CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 14-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2022 |
14-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0227 |
1.0355 |
0.0128 |
1.2% |
0.9962 |
| High |
1.0392 |
1.0386 |
-0.0006 |
-0.1% |
1.0392 |
| Low |
1.0190 |
1.0297 |
0.0108 |
1.1% |
0.9948 |
| Close |
1.0390 |
1.0380 |
-0.0011 |
-0.1% |
1.0390 |
| Range |
0.0202 |
0.0089 |
-0.0114 |
-56.2% |
0.0444 |
| ATR |
0.0142 |
0.0139 |
-0.0004 |
-2.5% |
0.0000 |
| Volume |
281,274 |
221,118 |
-60,156 |
-21.4% |
1,177,342 |
|
| Daily Pivots for day following 14-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0620 |
1.0588 |
1.0428 |
|
| R3 |
1.0531 |
1.0500 |
1.0404 |
|
| R2 |
1.0443 |
1.0443 |
1.0396 |
|
| R1 |
1.0411 |
1.0411 |
1.0388 |
1.0427 |
| PP |
1.0354 |
1.0354 |
1.0354 |
1.0362 |
| S1 |
1.0323 |
1.0323 |
1.0371 |
1.0338 |
| S2 |
1.0266 |
1.0266 |
1.0363 |
|
| S3 |
1.0177 |
1.0234 |
1.0355 |
|
| S4 |
1.0089 |
1.0146 |
1.0331 |
|
|
| 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 |
0.9962 |
0.0430 |
4.1% |
0.0160 |
1.5% |
97% |
False |
False |
243,708 |
| 10 |
1.0392 |
0.9761 |
0.0631 |
6.1% |
0.0152 |
1.5% |
98% |
False |
False |
232,452 |
| 20 |
1.0392 |
0.9746 |
0.0646 |
6.2% |
0.0131 |
1.3% |
98% |
False |
False |
230,931 |
| 40 |
1.0392 |
0.9592 |
0.0800 |
7.7% |
0.0132 |
1.3% |
98% |
False |
False |
241,227 |
| 60 |
1.0392 |
0.9592 |
0.0800 |
7.7% |
0.0125 |
1.2% |
98% |
False |
False |
188,583 |
| 80 |
1.0465 |
0.9592 |
0.0873 |
8.4% |
0.0117 |
1.1% |
90% |
False |
False |
141,829 |
| 100 |
1.0750 |
0.9592 |
0.1158 |
11.2% |
0.0116 |
1.1% |
68% |
False |
False |
113,741 |
| 120 |
1.0911 |
0.9592 |
0.1319 |
12.7% |
0.0113 |
1.1% |
60% |
False |
False |
94,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0762 |
|
2.618 |
1.0617 |
|
1.618 |
1.0529 |
|
1.000 |
1.0474 |
|
0.618 |
1.0440 |
|
HIGH |
1.0386 |
|
0.618 |
1.0352 |
|
0.500 |
1.0341 |
|
0.382 |
1.0331 |
|
LOW |
1.0297 |
|
0.618 |
1.0242 |
|
1.000 |
1.0209 |
|
1.618 |
1.0154 |
|
2.618 |
1.0065 |
|
4.250 |
0.9921 |
|
|
| Fisher Pivots for day following 14-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0367 |
1.0312 |
| PP |
1.0354 |
1.0244 |
| S1 |
1.0341 |
1.0177 |
|