CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 07-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2022 |
07-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0676 |
1.0736 |
0.0060 |
0.6% |
1.0654 |
| High |
1.0676 |
1.0736 |
0.0060 |
0.6% |
1.0754 |
| Low |
1.0676 |
1.0702 |
0.0026 |
0.2% |
1.0540 |
| Close |
1.0676 |
1.0724 |
0.0048 |
0.4% |
1.0748 |
| Range |
0.0000 |
0.0035 |
0.0035 |
|
0.0214 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
271 |
332 |
61 |
22.5% |
152 |
|
| Daily Pivots for day following 07-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0824 |
1.0808 |
1.0742 |
|
| R3 |
1.0789 |
1.0774 |
1.0733 |
|
| R2 |
1.0755 |
1.0755 |
1.0730 |
|
| R1 |
1.0739 |
1.0739 |
1.0727 |
1.0730 |
| PP |
1.0720 |
1.0720 |
1.0720 |
1.0716 |
| S1 |
1.0705 |
1.0705 |
1.0720 |
1.0695 |
| S2 |
1.0686 |
1.0686 |
1.0717 |
|
| S3 |
1.0651 |
1.0670 |
1.0714 |
|
| S4 |
1.0617 |
1.0636 |
1.0705 |
|
|
| 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 |
1.0883 |
|
2.618 |
1.0826 |
|
1.618 |
1.0792 |
|
1.000 |
1.0771 |
|
0.618 |
1.0757 |
|
HIGH |
1.0736 |
|
0.618 |
1.0723 |
|
0.500 |
1.0719 |
|
0.382 |
1.0715 |
|
LOW |
1.0702 |
|
0.618 |
1.0680 |
|
1.000 |
1.0667 |
|
1.618 |
1.0646 |
|
2.618 |
1.0611 |
|
4.250 |
1.0555 |
|
|
| Fisher Pivots for day following 07-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0722 |
1.0726 |
| PP |
1.0720 |
1.0725 |
| S1 |
1.0719 |
1.0724 |
|