CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 15-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2022 |
15-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0549 |
1.0547 |
-0.0002 |
0.0% |
1.0204 |
| High |
1.0576 |
1.0590 |
0.0015 |
0.1% |
1.0581 |
| Low |
1.0548 |
1.0531 |
-0.0018 |
-0.2% |
1.0204 |
| Close |
1.0576 |
1.0588 |
0.0012 |
0.1% |
1.0583 |
| Range |
0.0028 |
0.0060 |
0.0032 |
116.4% |
0.0377 |
| ATR |
0.0097 |
0.0095 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
39 |
10 |
-29 |
-74.4% |
354 |
|
| Daily Pivots for day following 15-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0748 |
1.0727 |
1.0620 |
|
| R3 |
1.0688 |
1.0668 |
1.0604 |
|
| R2 |
1.0629 |
1.0629 |
1.0598 |
|
| R1 |
1.0608 |
1.0608 |
1.0593 |
1.0619 |
| PP |
1.0569 |
1.0569 |
1.0569 |
1.0575 |
| S1 |
1.0549 |
1.0549 |
1.0582 |
1.0559 |
| S2 |
1.0510 |
1.0510 |
1.0577 |
|
| S3 |
1.0450 |
1.0489 |
1.0571 |
|
| S4 |
1.0391 |
1.0430 |
1.0555 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1587 |
1.1462 |
1.0790 |
|
| R3 |
1.1210 |
1.1085 |
1.0687 |
|
| R2 |
1.0833 |
1.0833 |
1.0652 |
|
| R1 |
1.0708 |
1.0708 |
1.0618 |
1.0770 |
| PP |
1.0456 |
1.0456 |
1.0456 |
1.0487 |
| S1 |
1.0331 |
1.0331 |
1.0548 |
1.0393 |
| S2 |
1.0079 |
1.0079 |
1.0514 |
|
| S3 |
0.9702 |
0.9954 |
1.0479 |
|
| S4 |
0.9325 |
0.9577 |
1.0376 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0843 |
|
2.618 |
1.0746 |
|
1.618 |
1.0686 |
|
1.000 |
1.0650 |
|
0.618 |
1.0627 |
|
HIGH |
1.0590 |
|
0.618 |
1.0567 |
|
0.500 |
1.0560 |
|
0.382 |
1.0553 |
|
LOW |
1.0531 |
|
0.618 |
1.0494 |
|
1.000 |
1.0471 |
|
1.618 |
1.0434 |
|
2.618 |
1.0375 |
|
4.250 |
1.0278 |
|
|
| Fisher Pivots for day following 15-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0578 |
1.0556 |
| PP |
1.0569 |
1.0524 |
| S1 |
1.0560 |
1.0493 |
|