CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 19-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2022 |
19-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0628 |
1.0590 |
-0.0039 |
-0.4% |
1.0543 |
| High |
1.0664 |
1.0657 |
-0.0007 |
-0.1% |
1.0739 |
| Low |
1.0587 |
1.0583 |
-0.0004 |
0.0% |
1.0512 |
| Close |
1.0602 |
1.0610 |
0.0008 |
0.1% |
1.0602 |
| Range |
0.0078 |
0.0075 |
-0.0003 |
-3.9% |
0.0227 |
| ATR |
0.0112 |
0.0110 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
65,403 |
2,316 |
-63,087 |
-96.5% |
1,757,833 |
|
| Daily Pivots for day following 19-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0840 |
1.0799 |
1.0650 |
|
| R3 |
1.0765 |
1.0725 |
1.0630 |
|
| R2 |
1.0691 |
1.0691 |
1.0623 |
|
| R1 |
1.0650 |
1.0650 |
1.0616 |
1.0671 |
| PP |
1.0616 |
1.0616 |
1.0616 |
1.0627 |
| S1 |
1.0576 |
1.0576 |
1.0603 |
1.0596 |
| S2 |
1.0542 |
1.0542 |
1.0596 |
|
| S3 |
1.0467 |
1.0501 |
1.0589 |
|
| S4 |
1.0393 |
1.0427 |
1.0569 |
|
|
| Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1297 |
1.1176 |
1.0726 |
|
| R3 |
1.1070 |
1.0949 |
1.0664 |
|
| R2 |
1.0844 |
1.0844 |
1.0643 |
|
| R1 |
1.0723 |
1.0723 |
1.0622 |
1.0783 |
| PP |
1.0617 |
1.0617 |
1.0617 |
1.0648 |
| S1 |
1.0496 |
1.0496 |
1.0581 |
1.0557 |
| S2 |
1.0391 |
1.0391 |
1.0560 |
|
| S3 |
1.0164 |
1.0270 |
1.0539 |
|
| S4 |
0.9938 |
1.0043 |
1.0477 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0739 |
1.0533 |
0.0206 |
1.9% |
0.0105 |
1.0% |
37% |
False |
False |
302,972 |
| 10 |
1.0739 |
1.0453 |
0.0286 |
2.7% |
0.0095 |
0.9% |
55% |
False |
False |
255,242 |
| 20 |
1.0739 |
1.0244 |
0.0495 |
4.7% |
0.0105 |
1.0% |
74% |
False |
False |
231,020 |
| 40 |
1.0739 |
0.9761 |
0.0978 |
9.2% |
0.0119 |
1.1% |
87% |
False |
False |
231,248 |
| 60 |
1.0739 |
0.9592 |
0.1147 |
10.8% |
0.0122 |
1.2% |
89% |
False |
False |
233,812 |
| 80 |
1.0739 |
0.9592 |
0.1147 |
10.8% |
0.0121 |
1.1% |
89% |
False |
False |
210,607 |
| 100 |
1.0739 |
0.9592 |
0.1147 |
10.8% |
0.0115 |
1.1% |
89% |
False |
False |
168,939 |
| 120 |
1.0739 |
0.9592 |
0.1147 |
10.8% |
0.0115 |
1.1% |
89% |
False |
False |
141,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0974 |
|
2.618 |
1.0852 |
|
1.618 |
1.0778 |
|
1.000 |
1.0732 |
|
0.618 |
1.0703 |
|
HIGH |
1.0657 |
|
0.618 |
1.0629 |
|
0.500 |
1.0620 |
|
0.382 |
1.0611 |
|
LOW |
1.0583 |
|
0.618 |
1.0536 |
|
1.000 |
1.0508 |
|
1.618 |
1.0462 |
|
2.618 |
1.0387 |
|
4.250 |
1.0266 |
|
|
| Fisher Pivots for day following 19-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0620 |
1.0661 |
| PP |
1.0616 |
1.0644 |
| S1 |
1.0613 |
1.0627 |
|