CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 07-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2022 |
07-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9779 |
0.9962 |
0.0183 |
1.9% |
1.0000 |
| High |
0.9998 |
1.0065 |
0.0067 |
0.7% |
1.0012 |
| Low |
0.9773 |
0.9948 |
0.0175 |
1.8% |
0.9761 |
| Close |
0.9980 |
1.0057 |
0.0077 |
0.8% |
0.9980 |
| Range |
0.0225 |
0.0117 |
-0.0109 |
-48.2% |
0.0251 |
| ATR |
0.0130 |
0.0129 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
295,663 |
179,917 |
-115,746 |
-39.1% |
1,091,768 |
|
| Daily Pivots for day following 07-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0373 |
1.0331 |
1.0121 |
|
| R3 |
1.0256 |
1.0215 |
1.0089 |
|
| R2 |
1.0140 |
1.0140 |
1.0078 |
|
| R1 |
1.0098 |
1.0098 |
1.0067 |
1.0119 |
| PP |
1.0023 |
1.0023 |
1.0023 |
1.0033 |
| S1 |
0.9982 |
0.9982 |
1.0046 |
1.0002 |
| S2 |
0.9907 |
0.9907 |
1.0035 |
|
| S3 |
0.9790 |
0.9865 |
1.0024 |
|
| S4 |
0.9674 |
0.9749 |
0.9992 |
|
|
| Weekly Pivots for week ending 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0670 |
1.0576 |
1.0118 |
|
| R3 |
1.0419 |
1.0325 |
1.0049 |
|
| R2 |
1.0168 |
1.0168 |
1.0026 |
|
| R1 |
1.0074 |
1.0074 |
1.0003 |
0.9996 |
| PP |
0.9917 |
0.9917 |
0.9917 |
0.9878 |
| S1 |
0.9823 |
0.9823 |
0.9956 |
0.9745 |
| S2 |
0.9666 |
0.9666 |
0.9933 |
|
| S3 |
0.9415 |
0.9572 |
0.9910 |
|
| S4 |
0.9164 |
0.9321 |
0.9841 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0065 |
0.9761 |
0.0304 |
3.0% |
0.0144 |
1.4% |
97% |
True |
False |
221,195 |
| 10 |
1.0132 |
0.9761 |
0.0371 |
3.7% |
0.0130 |
1.3% |
80% |
False |
False |
224,995 |
| 20 |
1.0132 |
0.9675 |
0.0457 |
4.5% |
0.0121 |
1.2% |
84% |
False |
False |
220,537 |
| 40 |
1.0255 |
0.9592 |
0.0663 |
6.6% |
0.0125 |
1.2% |
70% |
False |
False |
241,794 |
| 60 |
1.0364 |
0.9592 |
0.0772 |
7.7% |
0.0118 |
1.2% |
60% |
False |
False |
168,501 |
| 80 |
1.0465 |
0.9592 |
0.0873 |
8.7% |
0.0115 |
1.1% |
53% |
False |
False |
126,694 |
| 100 |
1.0750 |
0.9592 |
0.1158 |
11.5% |
0.0114 |
1.1% |
40% |
False |
False |
101,592 |
| 120 |
1.0911 |
0.9592 |
0.1319 |
13.1% |
0.0110 |
1.1% |
35% |
False |
False |
84,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0560 |
|
2.618 |
1.0369 |
|
1.618 |
1.0253 |
|
1.000 |
1.0181 |
|
0.618 |
1.0136 |
|
HIGH |
1.0065 |
|
0.618 |
1.0020 |
|
0.500 |
1.0006 |
|
0.382 |
0.9993 |
|
LOW |
0.9948 |
|
0.618 |
0.9876 |
|
1.000 |
0.9832 |
|
1.618 |
0.9760 |
|
2.618 |
0.9643 |
|
4.250 |
0.9453 |
|
|
| Fisher Pivots for day following 07-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0040 |
1.0009 |
| PP |
1.0023 |
0.9961 |
| S1 |
1.0006 |
0.9913 |
|