CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 08-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2022 |
08-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9962 |
1.0049 |
0.0088 |
0.9% |
1.0000 |
| High |
1.0065 |
1.0126 |
0.0062 |
0.6% |
1.0012 |
| Low |
0.9948 |
1.0001 |
0.0053 |
0.5% |
0.9761 |
| Close |
1.0057 |
1.0104 |
0.0047 |
0.5% |
0.9980 |
| Range |
0.0117 |
0.0125 |
0.0009 |
7.3% |
0.0251 |
| ATR |
0.0129 |
0.0128 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
179,917 |
188,823 |
8,906 |
5.0% |
1,091,768 |
|
| Daily Pivots for day following 08-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0452 |
1.0403 |
1.0172 |
|
| R3 |
1.0327 |
1.0278 |
1.0138 |
|
| R2 |
1.0202 |
1.0202 |
1.0126 |
|
| R1 |
1.0153 |
1.0153 |
1.0115 |
1.0177 |
| PP |
1.0077 |
1.0077 |
1.0077 |
1.0089 |
| S1 |
1.0028 |
1.0028 |
1.0092 |
1.0052 |
| S2 |
0.9952 |
0.9952 |
1.0081 |
|
| S3 |
0.9827 |
0.9903 |
1.0069 |
|
| S4 |
0.9702 |
0.9778 |
1.0035 |
|
|
| 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 |
1.0126 |
0.9761 |
0.0366 |
3.6% |
0.0149 |
1.5% |
94% |
True |
False |
222,081 |
| 10 |
1.0132 |
0.9761 |
0.0371 |
3.7% |
0.0129 |
1.3% |
92% |
False |
False |
222,044 |
| 20 |
1.0132 |
0.9675 |
0.0457 |
4.5% |
0.0122 |
1.2% |
94% |
False |
False |
220,487 |
| 40 |
1.0132 |
0.9592 |
0.0540 |
5.3% |
0.0123 |
1.2% |
95% |
False |
False |
242,016 |
| 60 |
1.0294 |
0.9592 |
0.0702 |
6.9% |
0.0118 |
1.2% |
73% |
False |
False |
171,625 |
| 80 |
1.0465 |
0.9592 |
0.0873 |
8.6% |
0.0115 |
1.1% |
59% |
False |
False |
129,043 |
| 100 |
1.0750 |
0.9592 |
0.1158 |
11.5% |
0.0113 |
1.1% |
44% |
False |
False |
103,464 |
| 120 |
1.0911 |
0.9592 |
0.1319 |
13.0% |
0.0110 |
1.1% |
39% |
False |
False |
86,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0657 |
|
2.618 |
1.0453 |
|
1.618 |
1.0328 |
|
1.000 |
1.0251 |
|
0.618 |
1.0203 |
|
HIGH |
1.0126 |
|
0.618 |
1.0078 |
|
0.500 |
1.0064 |
|
0.382 |
1.0049 |
|
LOW |
1.0001 |
|
0.618 |
0.9924 |
|
1.000 |
0.9876 |
|
1.618 |
0.9799 |
|
2.618 |
0.9674 |
|
4.250 |
0.9470 |
|
|
| Fisher Pivots for day following 08-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0090 |
1.0052 |
| PP |
1.0077 |
1.0001 |
| S1 |
1.0064 |
0.9950 |
|