CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 11-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2022 |
11-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0042 |
1.0227 |
0.0186 |
1.8% |
0.9962 |
| High |
1.0249 |
1.0392 |
0.0143 |
1.4% |
1.0392 |
| Low |
0.9962 |
1.0190 |
0.0228 |
2.3% |
0.9948 |
| Close |
1.0208 |
1.0390 |
0.0182 |
1.8% |
1.0390 |
| Range |
0.0287 |
0.0202 |
-0.0085 |
-29.6% |
0.0444 |
| ATR |
0.0138 |
0.0142 |
0.0005 |
3.3% |
0.0000 |
| Volume |
339,094 |
281,274 |
-57,820 |
-17.1% |
1,177,342 |
|
| Daily Pivots for day following 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0930 |
1.0862 |
1.0501 |
|
| R3 |
1.0728 |
1.0660 |
1.0446 |
|
| R2 |
1.0526 |
1.0526 |
1.0427 |
|
| R1 |
1.0458 |
1.0458 |
1.0409 |
1.0492 |
| PP |
1.0324 |
1.0324 |
1.0324 |
1.0341 |
| S1 |
1.0256 |
1.0256 |
1.0371 |
1.0290 |
| S2 |
1.0122 |
1.0122 |
1.0353 |
|
| S3 |
0.9920 |
1.0054 |
1.0334 |
|
| S4 |
0.9718 |
0.9852 |
1.0279 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1574 |
1.1425 |
1.0634 |
|
| R3 |
1.1130 |
1.0982 |
1.0512 |
|
| R2 |
1.0687 |
1.0687 |
1.0471 |
|
| R1 |
1.0538 |
1.0538 |
1.0431 |
1.0613 |
| PP |
1.0243 |
1.0243 |
1.0243 |
1.0280 |
| S1 |
1.0095 |
1.0095 |
1.0349 |
1.0169 |
| S2 |
0.9800 |
0.9800 |
1.0309 |
|
| S3 |
0.9356 |
0.9651 |
1.0268 |
|
| S4 |
0.8913 |
0.9208 |
1.0146 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0392 |
0.9948 |
0.0444 |
4.3% |
0.0165 |
1.6% |
100% |
True |
False |
235,468 |
| 10 |
1.0392 |
0.9761 |
0.0631 |
6.1% |
0.0152 |
1.5% |
100% |
True |
False |
226,911 |
| 20 |
1.0392 |
0.9746 |
0.0646 |
6.2% |
0.0133 |
1.3% |
100% |
True |
False |
229,057 |
| 40 |
1.0392 |
0.9592 |
0.0800 |
7.7% |
0.0132 |
1.3% |
100% |
True |
False |
239,316 |
| 60 |
1.0392 |
0.9592 |
0.0800 |
7.7% |
0.0124 |
1.2% |
100% |
True |
False |
184,945 |
| 80 |
1.0465 |
0.9592 |
0.0873 |
8.4% |
0.0118 |
1.1% |
91% |
False |
False |
139,091 |
| 100 |
1.0750 |
0.9592 |
0.1158 |
11.1% |
0.0116 |
1.1% |
69% |
False |
False |
111,533 |
| 120 |
1.0911 |
0.9592 |
0.1319 |
12.7% |
0.0113 |
1.1% |
61% |
False |
False |
93,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1250 |
|
2.618 |
1.0920 |
|
1.618 |
1.0718 |
|
1.000 |
1.0594 |
|
0.618 |
1.0516 |
|
HIGH |
1.0392 |
|
0.618 |
1.0314 |
|
0.500 |
1.0291 |
|
0.382 |
1.0267 |
|
LOW |
1.0190 |
|
0.618 |
1.0065 |
|
1.000 |
0.9988 |
|
1.618 |
0.9863 |
|
2.618 |
0.9661 |
|
4.250 |
0.9331 |
|
|
| Fisher Pivots for day following 11-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0357 |
1.0319 |
| PP |
1.0324 |
1.0248 |
| S1 |
1.0291 |
1.0177 |
|