CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 28-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2022 |
28-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0622 |
1.0654 |
0.0033 |
0.3% |
1.0451 |
| High |
1.0659 |
1.0655 |
-0.0004 |
0.0% |
1.0659 |
| Low |
1.0581 |
1.0548 |
-0.0033 |
-0.3% |
1.0451 |
| Close |
1.0622 |
1.0553 |
-0.0069 |
-0.6% |
1.0622 |
| Range |
0.0079 |
0.0108 |
0.0029 |
36.9% |
0.0209 |
| ATR |
0.0087 |
0.0088 |
0.0001 |
1.7% |
0.0000 |
| Volume |
60 |
9 |
-51 |
-85.0% |
235 |
|
| Daily Pivots for day following 28-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0908 |
1.0838 |
1.0612 |
|
| R3 |
1.0800 |
1.0730 |
1.0582 |
|
| R2 |
1.0693 |
1.0693 |
1.0572 |
|
| R1 |
1.0623 |
1.0623 |
1.0562 |
1.0604 |
| PP |
1.0585 |
1.0585 |
1.0585 |
1.0576 |
| S1 |
1.0515 |
1.0515 |
1.0543 |
1.0496 |
| S2 |
1.0478 |
1.0478 |
1.0533 |
|
| S3 |
1.0370 |
1.0408 |
1.0523 |
|
| S4 |
1.0263 |
1.0300 |
1.0493 |
|
|
| Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1203 |
1.1121 |
1.0736 |
|
| R3 |
1.0994 |
1.0912 |
1.0679 |
|
| R2 |
1.0786 |
1.0786 |
1.0660 |
|
| R1 |
1.0704 |
1.0704 |
1.0641 |
1.0745 |
| PP |
1.0577 |
1.0577 |
1.0577 |
1.0598 |
| S1 |
1.0495 |
1.0495 |
1.0602 |
1.0536 |
| S2 |
1.0369 |
1.0369 |
1.0583 |
|
| S3 |
1.0160 |
1.0287 |
1.0564 |
|
| S4 |
0.9952 |
1.0078 |
1.0507 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1112 |
|
2.618 |
1.0936 |
|
1.618 |
1.0829 |
|
1.000 |
1.0763 |
|
0.618 |
1.0721 |
|
HIGH |
1.0655 |
|
0.618 |
1.0614 |
|
0.500 |
1.0601 |
|
0.382 |
1.0589 |
|
LOW |
1.0548 |
|
0.618 |
1.0481 |
|
1.000 |
1.0440 |
|
1.618 |
1.0374 |
|
2.618 |
1.0266 |
|
4.250 |
1.0091 |
|
|
| Fisher Pivots for day following 28-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0601 |
1.0603 |
| PP |
1.0585 |
1.0586 |
| S1 |
1.0569 |
1.0569 |
|