CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 30-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2022 |
30-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0845 |
1.0865 |
0.0021 |
0.2% |
1.0795 |
| High |
1.0852 |
1.0873 |
0.0021 |
0.2% |
1.0873 |
| Low |
1.0785 |
1.0820 |
0.0035 |
0.3% |
1.0785 |
| Close |
1.0845 |
1.0865 |
0.0021 |
0.2% |
1.0865 |
| Range |
0.0067 |
0.0053 |
-0.0014 |
-20.3% |
0.0088 |
| ATR |
0.0058 |
0.0057 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1011 |
1.0991 |
1.0894 |
|
| R3 |
1.0958 |
1.0938 |
1.0880 |
|
| R2 |
1.0905 |
1.0905 |
1.0875 |
|
| R1 |
1.0885 |
1.0885 |
1.0870 |
1.0892 |
| PP |
1.0852 |
1.0852 |
1.0852 |
1.0856 |
| S1 |
1.0832 |
1.0832 |
1.0860 |
1.0839 |
| S2 |
1.0799 |
1.0799 |
1.0855 |
|
| S3 |
1.0746 |
1.0779 |
1.0850 |
|
| S4 |
1.0693 |
1.0726 |
1.0836 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1103 |
1.1072 |
1.0913 |
|
| R3 |
1.1016 |
1.0984 |
1.0889 |
|
| R2 |
1.0928 |
1.0928 |
1.0881 |
|
| R1 |
1.0897 |
1.0897 |
1.0873 |
1.0913 |
| PP |
1.0841 |
1.0841 |
1.0841 |
1.0849 |
| S1 |
1.0809 |
1.0809 |
1.0857 |
1.0825 |
| S2 |
1.0753 |
1.0753 |
1.0849 |
|
| S3 |
1.0666 |
1.0722 |
1.0841 |
|
| S4 |
1.0578 |
1.0634 |
1.0817 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1098 |
|
2.618 |
1.1011 |
|
1.618 |
1.0958 |
|
1.000 |
1.0926 |
|
0.618 |
1.0905 |
|
HIGH |
1.0873 |
|
0.618 |
1.0852 |
|
0.500 |
1.0846 |
|
0.382 |
1.0840 |
|
LOW |
1.0820 |
|
0.618 |
1.0787 |
|
1.000 |
1.0767 |
|
1.618 |
1.0734 |
|
2.618 |
1.0681 |
|
4.250 |
1.0594 |
|
|
| Fisher Pivots for day following 30-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0859 |
1.0853 |
| PP |
1.0852 |
1.0841 |
| S1 |
1.0846 |
1.0829 |
|