CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 01-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2022 |
01-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0608 |
1.0630 |
0.0022 |
0.2% |
1.0451 |
| High |
1.0628 |
1.0738 |
0.0111 |
1.0% |
1.0659 |
| Low |
1.0608 |
1.0630 |
0.0022 |
0.2% |
1.0451 |
| Close |
1.0628 |
1.0730 |
0.0102 |
1.0% |
1.0622 |
| Range |
0.0020 |
0.0108 |
0.0089 |
453.8% |
0.0209 |
| ATR |
0.0083 |
0.0085 |
0.0002 |
2.3% |
0.0000 |
| Volume |
14 |
33 |
19 |
135.7% |
235 |
|
| Daily Pivots for day following 01-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1023 |
1.0984 |
1.0789 |
|
| R3 |
1.0915 |
1.0876 |
1.0759 |
|
| R2 |
1.0807 |
1.0807 |
1.0749 |
|
| R1 |
1.0768 |
1.0768 |
1.0739 |
1.0788 |
| PP |
1.0699 |
1.0699 |
1.0699 |
1.0709 |
| S1 |
1.0660 |
1.0660 |
1.0720 |
1.0680 |
| S2 |
1.0591 |
1.0591 |
1.0710 |
|
| S3 |
1.0483 |
1.0552 |
1.0700 |
|
| S4 |
1.0375 |
1.0444 |
1.0670 |
|
|
| 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 |
1.1197 |
|
2.618 |
1.1021 |
|
1.618 |
1.0913 |
|
1.000 |
1.0846 |
|
0.618 |
1.0805 |
|
HIGH |
1.0738 |
|
0.618 |
1.0697 |
|
0.500 |
1.0684 |
|
0.382 |
1.0671 |
|
LOW |
1.0630 |
|
0.618 |
1.0563 |
|
1.000 |
1.0522 |
|
1.618 |
1.0455 |
|
2.618 |
1.0347 |
|
4.250 |
1.0171 |
|
|
| Fisher Pivots for day following 01-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0714 |
1.0699 |
| PP |
1.0699 |
1.0669 |
| S1 |
1.0684 |
1.0639 |
|