CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 05-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2022 |
05-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0721 |
1.0776 |
0.0055 |
0.5% |
1.0654 |
| High |
1.0754 |
1.0776 |
0.0022 |
0.2% |
1.0754 |
| Low |
1.0646 |
1.0706 |
0.0061 |
0.6% |
1.0540 |
| Close |
1.0748 |
1.0706 |
-0.0042 |
-0.4% |
1.0748 |
| Range |
0.0108 |
0.0070 |
-0.0039 |
-35.6% |
0.0214 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
76 |
425 |
349 |
459.2% |
152 |
|
| Daily Pivots for day following 05-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0938 |
1.0891 |
1.0744 |
|
| R3 |
1.0868 |
1.0822 |
1.0725 |
|
| R2 |
1.0799 |
1.0799 |
1.0719 |
|
| R1 |
1.0752 |
1.0752 |
1.0712 |
1.0741 |
| PP |
1.0729 |
1.0729 |
1.0729 |
1.0723 |
| S1 |
1.0683 |
1.0683 |
1.0700 |
1.0671 |
| S2 |
1.0660 |
1.0660 |
1.0693 |
|
| S3 |
1.0590 |
1.0613 |
1.0687 |
|
| S4 |
1.0521 |
1.0544 |
1.0668 |
|
|
| Weekly Pivots for week ending 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1321 |
1.1248 |
1.0865 |
|
| R3 |
1.1108 |
1.1035 |
1.0807 |
|
| R2 |
1.0894 |
1.0894 |
1.0787 |
|
| R1 |
1.0821 |
1.0821 |
1.0768 |
1.0858 |
| PP |
1.0681 |
1.0681 |
1.0681 |
1.0699 |
| S1 |
1.0608 |
1.0608 |
1.0728 |
1.0644 |
| S2 |
1.0467 |
1.0467 |
1.0709 |
|
| S3 |
1.0254 |
1.0394 |
1.0689 |
|
| S4 |
1.0040 |
1.0181 |
1.0631 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1071 |
|
2.618 |
1.0957 |
|
1.618 |
1.0888 |
|
1.000 |
1.0845 |
|
0.618 |
1.0818 |
|
HIGH |
1.0776 |
|
0.618 |
1.0749 |
|
0.500 |
1.0741 |
|
0.382 |
1.0733 |
|
LOW |
1.0706 |
|
0.618 |
1.0663 |
|
1.000 |
1.0637 |
|
1.618 |
1.0594 |
|
2.618 |
1.0524 |
|
4.250 |
1.0411 |
|
|
| Fisher Pivots for day following 05-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0741 |
1.0705 |
| PP |
1.0729 |
1.0704 |
| S1 |
1.0718 |
1.0703 |
|