|
HIGH |
1.0754 |
|
0.618 |
1.0738 |
|
0.500 |
1.0733 |
|
0.382 |
1.0728 |
|
LOW |
1.0712 |
|
0.618 |
1.0686 |
|
1.000 |
1.0671 |
|
1.618 |
1.0645 |
|
2.618 |
1.0603 |
|
4.250 |
1.0536 |
|
|
| Fisher Pivots for day following 23-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0740 |
1.0743 |
| PP |
1.0736 |
1.0743 |
| S1 |
1.0733 |
1.0742 |
|