CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 30-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2022 |
30-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0745 |
1.0775 |
0.0030 |
0.3% |
1.0757 |
| High |
1.0805 |
1.0828 |
0.0023 |
0.2% |
1.0828 |
| Low |
1.0731 |
1.0758 |
0.0028 |
0.3% |
1.0731 |
| Close |
1.0796 |
1.0817 |
0.0022 |
0.2% |
1.0817 |
| Range |
0.0075 |
0.0070 |
-0.0005 |
-6.7% |
0.0097 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
51 |
387 |
336 |
658.8% |
1,074 |
|
| Daily Pivots for day following 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1009 |
1.0983 |
1.0855 |
|
| R3 |
1.0940 |
1.0913 |
1.0836 |
|
| R2 |
1.0870 |
1.0870 |
1.0830 |
|
| R1 |
1.0844 |
1.0844 |
1.0823 |
1.0857 |
| PP |
1.0801 |
1.0801 |
1.0801 |
1.0808 |
| S1 |
1.0774 |
1.0774 |
1.0811 |
1.0788 |
| S2 |
1.0731 |
1.0731 |
1.0804 |
|
| S3 |
1.0662 |
1.0705 |
1.0798 |
|
| S4 |
1.0592 |
1.0635 |
1.0779 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1083 |
1.1047 |
1.0870 |
|
| R3 |
1.0986 |
1.0950 |
1.0844 |
|
| R2 |
1.0889 |
1.0889 |
1.0835 |
|
| R1 |
1.0853 |
1.0853 |
1.0826 |
1.0871 |
| PP |
1.0792 |
1.0792 |
1.0792 |
1.0801 |
| S1 |
1.0756 |
1.0756 |
1.0808 |
1.0774 |
| S2 |
1.0695 |
1.0695 |
1.0799 |
|
| S3 |
1.0598 |
1.0659 |
1.0790 |
|
| S4 |
1.0501 |
1.0562 |
1.0764 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0828 |
1.0712 |
0.0116 |
1.1% |
0.0055 |
0.5% |
91% |
True |
False |
243 |
| 10 |
1.0828 |
1.0703 |
0.0125 |
1.2% |
0.0057 |
0.5% |
92% |
True |
False |
352 |
| 20 |
1.0860 |
1.0580 |
0.0281 |
2.6% |
0.0072 |
0.7% |
85% |
False |
False |
754 |
| 40 |
1.0860 |
0.9920 |
0.0941 |
8.7% |
0.0082 |
0.8% |
95% |
False |
False |
468 |
| 60 |
1.0860 |
0.9826 |
0.1034 |
9.6% |
0.0076 |
0.7% |
96% |
False |
False |
411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1123 |
|
2.618 |
1.1009 |
|
1.618 |
1.0940 |
|
1.000 |
1.0897 |
|
0.618 |
1.0870 |
|
HIGH |
1.0828 |
|
0.618 |
1.0801 |
|
0.500 |
1.0793 |
|
0.382 |
1.0785 |
|
LOW |
1.0758 |
|
0.618 |
1.0715 |
|
1.000 |
1.0689 |
|
1.618 |
1.0646 |
|
2.618 |
1.0576 |
|
4.250 |
1.0463 |
|
|
| Fisher Pivots for day following 30-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0809 |
1.0804 |
| PP |
1.0801 |
1.0792 |
| S1 |
1.0793 |
1.0779 |
|