CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 17-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2022 |
17-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0628 |
1.0560 |
-0.0068 |
-0.6% |
1.0204 |
| High |
1.0634 |
1.0590 |
-0.0045 |
-0.4% |
1.0581 |
| Low |
1.0618 |
1.0560 |
-0.0058 |
-0.5% |
1.0204 |
| Close |
1.0618 |
1.0590 |
-0.0029 |
-0.3% |
1.0583 |
| Range |
0.0016 |
0.0030 |
0.0014 |
84.4% |
0.0377 |
| ATR |
0.0091 |
0.0089 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
37 |
101 |
64 |
173.0% |
354 |
|
| Daily Pivots for day following 17-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0668 |
1.0658 |
1.0606 |
|
| R3 |
1.0639 |
1.0629 |
1.0598 |
|
| R2 |
1.0609 |
1.0609 |
1.0595 |
|
| R1 |
1.0599 |
1.0599 |
1.0592 |
1.0604 |
| PP |
1.0580 |
1.0580 |
1.0580 |
1.0582 |
| S1 |
1.0570 |
1.0570 |
1.0587 |
1.0575 |
| S2 |
1.0550 |
1.0550 |
1.0584 |
|
| S3 |
1.0521 |
1.0540 |
1.0581 |
|
| S4 |
1.0491 |
1.0511 |
1.0573 |
|
|
| 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 |
1.0715 |
|
2.618 |
1.0667 |
|
1.618 |
1.0637 |
|
1.000 |
1.0619 |
|
0.618 |
1.0608 |
|
HIGH |
1.0590 |
|
0.618 |
1.0578 |
|
0.500 |
1.0575 |
|
0.382 |
1.0571 |
|
LOW |
1.0560 |
|
0.618 |
1.0542 |
|
1.000 |
1.0531 |
|
1.618 |
1.0512 |
|
2.618 |
1.0483 |
|
4.250 |
1.0435 |
|
|
| Fisher Pivots for day following 17-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0585 |
1.0587 |
| PP |
1.0580 |
1.0585 |
| S1 |
1.0575 |
1.0582 |
|