CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 10-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2022 |
10-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0103 |
1.0042 |
-0.0062 |
-0.6% |
1.0000 |
| High |
1.0116 |
1.0249 |
0.0134 |
1.3% |
1.0012 |
| Low |
1.0020 |
0.9962 |
-0.0058 |
-0.6% |
0.9761 |
| Close |
1.0029 |
1.0208 |
0.0179 |
1.8% |
0.9980 |
| Range |
0.0096 |
0.0287 |
0.0192 |
200.5% |
0.0251 |
| ATR |
0.0126 |
0.0138 |
0.0011 |
9.1% |
0.0000 |
| Volume |
188,234 |
339,094 |
150,860 |
80.1% |
1,091,768 |
|
| Daily Pivots for day following 10-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1001 |
1.0891 |
1.0366 |
|
| R3 |
1.0714 |
1.0604 |
1.0287 |
|
| R2 |
1.0427 |
1.0427 |
1.0261 |
|
| R1 |
1.0317 |
1.0317 |
1.0234 |
1.0372 |
| PP |
1.0140 |
1.0140 |
1.0140 |
1.0167 |
| S1 |
1.0030 |
1.0030 |
1.0182 |
1.0085 |
| S2 |
0.9853 |
0.9853 |
1.0155 |
|
| S3 |
0.9566 |
0.9743 |
1.0129 |
|
| S4 |
0.9279 |
0.9456 |
1.0050 |
|
|
| 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 |
1.0249 |
0.9773 |
0.0476 |
4.7% |
0.0170 |
1.7% |
91% |
True |
False |
238,346 |
| 10 |
1.0249 |
0.9761 |
0.0489 |
4.8% |
0.0139 |
1.4% |
92% |
True |
False |
219,178 |
| 20 |
1.0249 |
0.9746 |
0.0504 |
4.9% |
0.0128 |
1.3% |
92% |
True |
False |
225,665 |
| 40 |
1.0249 |
0.9592 |
0.0657 |
6.4% |
0.0129 |
1.3% |
94% |
True |
False |
239,306 |
| 60 |
1.0280 |
0.9592 |
0.0688 |
6.7% |
0.0123 |
1.2% |
90% |
False |
False |
180,346 |
| 80 |
1.0465 |
0.9592 |
0.0873 |
8.6% |
0.0116 |
1.1% |
71% |
False |
False |
135,609 |
| 100 |
1.0750 |
0.9592 |
0.1158 |
11.3% |
0.0115 |
1.1% |
53% |
False |
False |
108,727 |
| 120 |
1.0911 |
0.9592 |
0.1319 |
12.9% |
0.0112 |
1.1% |
47% |
False |
False |
90,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1469 |
|
2.618 |
1.1000 |
|
1.618 |
1.0713 |
|
1.000 |
1.0536 |
|
0.618 |
1.0426 |
|
HIGH |
1.0249 |
|
0.618 |
1.0139 |
|
0.500 |
1.0106 |
|
0.382 |
1.0072 |
|
LOW |
0.9962 |
|
0.618 |
0.9785 |
|
1.000 |
0.9675 |
|
1.618 |
0.9498 |
|
2.618 |
0.9211 |
|
4.250 |
0.8742 |
|
|
| Fisher Pivots for day following 10-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0174 |
1.0174 |
| PP |
1.0140 |
1.0140 |
| S1 |
1.0106 |
1.0106 |
|