CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 29-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2022 |
29-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0748 |
1.0745 |
-0.0003 |
0.0% |
1.0746 |
| High |
1.0782 |
1.0805 |
0.0024 |
0.2% |
1.0781 |
| Low |
1.0735 |
1.0731 |
-0.0005 |
0.0% |
1.0703 |
| Close |
1.0738 |
1.0796 |
0.0058 |
0.5% |
1.0744 |
| Range |
0.0047 |
0.0075 |
0.0028 |
60.2% |
0.0078 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
0.0% |
0.0000 |
| Volume |
279 |
51 |
-228 |
-81.7% |
1,929 |
|
| Daily Pivots for day following 29-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1001 |
1.0973 |
1.0836 |
|
| R3 |
1.0926 |
1.0898 |
1.0816 |
|
| R2 |
1.0852 |
1.0852 |
1.0809 |
|
| R1 |
1.0824 |
1.0824 |
1.0802 |
1.0838 |
| PP |
1.0777 |
1.0777 |
1.0777 |
1.0784 |
| S1 |
1.0749 |
1.0749 |
1.0789 |
1.0763 |
| S2 |
1.0703 |
1.0703 |
1.0782 |
|
| S3 |
1.0628 |
1.0675 |
1.0775 |
|
| S4 |
1.0554 |
1.0600 |
1.0755 |
|
|
| 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 |
1.0805 |
1.0703 |
0.0102 |
0.9% |
0.0056 |
0.5% |
91% |
True |
False |
296 |
| 10 |
1.0860 |
1.0703 |
0.0157 |
1.5% |
0.0063 |
0.6% |
59% |
False |
False |
381 |
| 20 |
1.0860 |
1.0545 |
0.0315 |
2.9% |
0.0075 |
0.7% |
80% |
False |
False |
748 |
| 40 |
1.0860 |
0.9920 |
0.0941 |
8.7% |
0.0082 |
0.8% |
93% |
False |
False |
459 |
| 60 |
1.0860 |
0.9826 |
0.1034 |
9.6% |
0.0076 |
0.7% |
94% |
False |
False |
405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1122 |
|
2.618 |
1.1000 |
|
1.618 |
1.0926 |
|
1.000 |
1.0880 |
|
0.618 |
1.0851 |
|
HIGH |
1.0805 |
|
0.618 |
1.0777 |
|
0.500 |
1.0768 |
|
0.382 |
1.0759 |
|
LOW |
1.0731 |
|
0.618 |
1.0684 |
|
1.000 |
1.0656 |
|
1.618 |
1.0610 |
|
2.618 |
1.0535 |
|
4.250 |
1.0414 |
|
|
| Fisher Pivots for day following 29-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0786 |
1.0786 |
| PP |
1.0777 |
1.0777 |
| S1 |
1.0768 |
1.0768 |
|