CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 10-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2022 |
10-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0240 |
1.0251 |
0.0011 |
0.1% |
1.0165 |
| High |
1.0240 |
1.0433 |
0.0193 |
1.9% |
1.0206 |
| Low |
1.0231 |
1.0251 |
0.0020 |
0.2% |
0.9982 |
| Close |
1.0231 |
1.0404 |
0.0173 |
1.7% |
1.0178 |
| Range |
0.0009 |
0.0182 |
0.0173 |
1,922.2% |
0.0225 |
| ATR |
0.0088 |
0.0096 |
0.0008 |
9.3% |
0.0000 |
| Volume |
273 |
19 |
-254 |
-93.0% |
19 |
|
| Daily Pivots for day following 10-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0909 |
1.0838 |
1.0504 |
|
| R3 |
1.0727 |
1.0656 |
1.0454 |
|
| R2 |
1.0545 |
1.0545 |
1.0437 |
|
| R1 |
1.0474 |
1.0474 |
1.0420 |
1.0509 |
| PP |
1.0363 |
1.0363 |
1.0363 |
1.0380 |
| S1 |
1.0292 |
1.0292 |
1.0387 |
1.0327 |
| S2 |
1.0181 |
1.0181 |
1.0370 |
|
| S3 |
0.9999 |
1.0110 |
1.0353 |
|
| S4 |
0.9817 |
0.9928 |
1.0303 |
|
|
| Weekly Pivots for week ending 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0795 |
1.0711 |
1.0301 |
|
| R3 |
1.0571 |
1.0487 |
1.0240 |
|
| R2 |
1.0346 |
1.0346 |
1.0219 |
|
| R1 |
1.0262 |
1.0262 |
1.0199 |
1.0304 |
| PP |
1.0122 |
1.0122 |
1.0122 |
1.0143 |
| S1 |
1.0038 |
1.0038 |
1.0157 |
1.0080 |
| S2 |
0.9897 |
0.9897 |
1.0137 |
|
| S3 |
0.9673 |
0.9813 |
1.0116 |
|
| S4 |
0.9448 |
0.9589 |
1.0055 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1207 |
|
2.618 |
1.0909 |
|
1.618 |
1.0727 |
|
1.000 |
1.0615 |
|
0.618 |
1.0545 |
|
HIGH |
1.0433 |
|
0.618 |
1.0363 |
|
0.500 |
1.0342 |
|
0.382 |
1.0321 |
|
LOW |
1.0251 |
|
0.618 |
1.0139 |
|
1.000 |
1.0069 |
|
1.618 |
0.9957 |
|
2.618 |
0.9775 |
|
4.250 |
0.9478 |
|
|
| Fisher Pivots for day following 10-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0383 |
1.0380 |
| PP |
1.0363 |
1.0356 |
| S1 |
1.0342 |
1.0332 |
|